Search Results

Second-Moment/Order Approximations by Kernel Smoothers with Application to Volatility Estimation,
León Beleña, Ernesto Curbelo, Luca Martino and Valero Laparra, in Mathematics (2024)
Keywords: quantile regression; kernel smoothers; times series; heteroscedasticity; nearest neighbors

Kernel smoothing end of sample instability tests P values,
Patrick Richard, from Departement d'économique de l'École de gestion à l'Université de Sherbrooke (2010)
Keywords: Kernel smoothing; Simulation-based test; P value; Stability test

STKERHAZ: Stata module to produce baseline hazard estimates via kernel smoother and plots,
Enzo Coviello, from Boston College Department of Economics (2005)
Keywords: survival data, kernel smoothing, baseline hazard

A Kernel-Smoothed Version of SIBTEST With Applications to Local DIF Inference and Function Estimation,
Jeffrey A. Douglas, William Stout and Louis V. DiBello, in Journal of Educational and Behavioral Statistics (1996)
Keywords: differential item functioning; item response function; kernel smoothing; local DIF; SIBTEST; smoothed SIBTEST; TESTGRAF

Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach,
Jeffrey Racine and Kevin Li, in Journal of Econometrics (2017)
Keywords: Kernel smoothing; Quantile Kernel function;

Canonical kernels for density estimation,
J. S. Marron and D. Nolan, in Statistics & Probability Letters (1988)
Keywords: canonical kernels density estimation optimal kernels smoothing

A note on the behaviour of a kernel-smoothed kernel density estimator,
Paul Janssen, Jan Swanepoel and Noël Veraverbeke, in Statistics & Probability Letters (2020)
Keywords: Asymptotic mean integrated squared error; Kernel density estimator; Kernel efficiency;

Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels,
Masayuki Hirukawa and Mari Sakudo, in Econometrics (2016)
Keywords: asymmetric kernel; degenerate U -statistic; generalized gamma kernels; nonparametric kernel testing; smoothing parameter selection; symmetry test; two-sample goodness-of-fit test

Consistent second-order discrete kernel smoothing using dispersed Conway–Maxwell–Poisson kernels,
Alan Huang, Lucas Sippel and Thomas Fung, in Computational Statistics (2022)
Keywords: Mean-parametrized Conway-Maxwell-Poisson distribution, Discrete associated kernel smoothing, Histogram smoothing, Minimum Kullback-Leibler divergence, Cross-validated bandwidth

A particle filtering and kernel smoothing-based approach for new design component prognostics,
Yang Hu, Piero Baraldi, Francesco Di Maio and Enrico Zio, in Reliability Engineering and System Safety (2015)
Keywords: Prognostics; Remaining useful life; Parameter estimation; Particle filtering; Kernel smoothing; Battery;

Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model,
Sheng-Yan Hong and Ping Cheng, in Journal of Multivariate Analysis (1999)
Keywords: partial linear model kernel smoothing estimator bandwidth choice normal approximation Berry-Esseen rate

Spatially Smoothed Kernel Densities with Application to Crop Yield Distributions,
Kuangyu Wen, Ximing Wu and David J. Leatham, in Journal of Agricultural, Biological and Environmental Statistics (2021)
Keywords: Crop yield distributions, Empirical likelihood, Insurance, Kernel density estimation, Spatial smoothing

Semi-parametric extensions of the Cairns–Blake–Dowd model: A one-dimensional kernel smoothing approach,
Han Li and O’Hare, Colin, in Insurance: Mathematics and Economics (2017)
Keywords: Mortality; Semi-parametric; Time-varying coefficients; Kernel smoothing; Forecasting;

OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels,
Mark Jensen, from University Library of Munich, Germany (1995)
Keywords: Fractionally Integrated Processes, Long-Memory, Smoothing Kernels, Wavelets

Smoothing signals for semimartingales,
A. Thavaneswaran, in Stochastic Processes and their Applications (1988)
Keywords: convolution-smoothing kernel functions semimartingales signals smoothing

