Pages that link to "Item:Q1245542"
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The following pages link to Weak and strong uniform consistency of the kernel estimate of a density and its derivatives (Q1245542):
Displayed 50 items.
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS (Q2845020) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data (Q2892627) (← links)
- New Robust Variable Selection Methods for Linear Regression Models (Q2922164) (← links)
- Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function (Q2995270) (← links)
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (Q3028134) (← links)
- Estimation des densit�s: risque minimax (Q3048064) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- A review of some adaptive statistical techniques (Q3345587) (← links)
- Asymptotics of kernel estimators based on local maximum likelihood (Q3432397) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring (Q3589213) (← links)
- Uniform asymptotics for kernel density estimators with variable bandwidths (Q3589229) (← links)
- Estimating percentage points by simulation (Q3745063) (← links)
- Bootstrapping density estimates (Q3783372) (← links)
- Laws of the iterated logarithm for nonparametric density estimators (Q3886670) (← links)
- Recursive estimation of the mode of a multivariate density (Q3888236) (← links)
- Weak and strong uniform consistency of kernel regression estimates (Q3959285) (← links)
- Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter (Q3988374) (← links)
- Gaussian deconvolution via differentiation (Q4016409) (← links)
- Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis (Q4345905) (← links)
- Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289) (← links)
- On the asymptotic properties of a simple estimate of the Mode (Q4452117) (← links)
- Simple estimation of the mode of a multivariate density (Q4457767) (← links)
- Asymptotic properties of the kernel mode estimator under twice censorship model (Q4563535) (← links)
- A note on wavelet deconvolution density estimation (Q4595567) (← links)
- Strong Lp convergence of wavelet deconvolution density estimators (Q4602844) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- The order of the approximation to a Wiener process by its Fourier series (Q4745102) (← links)
- Sharp rates of convergence of maximum likelihood estimators in nonparametric models (Q4746658) (← links)
- On nonparametric kernel estimation of the mode of the regression function in the random design model (Q4806547) (← links)
- Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function (Q4819552) (← links)
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence (Q5012342) (← links)
- Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
- A nonparametric estimation method for the multivariate mixture models (Q5055267) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- Enforcing shape constraints on a probability density estimate using an additive adjustment curve (Q5084731) (← links)
- Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory (Q5097857) (← links)
- (Q5101817) (← links)
- Nonparametric Estimation of Multivariate Mixtures (Q5120681) (← links)
- OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS (Q5187623) (← links)
- Surface estimation under local stationarity (Q5256288) (← links)
- A general kernel functional estimator with general bandwidth—strong consistency and applications (Q5291815) (← links)
- Semiparametric location mixtures with distinct components (Q5299482) (← links)
- On Testing for the Nullity of Some Skewness Coefficients (Q5446540) (← links)
- Empirical likelihood tests for two-sample problems via nonparametric density estimation (Q5476451) (← links)