Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes. [PDF]
Bouzebda S, Didi S.
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Efficient Testing Using Surrogate Information. [PDF]
Knowlton R, Parast L.
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On the Reweigted Nadaraya-Watson Estimator of the Conditional Density Function
The conditional probability density function plays an important role in statistics. It describes the relationship between two random variables, the dependent variable Y and the independent variable X. In this thesis, we studied the kernel estimation of the conditional density function when it is unknown.
openaire
Data fusion using weakly aligned sources. [PDF]
Li S, Gilbert PB, Duan R, Luedtke A.
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Relaxed Doubly Robust Estimation in Causal Inference. [PDF]
Xu T, Zhao J.
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Dynamic Supervised Principal Component Analysis for Classification. [PDF]
Ouyang W, Wu R, Hao N, Zhang HH.
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Semiparametric analysis of competing risks data with missing causes of failure and covariate measurement error. [PDF]
Jayanagasri A, Anjana S.
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Absolute risk from double nested case-control designs: cause-specific proportional hazards models with and without augmented estimating equations. [PDF]
Lee M, Gail MH.
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Smoothed L-estimation of Regression Function
The Nadaraya-Watson nonparametric estimator of regression is known to be highly sensitive to the presence of outliers in data.This sensitivity can be reduced, for example, by using local L-estimates of regression.Whereas the local L-estimation is ...
Cizek, P., Tamine, J., Härdle, W.K.
core
Marginalized LASSO in the low-dimensional difference-based partially linear model for variable selection. [PDF]
Norouzirad M +3 more
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