Pages that link to "Item:Q786474"
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The following pages link to Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474):
Displayed 50 items.
- Weighted Bickel-Rosenblatt process and goodness of fit tests. (Q1426646) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Adaptive chi-square tests (Q1575986) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Central limit theorem for integrated square error of kernel estimators of spherical density (Q1609661) (← links)
- On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator (Q1763111) (← links)
- Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances (Q1767485) (← links)
- How to get central limit theorems for global errors of estimates. (Q1775159) (← links)
- A global stopping rule for recursive density estimators (Q1813182) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- On the optimization of the weighted Bickel--Rosenblatt test (Q1881234) (← links)
- A central limit theorem for the \(L_2\) error of positive wavelet density estimator (Q1881422) (← links)
- A simple test for multivariate conditional symmetry (Q1929485) (← links)
- Testing for discrete choice models (Q1934683) (← links)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106) (← links)
- Asymptotic normality of a combined regression estimator (Q1969079) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- On weak approximations of \(U\)-statistics (Q2389325) (← links)
- On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests (Q2433820) (← links)
- Minimax goodness-of-fit testing in multivariate nonparametric regression (Q2437878) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Test for uniformity by empirical Fourier expansion (Q2440601) (← links)
- Nonparametric dynamic panel data models: kernel estimation and specification testing (Q2442453) (← links)
- On wavelet projection kernels and the integrated squared error in density estimation (Q2453990) (← links)
- A simple test for a parametric single index model. (Q2468555) (← links)
- Structural tests in regression on functional variables (Q2476543) (← links)
- Empirical Bayes nonparametric kernel density estimation (Q2489861) (← links)
- Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions (Q2495822) (← links)
- Central limit theorem for asymmetric kernel functionals (Q2501350) (← links)
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
- Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series (Q2567180) (← links)
- Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
- Convergence rates for average square errors for kernel smoothing estimators (Q2720137) (← links)
- TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS (Q2886941) (← links)
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (Q2909251) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
- The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
- Estimation of the smoothness of density (Q3106438) (← links)
- Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes (Q3107439) (← links)
- Density based tests for goodness-of-fit (Q3135458) (← links)
- Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model (Q3168536) (← links)