Pages that link to "Item:Q760119"
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The following pages link to On the convergence rate of maximal deviation distribution for kernel regression estimates (Q760119):
Displayed 14 items.
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- On approximating the probability of a large excursion of a nonstationary Gaussian process (Q606004) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm (Q1120930) (← links)
- Log-classes for the increments of a multivariate emipirical process (Q1269940) (← links)
- Local invariance principles and their application to density estimation (Q1326286) (← links)
- Testing monotonicity of regression. (Q1848813) (← links)
- Kernel density estimators: convergence in distribution for weighted sup-norms (Q1884724) (← links)
- On convergence rates of suprema (Q2277651) (← links)
- Equivalent kernels for smoothing splines (Q2476445) (← links)
- A nonparametric test of fit of a parametric model (Q2638689) (← links)
- On uniform consistent estimators for convex regression (Q3106431) (← links)
- A nonparametric test of fit of a linear model (Q3135361) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)