ESTIMATING THE ERROR VARIANCE IN NONPARAMETRIC REGRESSION BY A COVARIATE-MATCHED U-STATISTIC

ISSN： 0233-1888

Source： Statistics, Vol.37, Iss.3, 2003-05, pp. : 179-188

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The slow convergence of multivariate U-statistic for nonstationary processes

By Harel M. Elharfaoui E.

Comptes Rendus Mathematique, Vol. 337, Iss. 12, 2003-12 ,pp. : 801-804

Elsevier

Access to resources Recommend Favorite

Nonparametric regression estimation of conditional tails: the random covariate case

By Goegebeur Yuri Guillou Armelle Schorgen Antoine

Statistics, Vol. 48, Iss. 4, 2014-07 ,pp. : 732-755

Taylor & Francis Ltd

Access to resources Recommend Favorite

Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach

By Terpstra J. Rao M.

Statistical Inference for Stochastic Processes, Vol. 4, Iss. 2, 2001-05 ,pp. : 155-179

Springer Publishing Company

Access to resources Recommend Favorite

Estimating a uniform distribution when data are measured with a normal additive error with unknown variance

By Bensic Mirta Sabo Kristian

Statistics, Vol. 44, Iss. 3, 2010-06 ,pp. : 235-246

Taylor & Francis Ltd

Access to resources Recommend Favorite

The impact of covariate measurement error on risk prediction

STATISTICS IN MEDICINE, Vol. 34, Iss. 15, 2015-07 ,pp. : 2353-2367

John Wiley & Sons Inc

Access to resources Recommend Favorite