Pages that link to "Item:Q2366734"

The following pages link to Local linear regression smoothers and their minimax efficiencies (Q2366734):

Displaying 50 items.

• Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
• Does matching overcome LaLonde's critique of nonexperimental estimators? (Q262739) (← links)
• An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
• Cell-average multiresolution based on local polynomial regression. application to image processing (Q278560) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Efficiency dynamics in Indian banking: a conditional directional distance approach (Q300068) (← links)
• Nonparametric \(M\)-type regression estimation under missing response data (Q345359) (← links)
• Local linear-additive estimation for multiple nonparametric regressions (Q391935) (← links)
• Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
• Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
• Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
• Nonparametric regression with homogeneous group testing data (Q450024) (← links)
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
• A new Poisson noise filter based on weights optimization (Q461238) (← links)
• Adaptive local linear quantile regression (Q475704) (← links)
• Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods (Q523581) (← links)
• Kernel regression estimators for nonparametric model calibration in survey sampling (Q538216) (← links)
• A kernel-based parametric method for conditional density estimation (Q614083) (← links)
• On completely data-driven bandwidth selection for single-index models (Q629097) (← links)
• Difference based estimation for partially linear regression models with measurement errors (Q634544) (← links)
• Local linear regression for functional data (Q645536) (← links)
• Bootstrap confidence interval for a correlation curve (Q654457) (← links)
• A comparison of six smoothers when there are multiple predictors (Q713632) (← links)
• A high-dimensional Wilks phenomenon (Q718891) (← links)
• Locally weighted regression models for surrogate-assisted design optimization (Q724346) (← links)
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method (Q736590) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Nonparametric estimation with mixed data types in survey sampling (Q744340) (← links)
• Selecting local models in multiple regression by maximizing power (Q745341) (← links)
• Spatial local M-estimation under association (Q745418) (← links)
• Data sharpening methods in multivariate local quadratic regression (Q764494) (← links)
• Local Walsh-average regression (Q765825) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Density estimation on a network (Q830436) (← links)
• Pseudo-empirical likelihood estimation using nonparametric regression (Q845626) (← links)
• Computational aspects of nonparametric smoothing with illustrations from the \texttt{sm} library (Q951888) (← links)
• An improved method for inference of piecewise linear systems by detecting jumps using derivative estimation (Q963754) (← links)
• Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
• The theoretic framework of local weighted approximation for microarray missing value estimation (Q975220) (← links)
• Reducing variance in univariate smoothing (Q995415) (← links)
• Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
• Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
• Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
• Double-smoothing for bias reduction in local linear regression (Q1007487) (← links)
• Robust estimation of multivariate regression model (Q1019444) (← links)
• Wavelet density estimation for stratified size-biased sample (Q1039480) (← links)