Jeffrey D. Hart
Jeffrey D. Hart
Professor of Statistics, Texas A&M University
Verified email at stat.tamu.edu
Title
Cited by
Cited by
Year
Nonparametric smoothing and lack-of-fit tests
J Hart
Springer Science & Business Media, 2013
7902013
Kernel regression estimation with time series errors
JD Hart
Journal of the Royal Statistical Society: Series B (Methodological) 53 (1 …, 1991
3061991
Kernel regression estimation using repeated measurements data
JD Hart, TE Wehrly
Journal of the American Statistical Association 81 (396), 1080-1088, 1986
2981986
Testing goodness-of-fit in regression via order selection criteria
RL Eubank, JD Hart
The annals of Statistics, 1412-1425, 1992
2611992
Bootstrap test for difference between means in nonparametric regression
P Hall, JD Hart
Journal of the American Statistical Association 85 (412), 1039-1049, 1990
2271990
Parametric modelling of growth curve data: an overview
DL Zimmerman, V Núñez-Antón, TG Gregoire, O Schabenberger, JD Hart, ...
Test 10 (1), 1-73, 2001
2232001
Data-driven bandwidth choice for density estimation based on dependent data
JD Hart, P Vieu
The Annals of Statistics, 873-890, 1990
2121990
Nonparametric regression with long-range dependence
P Hall, JD Hart
Stochastic Processes and Their Applications 36 (2), 339-351, 1990
1921990
Testing the significance of categorical predictor variables in nonparametric regression models
JS Racine, J Hart, Q Li
Econometric Reviews 25 (4), 523-544, 2006
1622006
Bayes and likelihood calculations from confidence intervals
B Efron
Biometrika 80 (1), 3-26, 1993
1411993
Kernel estimation of densities with discontinuities or discontinuous derivatives
DBH Cline, JD Hart
Statistics: A Journal of Theoretical and Applied Statistics 22 (1), 69-84, 1991
1381991
Testing the equality of two regression curves using linear smoothers
E King, JD Hart, TE Wehrly
Statistics & Probability Letters 12 (3), 239-247, 1991
1371991
Automated kernel smoothing of dependent data by using time series cross‐validation
JD Hart
Journal of the Royal Statistical Society: Series B (Methodological) 56 (3 …, 1994
1261994
One-sided cross-validation
JD Hart, S Yi
Journal of the American Statistical Association 93 (442), 620-631, 1998
1171998
Bandwidth choice for average derivative estimation
W Härdle, J Hart, JS Marron, AB Tsybakov
Journal of the American Statistical Association 87 (417), 218-226, 1992
1111992
Testing the fit of a parametric function
M Aerts, G Claeskens, JD Hart
Journal of the American Statistical Association 94 (447), 869-879, 1999
1041999
Some automated methods of smoothing time-dependent data
JD Hart
Journal of Nonparametric Statistics 6 (2-3), 115-142, 1996
951996
Testing lack of fit in multiple regression
M Aerts, G Claeskens, JD Hart
Biometrika 87 (2), 405-424, 2000
932000
Convergence rates in density estimation for data from infinite-order moving average processes
P Hall, JD Hart
Probability Theory and Related Fields 87 (2), 253-274, 1990
831990
Testing for additivity in nonparametric regression
RL Eubank, JD Hart, DG Simpson, LA Stefanski
The Annals of Statistics 23 (6), 1896-1920, 1995
811995
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