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.
- 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)
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression (Q1951106) (← links)
- Asymptotic normality of a combined regression estimator (Q1969079) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- CLT for integrated square error of density estimators with censoring indicators missing at random (Q2029229) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
- Optimal classification scores based on multivariate marker transformations (Q2068896) (← links)
- On automatic kernel density estimate-based tests for goodness-of-fit (Q2084717) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- A modified bootstrap for kernel-based specification test with heavy-tailed data (Q2179741) (← links)
- Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- Asymptotic normality for wavelet deconvolution density estimators (Q2278460) (← links)
- Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality (Q2301048) (← links)
- Theoretical properties of bandwidth selectors for kernel density estimation on the circle (Q2304254) (← links)
- Testing for additivity in nonparametric quantile regression (Q2351693) (← links)
- Model checking for parametric regressions with response missing at random (Q2352448) (← links)
- The LIL for the Bickel-Rosenblatt test statistic (Q2370464) (← links)
- On weak approximations of \(U\)-statistics (Q2389325) (← links)
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
- Asymptotic distributions of integrated square errors of nonparametric estimators based on indirect observations under dose-effect dependence (Q2400052) (← links)
- Model checking in Tobit regression with measurement errors using validation data (Q2409631) (← links)