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Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 9321 Negative bias in the H-H-statistic
by Christian RITTER - 9316 A simple and fast method of regime shifts detection based on kernel density estimation
by Marco BIANCHI - 9314 Testing increasing dispersion
by B.U.PARK & Wolfgang HAERDLE - 9313 Kernel estimation in a nonparametric marker dependent Hazard Model
by Oliver LINTON - 9312 Applied nonparametric methods
by Oliver LINTON - 9310 On the performance of the H-H Test
by Isabel Proenca - 9308 Fast and simple scatterplot smoothing
by James Stephen MARRON & Wolfgang HAERDLE - 9307 Bandwidth selection in kernel density estimation: a rewiew
by Berwin A. TURLACH - 9306 Discretization methods for average derivative estimation
by Berwin A. TURLACH: - 9305 Specification of echelon form VARMA models
by D.S. Poskitt - 9303 Applied nonparametric smoothing techniques
by Wolfgang HAERDLE & Marlene MUELLER - 9302 Iterated bootstrap with applications to frontier models
by Leopold SIMAR & Wolfgang HAERDLE - 9208 Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis
by Wolfgang HAERDLE & Marlene MUELLER - 9207 Consistency properties of model selection criteria in multiple linear regression
by Marlene MUELLER - 9206 Better bootstrap confidence intervals for regression curve estimation
by Emmanuel JOLIVET & Sylviy HUET - 9205 Comparing nonparametric versus parametric regression fits
by Enno Mammen