Kernel estimators of mode under \(\psi\)-weak dependence (Q263257): Difference between revisions

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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Weak dependence beyond mixing and asymptotics for nonparametric regression
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+A triangular central limit theorem under a new weak dependence condition
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+Coupling for \(\tau\)-dependent sequences and applications
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+Weak dependence. With examples and applications.
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+Convergence rates in the law of large numbers and in density estimation for associated random variables
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+A new weak dependence condition and applications to moment inequalities
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+Functional Estimation of a Density Under a New Weak Dependence Condition
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+Probability and moment inequalities for sums of weakly dependent random variables, with applications
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+Weak dependence, models and some applications
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+Optimum kernel estimators
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+The asymptotic distributions of kernel estimators of the mode
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+Estimating some characteristics of the conditional distribution in nonparametric functional models
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+Nonparametric curve estimation from time series
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+Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions
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+Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
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+A study on moment inequalities under a weak dependence
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+A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences
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+On kernel density derivative estimation
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+An exponential inequality under weak dependence
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+On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
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+Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
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+On general consistency in deconvolution mode estimation
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+Moderate deviations for the kernel mode estimator and some applications
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+On Estimation of a Probability Density Function and Mode
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+Nonparametric estimation of density derivatives of dependent data
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+On weak convergence and optimality of kernel density estimates of the mode
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+Nonparameteric estimation in mixing sequences of random variables
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+Nonparametric regression estimation under mixing conditions
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+Non-parametric estimation of the conditional mode
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+Q4272483
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+A note on the convergence rate of the kernel density estimator of the mode
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+Strong convergence rate of estimators of change point and its application
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+Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
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+A note on density mode estimation
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+On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
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