Monografie
The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions
- Sprache
-
Englisch
- Identifier
-
1192449444
- Reihe
-
Beiträge zur Statistik > Beiträge; 46
Beteiligte Personen und Organisationen
- DOI
-
10.11588/heidok.00020820
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
Beteiligte
- Mammen, Enno
- Linton, Oliver
- Nielsen, Jens Perch
Ähnliche Objekte (12)
Estimating Yield Curves by Kernel Smoothing Methods
Estimating Yield Curves by Kernel Smoothing Methods
Estimating yield curves by Kernel smoothing methods
Bootstrap, Wild Bootstrap and Generalized Bootstrap
Properties of the Nonparametric Autoregressive Bootstrap
Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Estimation in an Additive Model when the Components are LinkedParametrically
Semiparametric Additive Indices for Binary Response and Generalized Additive Models
On Estimation of Monotone and Concave Frontier Functions
A General Framework for Constrained Smoothing
Bootstrap of Kernel Smoothing in Nonlinear Time Series
Estimating Yield Curves by Kernel Smoothing Methods
Estimating Yield Curves by Kernel Smoothing Methods
Estimating yield curves by Kernel smoothing methods
Bootstrap, Wild Bootstrap and Generalized Bootstrap
Properties of the Nonparametric Autoregressive Bootstrap
Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Estimation in an Additive Model when the Components are LinkedParametrically
Semiparametric Additive Indices for Binary Response and Generalized Additive Models
On Estimation of Monotone and Concave Frontier Functions
A General Framework for Constrained Smoothing
Bootstrap of Kernel Smoothing in Nonlinear Time Series
Estimating Yield Curves by Kernel Smoothing Methods
Estimating Yield Curves by Kernel Smoothing Methods
Estimating yield curves by Kernel smoothing methods
Bootstrap, Wild Bootstrap and Generalized Bootstrap
Properties of the Nonparametric Autoregressive Bootstrap
Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Estimation in an Additive Model when the Components are LinkedParametrically
Semiparametric Additive Indices for Binary Response and Generalized Additive Models
On Estimation of Monotone and Concave Frontier Functions
A General Framework for Constrained Smoothing