Results 31 to 40 of about 123 (106)

Multivariate Regression Estimation: Local Polynomial Fitting For Time Series [PDF]

open access: yes, 1996
We consider the estimation of the multivariate regression function m (x 1 , . . . , x d ) = E [y (Y d ) | X 1 = x 1 , . . . , X d = x d ], and its partial derivatives, for stationary random processes {Y i , X i } using local higher-order polynomial ...
Masry, Elias, Elias Masry
core   +1 more source

Product-limit estimation for length-biased censored data

open access: yes
censoring, length-bias, product-limit, 62G07,
Jacobo Uña-Álvarez
core   +1 more source

Nonparametric tests for model selection with time series data

open access: yes
Goodness-of-fit tests, kernel curve estimation, selection of variables, Primary 62G07, secondary 62G10, 62J02,
Javier Hidalgo
core   +1 more source

Estimation of the conditional distribution in a conditional Koziol-green model

open access: yes
Asymptotic normality, consistency, proportional hazard, regression, right censoring, primary 62G07, secondary 62G20,
Carmen Cadarso-Suárez, Noel Veraverbeke
core   +1 more source

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

open access: yes
nonparametric sequential estimation, minimax, drift, ergodic diffusion process, efficient procedure, primary 62G07, secondary 62G20,
L. Galtchouk, S. Pergamenshchikov
core   +1 more source

Robust estimation and classification for functional data via projection-based depth notions

open access: yes
Depth measures, Functional data, Projections method, Supervised classification, Primary 62G07, Secondary 62G20,
Ricardo Fraiman   +2 more
core   +1 more source

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