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Semi-graphical determination of Gaussian components in mixed distributions
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 3 (1994) 18
Persistent link: https://www.econbiz.de/10005573963
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Exploring the shape of univariate data using kernel density estimators
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 3 (1994) 16
Persistent link: https://www.econbiz.de/10005574023
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Nonparametric assessment of multimodality for univariate data
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 7 (1998) 38
Persistent link: https://www.econbiz.de/10005583392
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Nonparametric regression: Kernel, WARP, ad k-NN estimators
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 5 (1996) 30
Persistent link: https://www.econbiz.de/10005583427
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ASH, WARPing, and kernel density estimation for univariate data
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 5 (1996) 26
Persistent link: https://www.econbiz.de/10005583429
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Practical rules for bandwidth selection in univariate density estimation
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto; … - In: Stata Technical Bulletin 5 (1996) 27
Persistent link: https://www.econbiz.de/10005583434
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Robust scatterplot smoothing: enhancements to Stata's ksm
Salgado-Ugarte, Isaias Hazarmabeth; Shimizu, Makoto - In: Stata Technical Bulletin 5 (1996) 25
Persistent link: https://www.econbiz.de/10005748515