Pages that link to "Item:Q786474"
From MaRDI portal
The following pages link to Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474):
Displayed 50 items.
- A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS (Q3408513) (← links)
- A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS (Q3408514) (← links)
- A central limit theorem for the weighted integrated squared error of the kernel type density estimator under the proportional hazard model (Q3432298) (← links)
- Goodness of fit tests based on the L<sub>2</sub>-norm of multivariate probability density functions (Q3432340) (← links)
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring (Q3526433) (← links)
- Nonparametric Independence Tests: Space Partitioning and Kernel Approaches (Q3529919) (← links)
- Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- On goodness-of-fit tests for weakly dependent processes using kernel method (Q3836406) (← links)
- Nonparametric Versus Parametric Goodness of Fit (Q3842722) (← links)
- On the lrerror in histogram density estimation: The multidimensional case (Q4222491) (← links)
- <i>L</i><sub>2</sub>Version Of The Double Kernel Method (Q4235728) (← links)
- On the asymptotlc normality for l<sub>2</sub>-error of wavelei density estimator with application (Q4241677) (← links)
- A new bandwidth selector in hazard estimation (Q4248692) (← links)
- Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing (Q4265792) (← links)
- On the asymptotic normality of the <i>L</i><sub>1</sub>‐ and <i>L</i><sub>2</sub>‐errors in histogram density estimation (Q4320729) (← links)
- Measures of Dependence and Tests of Independence (Q4337772) (← links)
- Testing symmetry of an unknown density function by kernel method (Q4344558) (← links)
- A consistent specification test of independence (Q4344666) (← links)
- Nonparametric statistics for testing of linearity and serial independence (Q4345897) (← links)
- Non parametric estimation of the diffusion coefficient of a diffusion process (Q4385659) (← links)
- On Asymptotic Minimaxity of Kernel-based Tests (Q4405595) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION (Q4406235) (← links)
- A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS (Q4443966) (← links)
- On the asymptotic behaviour of the ISE for automatic kernel distribution estimators (Q4470127) (← links)
- Analysis of kernel density estimation of functions of random variables (Q4470133) (← links)
- Root-<i>n</i>convergent transformation-kernel density estimation (Q4498168) (← links)
- Nonparametric Estimation and Testing the Effect of Covariates in Accelerated Life Time Models Under Censoring (Q4562206) (← links)
- Data based bandwidth selection in kernel density estimation with parametric start via kernel contrasts (Q4653505) (← links)
- Testing homoscedasticity in nonparametric regression (Q4709835) (← links)
- Kernel contrasts: a data-based method of choosing smoothing parameters in nonparametric density estimation (Q4820842) (← links)
- Asymptotic Normality of<i>L</i><sub>1</sub>-Error in Density Estimation (Q4857303) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS (Q4959132) (← links)
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation (Q4976223) (← links)
- (Q4998859) (← links)
- A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
- Goodness-of-fit test for hazard rate (Q5114481) (← links)
- The LLN and CLT for U-statistics under cross-sectional dependence (Q5221305) (← links)
- Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
- Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
- Goodness‐of‐fit Test for Directional Data (Q5413956) (← links)
- Integrated Square Error Asymptotics for Supersmooth Deconvolution (Q5430624) (← links)
- A general and fast convergent bandwidth selection method of kernel estimator (Q5448694) (← links)
- Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models (Q5449923) (← links)
- Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification (Q5457950) (← links)
- Some approximations to<i>L</i><sub><i>p</i></sub>-statistics of kernel density estimators (Q5758159) (← links)
- A joint test for parametric specification and independence in nonlinear regression models (Q5860965) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
- Martingale estimates for the distribution of the deviation of density estimates (Q5903832) (← links)