Pages that link to "Item:Q1166831"
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The following pages link to The oscillation behavior of empirical processes (Q1166831):
Displaying 50 items.
- Weak and strong quantile representations for randomly truncated data with applications, (Q1802438) (← links)
- On residual empirical processes of stochastic regression models with applications to time series (Q1807171) (← links)
- On the law of the logarithm for density estimators (Q1812870) (← links)
- Bahadur representation of the kernel quantile estimator under truncated and censored data. (Q1864203) (← links)
- Strong approximation of quantile processes by iterated Kiefer processes. (Q1872145) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Convergence of increments for cumulative hazard function in a mixed censorship -truncation model with application to hazard estimators (Q1892970) (← links)
- A short and elementary proof of the main Bahadur-Kiefer theorem (Q1922092) (← links)
- Sequential confidence bands for densities (Q1922387) (← links)
- A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process (Q1951788) (← links)
- Hausdorff, large deviation and Legendre multifractal spectra of Lévy multistable processes (Q1986012) (← links)
- On a general class of semiparametric hazards regression models for recurrent gap times (Q2274179) (← links)
- The asymptotic law of the local oscillation modulus of the empirical process (Q2365875) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- Empirical likelihood for the difference of quantiles under censorship (Q2457774) (← links)
- On false discovery control under dependence (Q2477064) (← links)
- Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes (Q2485838) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) (← links)
- On sufficient conditions for a Gaussian approximation of kernel estimates for distribution densities (Q2633391) (← links)
- Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
- Multifractal Analysis Based on p-Exponents and Lacunarity Exponents (Q2808824) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- Prediction via the Quantile-Copula Conditional Density Estimator (Q2903796) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Strong laws for the maximal k-spacing when k?c log n (Q3038292) (← links)
- Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles (Q3125752) (← links)
- Bootstrap approximation with censored data under the proportional hazard model (Q3135381) (← links)
- Estimating the density of a copula function (Q3135388) (← links)
- Grade estimation of chi-square divergence (Q3135561) (← links)
- Aplicacion de la suavizacion no parametrica del tipo «K-puntos proximos» a modelos de regresion lineal (Q3354917) (← links)
- Nonparametric prediction intervals for explosive ar(1)-processes (Q3432339) (← links)
- Quantile estimation in the proportional hazards model of random censorship (Q3473179) (← links)
- Chung–Smirnov property for Bernstein estimators of distribution functions (Q3611822) (← links)
- The Bahadur Representation of the TTT-Transform (Q3645035) (← links)
- On the construction of nonparametric density function estimators using the bootstrap (Q3753283) (← links)
- A note on proving that the (modified) bootstrap works (Q3761482) (← links)
- Sequential fixed-width confidence intervals for a nonparametric density function (Q3949814) (← links)
- Kiefer's theorem via the Hungarian construction (Q3966853) (← links)
- Some results on increments of the partially observed empirical process (Q4517445) (← links)
- An Odyssey to Incomplete Data: Winfried Stute’s Contribution to Survival Analysis (Q4609007) (← links)
- Functional laws of the iterated logarithm for small increments of empirical processes (Q4715804) (← links)
- Strong limit theorems for oscillation moduli of the uniform empirical process (Q4743501) (← links)
- Sharp rates of convergence of maximum likelihood estimators in nonparametric models (Q4746658) (← links)
- Nonparametric estimation of quantile density function for truncated and censored data (Q4949153) (← links)
- (Q5226051) (← links)
- A general kernel functional estimator with general bandwidth—strong consistency and applications (Q5291815) (← links)
- On kernel estimators of density ratio (Q5400792) (← links)
- Symmetrized Multivariate<i>k</i>-NN Estimators (Q5863564) (← links)
- Nonstandard strong laws for local quantile processes (Q5928934) (← links)
