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ECONIS (ZBW)
165
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101
How sensitive are average derivatives ?
Härdle, Wolfgang
-
1991
Persistent link: https://www.econbiz.de/10013452737
Saved in:
102
Bandwith choice for average derivative estimation
Härdle, Wolfgang
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10013452742
Saved in:
103
Better bootstrap confidence intervals for regression curve estimation
Härdle, Wolfgang
-
1991
Persistent link: https://www.econbiz.de/10013452747
Saved in:
104
Kernel estimation : the equivalent spline smoothing method
Härdle, Wolfgang
;
Nussbaum, Michael
-
1990
Persistent link: https://www.econbiz.de/10000789915
Saved in:
105
Regression smoothing parameters that are not far from their optimum
Härdle, Wolfgang
;
Hall, Peter
;
Marron, James Stephen
-
1990
Persistent link: https://www.econbiz.de/10000790032
Saved in:
106
Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000793171
Saved in:
107
The estimation of the multivariate structural errors-in-variables model without any priori on the covariance matrix of the errors
Lefèvre, Françoise
-
1990
Persistent link: https://www.econbiz.de/10000793251
Saved in:
108
Robust locally adaptive nonparametric regression
Härdle, Wolfgang
;
Cybakov, Aleksandr B.
-
1990
Persistent link: https://www.econbiz.de/10000793285
Saved in:
109
A bootstrap test for positive definiteness of income effect matrices
Härdle, Wolfgang
;
Hart, Jeffrey D.
-
1990
Persistent link: https://www.econbiz.de/10000802561
Saved in:
110
On bootstrapping kernel spectral estimates
Franke, Jürgen
;
Härdle, Wolfgang
-
1990
Persistent link: https://www.econbiz.de/10000802569
Saved in:
111
Comparing nonparametric versus parametric regression fits
Härdle, Wolfgang
;
Mammen, Enno
-
1990
Persistent link: https://www.econbiz.de/10000802584
Saved in:
112
How many terms should be added into additive model?
Härdle, Wolfgang
;
Cybakov, Aleksandr B.
-
1990
Persistent link: https://www.econbiz.de/10000808296
Saved in:
113
Approximate interval probabilities
Barndorff-Nielsen, Ole E.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 485-496
Persistent link: https://www.econbiz.de/10001095381
Saved in:
114
Alternative smoothed bootstraps
Young, G. Alastair
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 477-484
Persistent link: https://www.econbiz.de/10001095382
Saved in:
115
On likelihood ratio tests for threshold autoregression
Chan, K. S.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 469-476
Persistent link: https://www.econbiz.de/10001095383
Saved in:
116
On use of the EM algorithm for penalized likelihood estimation
Green, Peter J.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 443-452
Persistent link: https://www.econbiz.de/10001095387
Saved in:
117
Models for exceedances over high thresholds
Davison, Anthony C.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
3
,
pp. 393-442
Persistent link: https://www.econbiz.de/10001095388
Saved in:
118
Score tests in generalized linear measurement error models
Stefanski, Leonard A.
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001085324
Saved in:
119
A simple method for the adjustment of profile likelihoods
MacCullagh, Peter
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 325-344
Persistent link: https://www.econbiz.de/10001085327
Saved in:
120
Continuum regression : cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression
Stone, Mervyn
- In:
Journal of the Royal Statistical Society
52
(
1990
)
2
,
pp. 237-269
Persistent link: https://www.econbiz.de/10001085329
Saved in:
121
Kernel regression smoothing of time series
Härdle, Wolfgang
;
Vieu, Philippe
-
1990
Persistent link: https://www.econbiz.de/10000800790
Saved in:
122
Bootstrap confidence bands
Härdle, Wolfgang
;
Nussbaum, Michael
-
1990
Persistent link: https://www.econbiz.de/10000800815
Saved in:
123
Smoothing by weighted averaging of rounded points
Härdle, Wolfgang
;
Scott, David W.
