NEW EFFICIENT AND ROBUST ESTIMATION IN VARYING-COEFFICIENT MODELS WITH HETEROSCEDASTICITY

On Estimation of a Probability Density Function and Mode

Emanuel Parzen · The Annals of Mathematical Statistics · 1962 · 10.5K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Varying-Coefficient Models

Trevor Hastie, Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1993 · 1.9K citations

Public Health, Biostatistics, Epidemiology +14

Consistent Nonparametric Regression

Charles J. Stone · The Annals of Statistics · 1977 · 1.8K citations · Full text

Natural Sciences, Educational Measurement, Stochastic Modeling +8

An Effective Bandwidth Selector for Local Least Squares Regression

David Ruppert, Simon J. Sheather, M. P. Wand · Journal of the American Statistical Association · 1995 · 804 citations

Natural Sciences, Data Science, Data Analytics +16

Composite quantile regression and the oracle model selection theory

Hui Zou, Ming Yuan · The Annals of Statistics · 2008 · 611 citations · Full text

Business, Biostatistics, Econometrics +14