Optimal kernels,
Mammitzsch Volker, in Statistics & Risk Modeling (2007)
Keywords: Smoothing kernels, polynomial kernels, asymptotic integrated mean square error

A roughness-penalty view of kernel smoothing,
Li-Shan Huang, in Statistics & Probability Letters (2001)
Keywords: Local polynomial fitting Nonparametric regression Smoothing spline

Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions,
Richard T. Baillie and Kun Ho Kim, in Journal of Empirical Finance (2015)
Keywords: Forward premium anomaly; Local Deviation from Uncovered Interest Parity; Kernel smoothing; Uniform inference; Macroeconomic fundamentals; Frequentist model averaging;

Adapting kernel estimation to uncertain smoothness,
Yulia Kotlyarova, Marcia M. A. Schafgans and Zinde‐Walsh, Victoria, from London School of Economics and Political Science, LSE Library (2011)
Keywords: nonparametric estimation; kernel based estimator; combined stimator; variance bootstrap

Adapting Kernel Estimation to Uncertain Smoothness,
Yulia Kotlyarova, Marcia M Schafgans and Victoria Zinde-Walsh, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2011)
Keywords: Nonparametric estimation, kernel based estimator, combined stimator,variance bootstrap.

Adapting Kernel Estimation to Uncertain Smoothness,
Yulia Kotlyarova, Marcia Schafgans and Victoria Zinde-Walsh, from Dalhousie University, Department of Economics (2011)
Keywords: Nonparametric estimation; kernel based estimator; combined estimator; variance bootstrap

CIRCULARKDE: Stata module to perform kernel density estimation for circular data,
Isaías Salgado-Ugarte, Verónica Mitsui Saito-Quezada and Marco Aurelio Pérez-Hernández, from Boston College Department of Economics (2021)
Keywords: circular data, kernel density, smoothing

KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator),
Nicholas Cox, Isaías Salgado-Ugarte, Makoto Shimizu and Toru Taniuchi, from Boston College Department of Economics (1999)
Keywords: kernel regression, smoothing, nonparametric models

KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator),
Xavi Ramos, Isaías Salgado-Ugarte, Makoto Shimizu and Toru Taniuchi, from Boston College Department of Economics (1999)
Keywords: kernel regression, smoothing, nonparametric models

Yield curve estimation by kernel smoothing,
Oliver Linton, Enno Mammen, J. Nielsen and C. Taanggard, from London School of Economics and Political Science, LSE Library (2004)
Keywords: coupon bonds; kernel estimation; hilbert space; nonparametric regression; term structure estimation; yield curve; zero coupon

Differences and derivatives in kernel estimation,
M. Jones, in Metrika: International Journal for Theoretical and Applied Statistics (1992)
Keywords: Convolutions of uniforms, density estimation, kernel smoothing, optimal kernels,

On consistency of redescending M-kernel smoothers,
Martin Hillebrand and Christine Müller, in Metrika: International Journal for Theoretical and Applied Statistics (2006)
Keywords: Robust regression, Nonparametric regression, M-estimation, Jump preserving M-kernel estimation, Consistency, 62 G07, 62 G08, 62 G35,

On discrete Epanechnikov kernel functions,
Chi-Yang Chu, Daniel Henderson and Christopher Parmeter, in Computational Statistics & Data Analysis (2017)
Keywords: Cross-validation; Discrete kernel; Panel data; Smoothing;

ADJKSM: Stata module to perform adjusted "ksm" for robust scatterplot smoothing,
Isaías Salgado-Ugarte and Makoto Shimizu, from Boston College Department of Economics (2002)
Keywords: kernel density, smoothing, scatterplot, robust

A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test,
Jeffrey Racine and Ingrid Van Keilegom, from McMaster University (2017)
Keywords: Kernel Smoothing, Kolmogorov-Smirnov, Inference

