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.
- 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)
- Testing for structural changes in linear regressions with time-varying variance (Q5077998) (← 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)
- Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
- An adaptive lack of fit test for big data (Q5880165) (← links)
- A Semiparametric Kernel Independence Test With Application to Mutational Signatures (Q5881952) (← links)
- Martingale estimates for the distribution of the deviation of density estimates (Q5903832) (← links)
- Central limit theorem for the total squared error of local polynomial estimators of cell probabilities (Q5928930) (← links)
- An equality test across nonparametric regressions (Q5939176) (← links)
- Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)
- Local power properties of kernel based goodness of fit tests (Q5947223) (← links)
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth (Q5952095) (← links)
- Goodness-of-fit tests for kernel regression with an application to option implied volatilities (Q5959570) (← links)
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances (Q6077602) (← links)
- Nonparametric goodness-of-fit testing for a continuous multivariate parametric model (Q6097557) (← links)
- Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection (Q6099114) (← links)
- Chi-squared test for hypothesis testing of homogeneity (Q6132522) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective (Q6144761) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration (Q6154025) (← links)
- Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models (Q6167037) (← links)
- On uniform consistency of Neyman's type nonparametric tests (Q6170830) (← links)