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  • Search: subject:"nonparametric variance"
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Year of publication
Subject
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Nonparametric variance estimation 4 Bandwidth selection 3 Bootstrap 3 Double smoothing 3 Local polynomial fitting 3 Theorie 2 Zeitreihenanalyse 2 Block bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Coding schemes 1 Conditional independence 1 Estimation theory 1 Fixed-design regression model 1 Gibbs point processes 1 Model checks 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Nonparametric variance estimator 1 Random fields 1 Sampling 1 Schätztheorie 1 Stichprobenerhebung 1 Theory 1 Time series analysis 1 block size 1 estimation 1 lattice point count 1 mixing 1 nonparametric variance 1 random fields 1 spatial statistics 1 subsampling method 1
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Online availability
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Free 4 Undetermined 2
Type of publication
All
Book / Working Paper 4 Article 2
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 3 Undetermined 3
Author
All
Feng, Yuanhua 3 Heiler, Siegfried 3 Lahiri, Soumendra N. 1 Liebscher, Eckhard 1 Nordman, Daniel J. 1 Pallini, Andrea 1
Institution
All
Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1
Published in...
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Discussion Papers, Series II 1 Diskussionsbeiträge - Serie II 1 Statistical Methods and Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
Source
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RePEc 3 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 6 of 6
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Model checks for parametric regression models
Liebscher, Eckhard - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 1, pp. 132-155
Persistent link: https://www.econbiz.de/10010539297
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On optimal spatial subsample size for variance estimation
Nordman, Daniel J.; Lahiri, Soumendra N. - 2002
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
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A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10010397967
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A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10009675761
Saved in:
Cover Image
A bootstrap bandwidth selector for local polynomial fitting
Heiler, Siegfried; Feng, Yuanhua - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 1997
A bandwidth selector for local polynomial fitting is proposed following the bootstrap idea, which is just a double smoothing bandwidth selector with a bootstrap variance estimator, defined as the mean squared residuals of a pilot estimate. No simulated resampling is required in this context,...
Persistent link: https://www.econbiz.de/10010958420
Saved in:
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Resampling configurations of points through coding schemes
Pallini, Andrea - In: Statistical Methods and Applications 9 (2000) 1, pp. 159-182
Persistent link: https://www.econbiz.de/10008497251
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