Uniform confidence bands for pricing kernels,
Wolfgang Härdle, Yarema Okhrin and Weining Wang, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2010)
Keywords: Empirical Pricing Kernel, Confidence band, Bootstrap, Kernel Smoothing, Nonparametric

Uniform Confidence Bands for Pricing Kernels,
Wolfgang Härdle, Yarema Okhrin and Weining Wang, in Journal of Financial Econometrics (2015)
Keywords: empirical pricing kernel, confidence band, bootstrap, kernel smoothing, nonparametric fitting

Robust nonparametric kernel regression estimator,
Ge Zhao and Yanyuan Ma, in Statistics & Probability Letters (2016)
Keywords: Kernel; Nonparametric regression; Outliers; Robust; Smoothing;

An asymptotically optimal kernel combined classifier,
Majid Mojirsheibani and Jiajie Kong, in Statistics & Probability Letters (2016)
Keywords: Kernel; Hamming distance; Smoothing parameter; Combined classifier;

Kernel classification with missing data and the choice of smoothing parameters,
Levon Demirdjian and Majid Mojirsheibani, in Statistical Papers (2019)
Keywords: Classification, Kernel, Missing covariate, Consistency, Shatter coefficient

A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data,
Min Seong Kim, Yixiao Sun and Jingjing Yang, in Journal of Econometrics (2017)
Keywords: Heteroskedasticity and autocorrelation robust variance; Calibration; Fixed-smoothing asymptotics; Fixed-bandwidth asymptotics; Kernel density estimator; Local polynomial estimator; t-approximation; Testing-optimal smoothing-parameter choice; Temporal dependence;

A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data,
Min Seong Kim, Yixiao Sun and Jingjing Yang, from Toronto Metropolitan University, Department of Economics (2015)
Keywords: heteroskedasticity and autocorrelation robust variance, calibration, fi?xed-smoothing asymptotics, ?fixed-bandwidth asymptotics, kernel density estimator, local polynomial estimator, t-approximation, testing-optimal smoothing-parameters choice, temporal dependence

Dirichlet heat kernel for unimodal Lévy processes,
Krzysztof Bogdan, Tomasz Grzywny and Michał Ryznar, in Stochastic Processes and their Applications (2014)
Keywords: Unimodal Lévy process; Heat kernel; Smooth domain;

Contribution to the bandwidth choice for kernel density estimates,
Ivana Horová and Jiří Zelinka, in Computational Statistics (2007)
Keywords: Kernel, Smoothing parameter, Iterative method, 62G07, 30C40,

Incorporating Extra Information in Nonparametric Smoothing,
Rong Chen, in Journal of Multivariate Analysis (1996)
Keywords: kernel smoothing mean squared errors age smoother auxiliary variable

On nonparametric randomized sketches for kernels with further smoothness,
Xianzhu Xiong, Rui Li and Heng Lian, in Statistics & Probability Letters (2019)
Keywords: Kernel method; Minimax rate; Rademacher complexity; Randomized sketches;

On Underdispersed Count Kernels for Smoothing Probability Mass Functions,
Célestin C. Kokonendji, Sobom M. Somé, Youssef Esstafa and Marcelo Bourguignon, in Stats (2023)
Keywords: binomial kernel; CoM-Poisson kernel; double Poisson distribution; gamma-count distribution; integrated squared errors; mode dispersion; normalizing constant

Bezier curve smoothing of the Kaplan-Meier estimator,
Choongrak Kim, Byeong Park, Woochul Kim and Chiyon Lim, in Annals of the Institute of Statistical Mathematics (2003)
Keywords: Bandwidth, censored data, kernel smoothing, strong consistency,

Smoothed jackknife empirical likelihood for the difference of two quantiles,
Hanfang Yang and Yichuan Zhao, in Annals of the Institute of Statistical Mathematics (2017)
Keywords: Difference of quantiles, Jackknife, Kernel smoothing, Two samples

Estimating semiparametric ARCH (∞) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2003)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility

Estimating semiparametric ARCH (∞) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2004)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility

Yield Curve Estimation by Kernel Smoothing Methods,
Oliver Linton, Enno Mammen, Jens Perch Nielsen and Carsten Tanggaard, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2000)
Keywords: Coupon bonds, kernel estimation, Hilbert space, nonparametric regression, term structure estimation, yield curve, zero coupon.

