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Robust nonparametric regression with automatic data transformation and variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000900988
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Cointegration and co-movement of SES sector price indices
Qian, Sun; Brannman, Lance Eric - 1994
Persistent link: https://www.econbiz.de/10000908272
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A brief survey of bandwidth selection for density estimation
Jones, M. C.; Marron, James Stephen; Sheather, Simon J. - 1995
Persistent link: https://www.econbiz.de/10000910124
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Robust Bayesian estimation of autoregressive-moving average models
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1995
Persistent link: https://www.econbiz.de/10000912056
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Fast computation of auxiliary quantities in local polynominal regression
Turlach, Berwin A.; Wand, M. P. - 1995
Persistent link: https://www.econbiz.de/10000912070
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Accuracy of binned kernel functional approximations
González Manteiga, Wenceslao; Sánchez-Sellero, C.; … - 1995
Persistent link: https://www.econbiz.de/10000912072
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The use and interpretation of rank-based residuals
Naranjo, Joshua D. (contributor) - 1993
Persistent link: https://www.econbiz.de/10000870993
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Co-integrating relationship between terms of trade and current account deficit : the Australian evidence
Hoque, Asraul - 1993
Persistent link: https://www.econbiz.de/10000871936
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A general method for estimating standard errors
Maritz, J. S.; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000875900