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Chaudhuri, Anamitra; Chatterjee, Sabyasachi A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond. (English) Zbl 1539.62101 Ann. Stat. 51, No. 4, 1534-1560 (2023). MSC: 62G08 62G05 62G20 62J07 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Taufemback, Cleiton Guollo Non-parametric short- and long-run Granger causality testing in the frequency domain. (English) Zbl 07731462 J. Time Ser. Anal. 44, No. 1, 69-92 (2023). MSC: 62Mxx 62G05 62G20 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Dong, Hao; Otsu, Taisuke; Taylor, Luke Bandwidth selection for nonparametric regression with errors-in-variables. (English) Zbl 07716560 Econom. Rev. 42, No. 4, 393-419 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Jiawei; Ding, Jie; Yang, Yuhong Targeted cross-validation. (English) Zbl 07634396 Bernoulli 29, No. 1, 377-402 (2023). MSC: 62Gxx 62Jxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
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Han, Yu; Zhang, Chunming Empirical likelihood inference in autoregressive models with time-varying variances. (English) Zbl 1539.62270 Stat. Theory Relat. Fields 6, No. 2, 129-138 (2022). MSC: 62M10 62G05 62G15 × Cite Format Result Cite Review PDF Full Text: DOI
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Zhang, Erhua; Wu, Jilin Adaptive estimation of AR(\(\infty\)) models with time-varying variances. (English) Zbl 1459.62175 Econ. Lett. 197, Article ID 109641, 6 p. (2020). MSC: 62M10 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Conn, Daniel; Li, Gang An oracle property of the Nadaraya-Watson kernel estimator for high-dimensional nonparametric regression. (English) Zbl 1435.62142 Scand. J. Stat. 46, No. 3, 735-764 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62G08 62G20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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de Neve, Jan; Thas, Olivier; Ottoy, Jean-Pierre Goodness-of-fit methods for probabilistic index models. (English) Zbl 1347.62157 Commun. Stat., Theory Methods 42, No. 7, 1193-1207 (2013). MSC: 62J20 62G08 × Cite Format Result Cite Review PDF Full Text: DOI Link
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Zhang, Chunming Prediction error estimation under Bregman divergence for non-parametric regression and classification. (English) Zbl 1195.62043 Scand. J. Stat. 35, No. 3, 496-523 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G08 62J12 62H30 65C60 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
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