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.
- 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)
- CLT for integrated square error of density estimators with censoring indicators missing at random (Q2029229) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
- Optimal classification scores based on multivariate marker transformations (Q2068896) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Asymptotic normality for wavelet deconvolution density estimators (Q2278460) (← links)
- Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality (Q2301048) (← links)
- Theoretical properties of bandwidth selectors for kernel density estimation on the circle (Q2304254) (← 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)
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
- Asymptotic distributions of integrated square errors of nonparametric estimators based on indirect observations under dose-effect dependence (Q2400052) (← links)
- Model checking in Tobit regression with measurement errors using validation data (Q2409631) (← 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)
- Integrated square error of hazard rate estimation for survival data with missing censoring indicators (Q2661912) (← links)
- An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model (Q2682346) (← links)
- Convergence rates for average square errors for kernel smoothing estimators (Q2720137) (← links)
- An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics (Q2794792) (← links)
- Central Limit Theorems for Reduced<i>U</i>-Statistics Under Dependence and Their Usefulness (Q2803537) (← links)
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES (Q2826009) (← 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)