Pages that link to "Item:Q4347562"
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The following pages link to EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION (Q4347562):
Displaying 20 items.
- Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
- \(U\)-statistic with side information (Q444948) (← links)
- Empirical likelihood confidence intervals for hazard and density functions under right censor\-ship (Q1029649) (← links)
- Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
- Adjusted empirical likelihood method for quantiles (Q1880990) (← links)
- A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
- Spatially smoothed kernel densities with application to crop yield distributions (Q2084428) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Nonparametric estimation of first price auctions via density-quantile function (Q2158673) (← links)
- Improved density and distribution function estimation (Q2326987) (← links)
- On empirical likelihood statistical functions (Q2512627) (← links)
- Density estimation and nonparametric inferences using maximum likelihood weighted kernels (Q2863035) (← links)
- Semiparametric inference with kernel likelihood (Q3611827) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- A note on kernel density estimation with auxiliary information (Q4383743) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Semiparametric regression using empirical likelihood with shape information (Q5110801) (← links)
- EM algorithms for beta kernel distributions (Q5219245) (← links)
- Learning Theory and Kernel Machines (Q5305841) (← links)
- Minimum divergence estimators for the Radon–Nikodym derivatives of the semi-Markov kernel (Q5739678) (← links)
