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Spatial-Temporal Characteristics and Driving Factors of Collaborative Security of Water-Energy-Food Linkage System in the Yellow River Basin.
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- Geography & Geographic Information Science, 2024, v. 40, n. 5, p. 84, doi. 10.3969/j.issn.1672-0504.2024.05.011
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Factor High-Frequency-Based Volatility (HEAVY) Models.
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- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 33, doi. 10.1093/jjfinec/nby028
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- Article
Adaptive Realized Kernels.
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- Journal of Financial Econometrics, 2015, v. 40, n. 4, p. 757, doi. 10.1093/jjfinec/nbu015
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Uniform Confidence Bands for Pricing Kernels.
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- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 376, doi. 10.1093/jjfinec/nbu002
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Two-Scale Realized Kernels: A Univariate Case.
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- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 126, doi. 10.1093/jjfinec/nbt024
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- Article
Nonparametric Option Pricing with No-Arbitrage Constraints.
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- Journal of Financial Econometrics, 2009, v. 7, n. 2, p. 53, doi. 10.1093/jjfinec/nbn016
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A Statistical Inquiry into the Plausibility of Recursive Utility.
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- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 523, doi. 10.1093/jjfinec/nbm013
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The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market.
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- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 243, doi. 10.1093/jjfinec/nbm012
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Nonparametric Inference of Value-at-Risk for Dependent Financial Returns.
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- Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 227, doi. 10.1093/jjfinec/nbi012
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- Article
Highly accelerated PSF-mapping for EPI distortion correction with improved fidelity.
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- MAGMA: Magnetic Resonance Materials in Physics, Biology & Medicine, 2012, v. 25, n. 3, p. 183, doi. 10.1007/s10334-011-0275-6
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- Article
Challenging Small-Scale Farming: A Non-Parametric Analysis of the (Inverse) Relationship Between Farm Productivity and Farm Size in Burundi.
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- Journal of Agricultural Economics, 2013, v. 64, n. 2, p. 319, doi. 10.1111/j.1477-9552.2012.00373.x
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Validating The Supporting Structure of A Parabolic Solar Collector Using Close Range Photogrammetry.
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- Photogrammetric Record, 2013, v. 28, n. 142, p. 211, doi. 10.1111/phor.12024
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Research on Novel Bearing Fault Diagnosis Method Based on Improved Krill Herd Algorithm and Kernel Extreme Learning Machine.
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- Complexity, 2019, p. 1, doi. 10.1155/2019/4031795
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Fcc versus Non‐fcc Structural Isomerism of Gold Nanoparticles with Kernel Atom Packing Dependent Photoluminescence.
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- Angewandte Chemie, 2019, v. 131, n. 14, p. 4558, doi. 10.1002/ange.201813426
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- Article
Kernel Homology in Gold Nanoclusters.
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- Angewandte Chemie, 2018, v. 130, n. 47, p. 15676, doi. 10.1002/ange.201808997
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Prediction of nanofluid viscosity using multilayer perceptron and Gaussian process regression.
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- Journal of Thermal Analysis & Calorimetry, 2021, v. 144, n. 4, p. 1151, doi. 10.1007/s10973-020-09990-4
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A thermodynamic model for the plasma kernel volume and temperature resulting from spark discharge at high pressures.
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- Journal of Thermal Analysis & Calorimetry, 2018, v. 133, n. 2, p. 1195, doi. 10.1007/s10973-018-7169-z
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Impact of primary infection site of Fusarium species on head blight development in wheat ears evaluated by IR-thermography.
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- European Journal of Plant Pathology, 2017, v. 147, n. 4, p. 855, doi. 10.1007/s10658-016-1051-2
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SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.
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- Computational Economics, 2013, v. 41, n. 2, p. 249, doi. 10.1007/s10614-012-9328-9
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Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data.
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- Computational Economics, 2012, v. 40, n. 2, p. 183, doi. 10.1007/s10614-011-9270-2
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Clustering by kernel density.
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- Computational Economics, 2007, v. 29, n. 2, p. 199, doi. 10.1007/s10614-006-9078-7
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To illuminate and motivate: a fuzzy-trace model of the spread of information online.
