The following pages link to Elias Ould Saïd (Q354208):
Displayed 50 items.
- Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology (Q354209) (← links)
- On the strong uniform consistency of the mode estimator for censored time series (Q421049) (← links)
- (Q618002) (redirect page) (← links)
- A note on the conditional density estimate in the single functional index model (Q618003) (← links)
- Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
- A note on the Lynden-Bell estimator under association (Q712539) (← links)
- \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
- (Q886284) (redirect page) (← links)
- Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model (Q886285) (← links)
- On robust nonparametric regression estimation for a functional regressor (Q958942) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality (Q1012106) (← links)
- (Q1346662) (redirect page) (← links)
- Convergence of the conditional Kaplan-Meier estimate under strong mixing (Q1346663) (← links)
- Local M-estimator for nonparametric time series. (Q1423066) (← links)
- \(\mathcal L_1\)-deficiency of the Kaplan-Meier estimator. (Q1423195) (← links)
- Chung-Smirnov property for smoothed distribution function estimator under random censorship (Q1428314) (← links)
- A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
- (Q1856446) (redirect page) (← links)
- Relative deficiency of the Kaplan-Meier estimator with respect to a smoothed estimator (Q1856447) (← links)
- Exact asymptotic \(\mathcal L_1\)-error of a kernel density estimator under censored data. (Q1871313) (← links)
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
- Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition (Q1952045) (← links)
- On the robustification of the kernel estimator of the functional modal regression (Q2070619) (← links)
- Asymptotic normality of the relative error regression function estimator for censored and time series data (Q2076957) (← links)
- Local linear estimation of the regression function for twice censored data (Q2122827) (← links)
- Uniform consistency in number of neighbors of the \(k\)NN estimator of the conditional quantile model (Q2230662) (← links)
- Nonparametric local linear estimation of the relative error regression function for twice censored data (Q2244597) (← links)
- Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
- On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model (Q2320992) (← links)
- Nonparametric robust regression estimation for censored data (Q2359171) (← links)
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship (Q2489867) (← links)
- Asymptotic properties of a nonparametric regression function estimator with randomly truncated data (Q2502139) (← links)
- Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship (Q2511741) (← links)
- Asymptotic normality of a robust estimator of the regression function for functional time series data (Q2511745) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- Exact asymptotic errors of the hazard rate kernel estimator under truncated and censored data (Q2778353) (← links)
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes (Q2787226) (← links)
- Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
- On kernel density and mode estimates for associated and censored data (Q2811393) (← links)
- Robust Regression for Functional Time Series Data (Q2858120) (← links)
- Central limit theorem for the kernel estimator of the regression function for censored time series (Q2892932) (← links)
- Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
- Asymptotic Behavior of the Hazard Rate Kernel Estimator Under Truncated and Censored Data (Q3435969) (← links)
- Kernel conditional quantile estimator under left truncation for functional regressors (Q3460531) (← links)
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series (Q3532761) (← links)
- On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (Q3552849) (← links)
- (Q3605115) (← links)
- On nonparametric estimation of the regression function under random censorship model (Q3627402) (← links)