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.
- Asymptotic theory of U-statistics (Q1114264) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- A nonparametric measure of independence under a hypothesis of independent components (Q1200738) (← links)
- Integrated square error of nonparametric estimators of regression function: The fixed design case (Q1200739) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters (Q1206454) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators (Q1299479) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data (Q1314484) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- A note on the integrated squared error of a kernel density estimator in non-smooth cases (Q1373968) (← links)
- Central limit theorems for quadratic errors of nonparametric estimators (Q1378811) (← links)
- On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics (Q1379723) (← links)
- Testing independence by nonparametric kernel method (Q1380650) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Nonparametric estimation of distributions with categorical and continuous data (Q1403418) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- On the asymptotic normality of multistage integrated density derivatives kernel estimators. (Q1423129) (← links)
- Weighted Bickel-Rosenblatt process and goodness of fit tests. (Q1426646) (← links)
- Nonparametric model check based on local polynomial fitting (Q1573258) (← links)
- Adaptive chi-square tests (Q1575986) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Central limit theorem for integrated square error of kernel estimators of spherical density (Q1609661) (← links)
- On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
- A note on variable selection in nonparametric regression with dependent data (Q1613076) (← links)
- Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets (Q1633679) (← links)
- Partial identification and inference in censored quantile regression (Q1668570) (← links)
- Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (Q1706499) (← links)
- Quantitative CLTs for symmetric \(U\)-statistics using contractions (Q1721998) (← links)
- Conditional mean and quantile dependence testing in high dimension (Q1747737) (← links)
- The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator (Q1763111) (← links)
- Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances (Q1767485) (← links)
- How to get central limit theorems for global errors of estimates. (Q1775159) (← links)
- Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
- A global stopping rule for recursive density estimators (Q1813182) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- On the optimization of the weighted Bickel--Rosenblatt test (Q1881234) (← links)
- A central limit theorem for the \(L_2\) error of positive wavelet density estimator (Q1881422) (← links)
- A simple test for multivariate conditional symmetry (Q1929485) (← links)
- Testing for discrete choice models (Q1934683) (← links)