Pages that link to "Item:Q1952211"
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The following pages link to Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors (Q1952211):
Displaying 14 items.
- Local \(M\)-estimation for conditional variance function with dependent data (Q289728) (← links)
- Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
- Conditional variance estimation via nonparametric generalized additive models (Q1740319) (← links)
- Nonparametric estimation in a regression model with additive and multiplicative noise (Q2186924) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- Kernel density estimation from complex surveys in the presence of complete auxiliary information (Q2312012) (← links)
- Long-range dependent time series specification (Q2435219) (← links)
- Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
- Conditional variance estimation in regression models with long memory (Q2931595) (← links)
- Efficient estimation of conditional variance functions in stochastic regression (Q4216694) (← links)
- Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
- Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series (Q5104522) (← links)
- Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory (Q5283082) (← links)
- Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors (Q6669474) (← links)
