Monografie
Regularization parameter selection in indirect regression by residual based bootstrap
- Sprache
-
Englisch
- Identifier
-
1117909573
- Reihe
-
Discussion Paper / SFB823; 56, 2016
- Thema
-
Nichtparametrische Regression; Bootstrap-Statistik
- Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:56 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Monografie
Beteiligte
Ähnliche Objekte (12)
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Canonical moments, orthogonal polynomials with application to statistics
Locally E-Optimal Designs for Exponential Regression Models
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Multiplier bootstrap of tail copulas - with applications
A note on bootstrap approximations for the empirical copula process
A bootstrap test for the comparison of nonlinear time series - with application to interest rate modelling
Beyond inequality: A novel measure of skewness and its properties
E-optimal designs in Fourier regression models on a partial circle
A note on all-bias designs with applications in spline regression models
Some comments on specification tests in nonparametric absolutely regular processes
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Canonical moments, orthogonal polynomials with application to statistics
Locally E-Optimal Designs for Exponential Regression Models
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Multiplier bootstrap of tail copulas - with applications
A note on bootstrap approximations for the empirical copula process
A bootstrap test for the comparison of nonlinear time series - with application to interest rate modelling
Beyond inequality: A novel measure of skewness and its properties
E-optimal designs in Fourier regression models on a partial circle
A note on all-bias designs with applications in spline regression models
Some comments on specification tests in nonparametric absolutely regular processes
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Canonical moments, orthogonal polynomials with application to statistics
Locally E-Optimal Designs for Exponential Regression Models
Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
On Robust and Efficient Designs for Risk Estimation in Epidemiologic Studies
Multiplier bootstrap of tail copulas - with applications
A note on bootstrap approximations for the empirical copula process
A bootstrap test for the comparison of nonlinear time series - with application to interest rate modelling
Beyond inequality: A novel measure of skewness and its properties
E-optimal designs in Fourier regression models on a partial circle
A note on all-bias designs with applications in spline regression models