Yield curve estimation by kernel smoothing methods,
Oliver Linton, Enno Mammen, Jens Perch Nielsen and Carsten Tanggaard, from London School of Economics and Political Science, LSE Library (2000)
Keywords: coupon bonds; kernel estimation; Hilbert space; nonparametric regression; term structure; zero coupon estimation; yield curve

A Reproducing Kernel Perspective of Smoothing Spline Estimators,
Silvia Bianconcini, from Department of Statistics, University of Bologna (2008)
Keywords: equivalent kernels, nonparametric regression, Hilbert spaces, time series filtering, spectral properties

Strong universal consistency of smooth kernel regression estimates,
Harro Walk, in Annals of the Institute of Statistical Mathematics (2005)
Keywords: Nonparametric regression estimation, kernel estimate of Nadaraya and Watson, square integrability, strong and weak universal consistency, Efron-Stein inequality, covering, Tauberian theorem,

Adaptive testing using data-driven method selecting smoothing parameters,
Luya Wang, in Economics Letters (2022)
Keywords: Adaptive testing; Kernel method; Smoothing parameter selection;

On Some Smooth Estimators of the Quantile Function for a Stationary Associated Process,
Yogendra P. Chaubey, Isha Dewan and Jun Li, in Sankhya B: The Indian Journal of Statistics (2021)
Keywords: Associated sequence, Quantile function, Kernel smoothing

A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data,
Min Seong Kim, Yixiao Sun and Jingjing Yang, from Department of Economics, UC San Diego (2016)
Keywords: Social and Behavioral Sciences, heteroskedasticity and autocorrelation robust variance, calibration, fixed-smoothing asymptotics, fixed-bandwidth asymptotics, kernel density estimator, local polynomial estimator, t-approximation, testing-optimal smoothing-parameters choice, temporal dependence

Modeling the Level of Drinking Water Clarity in Surabaya City Drinking Water Regional Company Using Combined Estimation of Multivariable Fourier Series and Kernel,
Andi Tenri Ampa, I Nyoman Budiantara and Ismaini Zain, in Sustainability (2022)
Keywords: PLS; GCV; Kernel; Fourier Series; smoothing parameters

Kernel spectral clustering with memory effect,
Rocco Langone, Carlos Alzate and Johan A.K. Suykens, in Physica A: Statistical Mechanics and its Applications (2013)
Keywords: Kernel spectral clustering; Community detection; Evolving networks; Temporal smoothness; Memory;

Presentation of smoothers: the family approach,
J. S. Marron and S. S. Chung, in Computational Statistics (2001)
Keywords: bandwidth, density estimation, family approach, kernel smoothing, nonparametric regression

Bandwidth matrix selectors for kernel regression,
Jan Koláček and Ivana Horová, in Computational Statistics (2017)
Keywords: Multivariate kernel regression, Constrained bandwidth matrix, Kernel smoothing, Mean integrated square error

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement,
L. Jeff Hong, Sandeep Juneja and Guangwu Liu, in Operations Research (2017)
Keywords: nested estimation; kernel estimation; portfolio risk measurement

Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing,
Raul Matsushita, Helena Brandão, Iuri Nobre and Sergio Da Silva, in Physica A: Statistical Mechanics and its Applications (2024)
Keywords: Differential entropy; Kernel density estimator; Heavy-tailed kernel; Cluster analysis; Stochastic regime;

Bayesian smoothing spline analysis of variance,
Chin-I. Cheng and Paul L. Speckman, in Computational Statistics & Data Analysis (2012)
Keywords: Smoothing spline ANOVA; Reproducing kernel; Bayesian; Zellner–Siow prior;