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- Computational & Mathematical Organization Theory, 2020, v. 26, n. 4, p. 431, doi. 10.1007/s10588-019-09297-2
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Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 4, p. 617, doi. 10.1007/s10463-024-00899-5
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Outcome regression-based estimation of conditional average treatment effect.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 5, p. 987, doi. 10.1007/s10463-022-00821-x
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Nonparametric estimation of the kernel function of symmetric stable moving average random functions.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 2, p. 337, doi. 10.1007/s10463-020-00751-6
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Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 5, p. 1257, doi. 10.1007/s10463-019-00727-1
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Weighted estimating equations for additive hazards models with missing covariates.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 365, doi. 10.1007/s10463-018-0648-y
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A generalized partially linear framework for variance functions.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1147, doi. 10.1007/s10463-017-0619-8
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Kernel regression with Weibull-type tails.
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- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 5, p. 1135, doi. 10.1007/s10463-015-0531-z
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Kernel estimators of mode under $$\psi $$ -weak dependence.
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- Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 2, p. 301, doi. 10.1007/s10463-014-0489-2
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Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 4, p. 687, doi. 10.1007/s10463-011-0341-x
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Hazard function estimation with cause-of-death data missing at random.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 2, p. 415, doi. 10.1007/s10463-010-0317-2
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Asymptotic normality of Powell's kernel estimator.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 2, p. 255, doi. 10.1007/s10463-010-0310-9
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Variable selection in a class of single-index models.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 6, p. 1277, doi. 10.1007/s10463-010-0287-4
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Uniform in bandwidth exact rates for a class of kernel estimators.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 6, p. 1077, doi. 10.1007/s10463-010-0286-5
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Plug-in bandwidth selector for the kernel relative density estimator.
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- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 2, p. 273, doi. 10.1007/s10463-006-0108-y
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Local linear hazard rate estimation and bandwidth selection.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 5, p. 1019, doi. 10.1007/s10463-010-0277-6
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- Article
Edgeworth expansion for the kernel quantile estimator.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 617, doi. 10.1007/s10463-009-0241-5
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Non-very ample configurations arising from contingency tables.
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- Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 4, p. 639, doi. 10.1007/s10463-010-0288-3
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Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model.
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- Annals of the Institute of Statistical Mathematics, 2010, v. 62, n. 1, p. 127, doi. 10.1007/s10463-009-0268-7
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Efficient and fast spline-backfitted kernel smoothing of additive models.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 663, doi. 10.1007/s10463-007-0157-x
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- Article
Jump-preserving surface reconstruction from noisy data.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 3, p. 715, doi. 10.1007/s10463-007-0166-9
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- Article
Higher-order accurate polyspectral estimation with flat-top lag-windows.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 2, p. 477, doi. 10.1007/s10463-007-0154-0
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- Article
Nonparametric density estimation for linear processes with infinite variance.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 2, p. 413, doi. 10.1007/s10463-007-0149-x
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On the estimation of a monotone conditional variance in nonparametric regression.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 111, doi. 10.1007/s10463-007-0126-4
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Varying-coefficient model for the occurrence rate function of recurrent events.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 1, p. 197, doi. 10.1007/s10463-007-0129-1
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A cross-validation method for data with ties in kernel density estimation.
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- Annals of the Institute of Statistical Mathematics, 2008, v. 60, n. 1, p. 21, doi. 10.1007/s10463-006-0077-1
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On the coefficients of the asymptotic expansion of the kernel of Berezin-Toeplitz quantization.
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- Annals of Global Analysis & Geometry, 2012, v. 42, n. 2, p. 207, doi. 10.1007/s10455-011-9309-6
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Phase I monitoring with nonparametric mixed-effect models.
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- Quality & Reliability Engineering International, 2017, v. 33, n. 8, p. 1929, doi. 10.1002/qre.2157
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A Density-focused Support Vector Data Description Method.
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- Quality & Reliability Engineering International, 2014, v. 30, n. 6, p. 879, doi. 10.1002/qre.1688
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