Smooth estimate of quantiles under association (Q1382225): Difference between revisions

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+Q5560061
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+Moment bounds for associated sequences
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+A note on the strong law of large numbers for positively dependent random variables
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+Q4879006
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+Q4510700
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+Uniform strong estimation under \(\alpha\)-mixing, with rates
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+Berry-esseen bounds for smooth estimator of a distribution function under association
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+Weak convergence for smooth estimator of a distribution function under negative association
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+Relative deficiency of kernel type estimators of quantiles
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+Asymptotic normality of the kernel quantile estimator
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+Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
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+Independence via uncorrelatedness under certain dependence structures
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+Some Concepts of Dependence
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+Some New Estimates for Distribution Functions
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+Nonparametric Statistical Data Modeling
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+A remainder estimate for the normal approximation of perturbed sample quantiles
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+Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
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+Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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+Kernel estimates under association: Strong uniform consistency
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+Asymptotic normality of the maximum likelihood estimate in Markov processes
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+Q5545070
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+Strong uniform consistency of integrals of density estimators
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+Convergence rate of perturbed empirical distribution functions
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+Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
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+Q4403582
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+A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
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