Pages that link to "Item:Q3375349"
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The following pages link to THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS (Q3375349):
Displaying 8 items.
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates (Q2330729) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- Nonparametric regression with weakly dependent data: the discrete and continuous regressor case (Q3391786) (← links)
- A multivariate non-parametric kernel estimator for global sensitivity analysis (Q5084941) (← links)
- Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution (Q5863569) (← links)
- Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data (Q6617794) (← links)
