Pages that link to "Item:Q684820"
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The following pages link to Practical performance of several data driven bandwidth selectors (Q684820):
Displaying 19 items.
- Density estimation with distribution element trees (Q144212) (← links)
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method (Q542959) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- Nonparametric conditional efficiency measures: asymptotic properties (Q970148) (← links)
- A note on kernel density estimation for non-negative random variables (Q998884) (← links)
- Bivariate density estimation using BV regularisation (Q1020658) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- A universally acceptable smoothing factor for kernel density estimates (Q1354450) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- A combined adaptive-mixtures/plug-in estimator of multivariate probability densities (Q1389399) (← links)
- Exploring efficiency differences over time in the Spanish banking industry (Q1598742) (← links)
- An assessment of finite sample performance of adaptive methods in density estimation (Q1606486) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- Estimating the density of a functional of several random variables (Q1896044) (← links)
- Bandwidth selection: Classical or plug-in? (Q1970472) (← links)
- Bandwidth selection for smooth backfitting in additive models (Q2569241) (← links)
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study (Q3548525) (← links)
