On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach

On Estimating Regression

É. A. Nadaraya · Theory of Probability and Its Applications · 1964 · 3.4K citations

Natural Sciences, Biostatistics, Statistical Modeling +12

Smooth Regression Analysis

Geoffrey S. Watson · PUB – Publications at Bielefeld University (Bielefeld University) · 1964 · 2.6K citations

Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Olivier Ledoit, Michael Wolf · Journal of Empirical Finance · 2003 · 1.7K citations

Business, Finance, Financial Management +17

A constructive approach to Kergin interpolation in $R^k$: Multivariate $B$-splines and Lagrange interpolation

Charles A. Micchelli · Rocky Mountain Journal of Mathematics · 1980 · 171 citations · Full text

Computing, Computer Science, Mathematics +16

Multivariate splines: A probabilistic perspective

Samuel Karlin, Charles A. Micchelli, Yosef Rinott · Journal of Multivariate Analysis · 1986 · 62 citations

Architecture, Biostatistics, Uncertainty Quantification +10