A Convolution Estimator for the Density of Nonlinear Regression Observations (Q2911718): Difference between revisions

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+Non-parametric Estimation of the Residual Distribution
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+Estimation of integral functionals of a density
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+Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
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+Adaptive Estimation of the Integral of Squared Regression Derivatives
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+Design-adaptive Nonparametric Regression
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+Q3125064
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+Estimating Densities of Functions of Observations
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Estimation of integrated squared density derivatives
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
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+A comparative study of two convolution-type estimators of the marginal density of moving average processes
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+On the estimation of the marginal density of a moving average process
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+Root n consistent and optimal density estimators for moving average processes
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+Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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+Density and hazard estimation in censored regression models
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+Density estimation for nonlinear parametric models with conditional heteroscedasticity
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