-
1990
Persistent link: https://www.econbiz.de/10000800826
Saved in:
124
Testing exogeneity in overidentified models
Cappuccio, Nunzio
;
Orsi, Renzo
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000800865
Saved in:
125
Bootstrap methods in nonparametric regression
Härdle, Wolfgang
;
Mammen, Enno
-
1990
Persistent link: https://www.econbiz.de/10000800904
Saved in:
126
Testing for heterogeneous parameters in least squares approximations
Dutta, Jayasri
-
1990
Persistent link: https://www.econbiz.de/10013452701
Saved in:
127
A note on Bayesian inference in a regression model with elliptical errors
Osiewalski, Jacek
-
1989
Persistent link: https://www.econbiz.de/10000784630
Saved in:
128
Approximations of Bayesian solutions in finite population models
Cocchi, Daniela
;
Mouchart, Michel
-
1989
Persistent link: https://www.econbiz.de/10000772213
Saved in:
129
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang
;
Marron, James Stephen
-
1989
Persistent link: https://www.econbiz.de/10000780899
Saved in:
130
Jackknifing weighted least squares estimators
Shao, Jun
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 139-156
Persistent link: https://www.econbiz.de/10001094886
Saved in:
131
A fast improvement to the EM algorithm on its own terms
Meilijson, Isaac
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 127-138
Persistent link: https://www.econbiz.de/10001094887
Saved in:
132
Partial separation in logistic discrimination
Lesaffre, E.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 109-116
Persistent link: https://www.econbiz.de/10001094893
Saved in:
133
Estimating weighted integrals of the second-order intensity of a spatial point process
Berman, Mark
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10001094896
Saved in:
134
On the optimality of some tests of the error covariance matrix in the linear regression model
Honda, Yuzo
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 71-79
Persistent link: https://www.econbiz.de/10001094905
Saved in:
135
Generalized linear models with varying dispersion
Smyth, Gordon K.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10001094907
Saved in:
136
A method for the estimation and identification of transfer function model
Poskitt, Donald Stephen
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001094908
Saved in:
137
On the use of marginal likelihood in time series model estimation
Tunnicliffe-Wilson, Granville
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001094909
Saved in:
138
Variance function estimation in regression : the effect of estimating the mean
Hall, Peter
- In:
Journal of the Royal Statistical Society
51
(
1989
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10001094910
Saved in:
139
Recursive estimation of autoregressions
Hannan, Edward J.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
2
,
pp. 217-233
Persistent link: https://www.econbiz.de/10001065587
Saved in:
140
Hierarchical statistical models and a generalized likelihood ratio test
Hosoya, Yuzo
- In:
Journal of the Royal Statistical Society
51
(
1989
)
3
,
pp. 435-447
Persistent link: https://www.econbiz.de/10001070257
Saved in:
141
Leave-k-out diagnostics for time series
Bruce, Andrew G.
- In:
Journal of the Royal Statistical Society
51
(
1989
)
3
,
pp. 363-401
Persistent link: https://www.econbiz.de/10001070261
Saved in:
142
Kernel smoothing in partial linear models
Speckman, Paul
- In:
Journal of the Royal Statistical Society
50
(
1988
)
3
,
pp. 413-436
Persistent link: https://www.econbiz.de/10001094844
Saved in:
143
A note on extended quasi-likelihood
Davidian, M.
- In:
Journal of the Royal Statistical Society
50
(
1988
)
1
,
pp. 74-82
Persistent link: https://www.econbiz.de/10001048428
Saved in:
144
Consistent order determination for processes with infinite variance
Bhansali, R. J.
- In:
Journal of the Royal Statistical Society
50
(
1988
)
1
,
pp. 46-60
Persistent link: https://www.econbiz.de/10001048432
Saved in:
145
On symmetric bootstrap confidence intervals
Hall, Peter
- In:
Journal of the Royal Statistical Society
50
(
1988
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001048434
Saved in:
146
Royal Statistical Society meeting on AIDS
Gore, S. M.
(
contributor
)
-
Royal Statistical Society
- In:
Journal of the Royal Statistical Society
151
(
1988
)
1
,
pp. 3-136
Persistent link: https://www.econbiz.de/10001049581
Saved in:
147
Estimation and model identification for continuous spatial processes
Vecchia, A. V.
- In:
Journal of the Royal Statistical Society
50
(
1988
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10001053236
Saved in:
148
Binary regression models for contaminated data
Copas, J. B.
- In:
Journal of the Royal Statistical Society
50
(
1988
)
2
,
pp. 225-265
Persistent link: https://www.econbiz.de/10001053241
Saved in:
149
Allowing for technical inefficiency in parametric estimates of production functions : with an application to urban transit firms
Thiry, Bernard
;
Tulkens, Henry
-
1988
Persistent link: https://www.econbiz.de/10011843013
Saved in:
150
Recent developments in the theory of encompassing
Hendry, David F.
;
Richard, Jean-François
-
1987
Persistent link: https://www.econbiz.de/10000747200
Saved in:
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