Pages that link to "Item:Q1431197"
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The following pages link to Nonparametric regression with correlated errors. (Q1431197):
Displaying 50 items.
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
- Polynomial spline confidence bands for time series trend (Q419264) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Nonlinear predictive latent process models for integrating spatio-temporal exposure data from multiple sources (Q484017) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Comparing parameter choice methods for regularization of ill-posed problems (Q551477) (← links)
- \(M\)-type smoothing spline ANOVA for correlated data (Q604343) (← links)
- Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise (Q609669) (← links)
- Robust GCV choice of the regularization parameter for correlated data (Q616676) (← links)
- On spline regression under Gaussian subordination with long memory (Q618157) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Forecasting emergency medical service call arrival rates (Q641084) (← links)
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- Variography for model selection in local polynomial regression with spatial data (Q812061) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Estimating the term structure of interest rates using penalized splines (Q849872) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Assessing the performance of model-based clustering methods in multivariate time series with application to identifying regional wind regimes (Q893352) (← links)
- Wavelet regression with correlated errors on a piecewise Hölder class (Q952869) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Estimating error correlation in nonparametric regression (Q1314711) (← links)
- Smoothing dependent observations (Q1336911) (← links)
- Cross-validated wavelet block thresholding for non-Gaussian errors (Q1658512) (← links)
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes (Q1659007) (← links)
- Multivariate factorizable expectile regression with application to fMRI data (Q1662166) (← links)
- A novel partial-linear single-index model for time series data (Q1727926) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Functional data analysis by matrix completion (Q1731742) (← links)
- Data depth for measurable noisy random functions (Q1733273) (← links)
- Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (Q1742847) (← links)
- A new flexible direct ROC regression model: application to the detection of cardiovascular risk factors by anthropometric measures (Q1942903) (← links)
- The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
- Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method (Q1956877) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
- A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal data (Q2075448) (← links)
- A generalized correlated \(C_p\) criterion for derivative estimation with dependent errors (Q2129613) (← links)
- Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
- A computational validation for nonparametric assessment of spatial trends (Q2135946) (← links)
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes (Q2143035) (← links)
- Markov cross-validation for time series model evaluations (Q2282291) (← links)
- A penalized likelihood method for nonseparable space-time generalized additive models (Q2316739) (← links)