Non-parametric kernel regression for multinomial data,
Hidenori Okumura and Kanta Naito, in Journal of Multivariate Analysis (2006)
Keywords: Non-parametric regression Multinomial data Kernel smoothing Power-divergence measure

Kernel estimation for panel data with heterogeneous dynamics,
Ryo Okui and Takahide Yanagi, in The Econometrics Journal (2020)
Keywords: Autocorrelation, density estimation, heterogeneity, incidental parameter, jackknife, kernel smoothing

Uniform in bandwidth exact rates for a class of kernel estimators,
Davit Varron and Ingrid Van Keilegom, in Annals of the Institute of Statistical Mathematics (2011)
Keywords: Local empirical processes, Empirical likelihood, Kernel smoothing, Uniform in bandwidth consistency,

A note on the integrated squared error of a kernel density estimator in non-smooth cases,
Bert van Es, in Statistics & Probability Letters (1997)
Keywords: Density estimation Kernel estimators Integrated squared error Central limit theorem

Kernel density smoothing of composite spatial data on administrative area level,
Kerstin Erfurth, Marcus Groß, Ulrich Rendtel and Timo Schmid, in AStA Wirtschafts- und Sozialstatistisches Archiv (2022)
Keywords: Spatial data, Administrative areas, Choropleths, Kernel density estimation, Voting atlases

Additive functional regression in reproducing kernel Hilbert spaces under smoothness condition,
Yuzhu Tian, Hongmei Lin, Heng Lian and Zengyan Fan, in Metrika: International Journal for Theoretical and Applied Statistics (2021)
Keywords: Convergence rate, Functional data, Reproducing kernel Hilbert space

Bandwidth selection for kernel log-density estimation,
Martin L. Hazelton and Murray P. Cox, in Computational Statistics & Data Analysis (2016)
Keywords: Approximate likelihood inference; Kernel smoothing; Mean squared error; Simulation; Smooth cross-validation;

Testing-optimal kernel choice in HAR inference,
Yixiao Sun and Jingjing Yang, in Journal of Econometrics (2020)
Keywords: Heteroskedasticity and autocorrelation robust test; Fixed-smoothing asymptotics; Optimal kernel choice; Testing-optimal smoothing-parameter;

Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral,
Kurt S. Riedel, in Statistics & Probability Letters (1997)
Keywords: Kernel smoothers Derivative estimation Change points Zero crossings

In search of an optimal kernel for a bias correction method for density estimators,
Lyudmila Sakhanenko, in Statistics & Probability Letters (2017)
Keywords: Kernel smoothing; Integrated mean square error; Density estimation;

Another bias correction for asymmetric kernel density estimation with a parametric start,
Masayuki Hirukawa and Mari Sakudo, in Statistics & Probability Letters (2019)
Keywords: Asymmetric kernel; Bias reduction; Boundary effect; Semiparametric density estimation; Smoothing;

Boundary kernels for adaptive density estimators on regions with irregular boundaries,
Jonathan C. Marshall and Martin L. Hazelton, in Journal of Multivariate Analysis (2010)
Keywords: Adaptive smoothing Boundary bias Edge effects Kernel estimator Variable bandwidth

Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation,
Tarn Duong and Martin L. Hazelton, in Journal of Multivariate Analysis (2005)
Keywords: Asymptotic Biased cross-validation Gaussian kernel MISE Plug-in Smoothing

Optimal bandwidth selection for recursive Gumbel kernel density estimators,
Slaoui Yousri, in Dependence Modeling (2019)
Keywords: Density estimation, Stochastic approximation algorithm, Gumbel kernel, smoothing, curve fitting

A note of kernel smoothing of an estimator of a periodic function in the multiplicative intensity model,
Jacek Leskow, in Statistics & Probability Letters (1989)
Keywords: kernel method sieve-based maximum likelihood estimator periodic function mixing property

Estimating semiparametric ARCH (8) models by kernel smoothing methods,
Oliver Linton and Enno Mammen, from London School of Economics and Political Science, LSE Library (2003)
Keywords: ARCH; inverse problem; kernel estimation; news impact curve; nonparametric regression; profile likelihood; semiparametric estimation; volatility.

Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods,
Oliver Linton and Enno Mammen, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003)
Keywords: ARCH, inverse problem, kernel estimation, news impact curve, nonparametric regression, profile likelihood, semiparametric estimation, volatility

Nonparametric Beta kernel estimator for long memory time series,
Taoufik Bouezmarni and Sebastien Van Bellegem, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
Keywords: spectral density, long range dependence, nonparametric estimation, periodogram, kernel smoothing, Beta kernel, cross-validation

Generalized nonparametric smoothing with mixed discrete and continuous data,
Degui Li, Leopold Simar and Valentin Zelenyuk, in Computational Statistics & Data Analysis (2016)
Keywords: Discrete regressors; Nonparametric regression; Kernel smoothing; Cross-validation; Local linear smoothing;

A new smoothing technique for univariate time series: the endpoint problem,
Olga Vasyechko and Michel Grun Rehomme, in Economics Bulletin (2014)
Keywords: Time Series Analysis, Smoothing Techniques, Asymmetric Moving Average, Kernels

Fixed design local polynomial smoothing and bandwidth selection for right censored data,
Dimitrios Bagkavos and Dimitrios Ioannides, in Computational Statistics & Data Analysis (2021)
Keywords: Kaplan–Meier; Local polynomial fitting; Censoring; Kernel smoothing; Bandwidth selection;

Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions,
Eva Herrmann and Klaus Ziegler, in Statistics & Probability Letters (2004)
Keywords: Nonparametric curve estimation Mode Kernel smoothing Rates of consistency Nonsmooth curves

Gradient-based smoothing parameter selection for nonparametric regression estimation,
Daniel Henderson, Qi Li, Christopher Parmeter and Shuang Yao, in Journal of Econometrics (2015)
Keywords: Gradient estimation; Kernel smoothing; Least squares cross validation;

Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation,
Daniel Henderson, Qi Li and Christopher Parmeter, from University of Miami, Department of Economics (2013)
Keywords: Gradient Estimation, Kernel Smoothing, Least Squares Cross Validation

Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis,
Subhadeep Mukhopadhyay and Anil K. Ghosh, in Computational Statistics & Data Analysis (2011)
Keywords: Bayes risk Gibbs sampling Kernel density estimation Misclassification rate Markov chain Monte Carlo Non-informative prior Transductive learning

A kernel-assisted imputation estimating method for the additive hazards model with missing censoring indicator,
Zhiping Qiu, Xiaoping Chen and Yong Zhou, in Statistics & Probability Letters (2015)
Keywords: Additive hazards model; Imputation; Kernel smoothing; Missing at random; Missing data;

On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior,
Derumigny Alexis and Fermanian Jean-David, in Dependence Modeling (2019)
Keywords: conditional dependence measures, kernel smoothing, conditional Kendall’s tau

Insights from kernel conditional-probability estimates into female labour force participation decision in the UK,
Obbey Elamin, Len Gill and Martyn Andrews, in Empirical Economics (2020)
Keywords: Labour force, Multinomial, Logit, Kernel, Conditional-density, Smoothing tests

Bootstrap of residual processes in regression: to smooth or not to smooth?,
N Neumeyer and I Van Keilegom, in Biometrika (2019)
Keywords: Empirical distribution function, Kernel smoothing, Linear regression, Location model, Nonparametric regression

Spline reproducing kernels on R and error bounds for piecewise smooth LBV problems,
Grzegorz Andrzejczak, in Applied Mathematics and Computation (2018)
Keywords: Normal spline collocation method; Reproducing kernels; Linear boundary value problems; Integral boundary conditions; Sobolev spaces; Numerical solutions; interpolating splines; Ordinary differential equations;