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On the accuracy of binned kernel density estimators
Hall, Peter; Wand, M. P. - 1993
Persistent link: https://www.econbiz.de/10000859369
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Optimal smoothing in single index models
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko - 1991
Persistent link: https://www.econbiz.de/10000818197
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On the performance of kernel estimators for high-dimensional, sparse binary data
Grund, Birgit; Hall, Peter - 1991
Persistent link: https://www.econbiz.de/10000820995
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How far are automatically chosen regression smoothing parameters from their optimum?
Härdle, Wolfgang; Hall, Peter; Marron, James Stephen - 1986
Persistent link: https://www.econbiz.de/10000707608
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Local minima in cross-validation functions
Hall, Peter; Marron, James Stephen - 1988
Persistent link: https://www.econbiz.de/10000009138
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Cross-validation and the estimation of conditional probability densities
Hall, Peter; Racine, Jeffrey; Li, Qi - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1015-1026
Persistent link: https://www.econbiz.de/10002506601
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Nonparametric density estimation from covariate information
Elmore, Ryan T.; Hall, Peter; Troynikov, Vladimir S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 701-711
Persistent link: https://www.econbiz.de/10003334679
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Nonparametric prediction in measurement error models
Carroll, Raymond J.; Delaigle, Aurore; Hall, Peter - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 993-1014
Persistent link: https://www.econbiz.de/10003902770
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Nonparametric least squares estimation in derivative families
Hall, Peter; Yatchew, Adonis John - In: Journal of econometrics 157 (2010) 2, pp. 362-374
Persistent link: https://www.econbiz.de/10008662993
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Nonparametric estimation for a class of Lévy processes
Chen, Song Xi; Delaigle, Aurore; Hall, Peter - In: Journal of econometrics 157 (2010) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10008663024