Pages that link to "Item:Q1299554"

The following pages link to Cross-validatory bandwidth selections for regression estimation based on dependent data (Q1299554):

Displaying 25 items.

• Integrated cross-validation for the random design nonparametric regression (Q558408) (← links)
• A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
• Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
• Comparison of two bandwidth selectors with dependent errors (Q1184214) (← links)
• On bandwidth selection in partial linear regression models under dependence (Q1613093) (← links)
• Improving cross-validated bandwidth selection using subsampling-extrapolation techniques (Q1663252) (← links)
• Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
• Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff (Q2224887) (← links)
• Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• A bias correction for cross-validation bandwidth selection when a kernel estimate is based on dependent data (Q2744937) (← links)
• On Modeling Wood Formation Using Parametric and Semiparametric Regressions for Count Data (Q2816704) (← links)
• Modelling data from inside the Earth: local smoothing of mean and dispersion structure in deep drill data (Q3427643) (← links)
• Cross-validated bandwidths and significance testing (Q3573026) (← links)
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models (Q3653249) (← links)
• Optimal Fixing of the Bandwidth-Parameter for the Empirical Regression1,2 (Q3703142) (← links)
• (Q4558178) (← links)
• Binned modified cross–validation with dependent errors (Q4843852) (← links)
• Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction (Q4905914) (← links)
• MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
• Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
• Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)
• Change-Point Estimation in Long Memory Nonparametric Models with Applications (Q5451114) (← links)
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
• Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)