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Biased crossvalidation for a kernel regression estimator and its derivatives
Härdle, Wolfgang; Carroll, Raymond J. - 1989
Persistent link: https://www.econbiz.de/10000774582
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000774583
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Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang; Marron, James Stephen - 1989
Persistent link: https://www.econbiz.de/10000780899
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Robust HPD-regions in Bayesian regression models
Pötzelberger, Klaus; Polasek, Wolfgang - 1989
Persistent link: https://www.econbiz.de/10000781400
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Estimation of censored regression models using aggregated data
Nawata, Kazumitsu - 1989
Persistent link: https://www.econbiz.de/10000781708
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Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J. - 1988
Persistent link: https://www.econbiz.de/10000782853
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Posterior densities for nonlinear regression with equicorrelated errors
Osiewalski, Jacek - 1989
Persistent link: https://www.econbiz.de/10000782931
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Some results on the asymptotic properties of kernel regression derivative estimators
Rilstone, Paul - 1988
Persistent link: https://www.econbiz.de/10000815484
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Superiority comparisons between mixed regression estimators
Teräsvirta, Timo - 1987
Persistent link: https://www.econbiz.de/10000758834
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Variable addition tests for regression models with qualitative and continuous variables
Taylor, Larry W. - 1988
Persistent link: https://www.econbiz.de/10000762740