Weak and strong uniform consistency of kernel regression estimates

From MaRDI portal
Revision as of 23:50, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3959285

DOI10.1007/BF00539840zbMath0495.62046MaRDI QIDQ3959285

Y. P. Mack, Bernhard W. Silverman

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items (only showing first 100 items - show all)

A new variable selection approach for varying coefficient modelsEfficient estimation for the heteroscedastic single-index varying coefficient modelsUniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.Modified kernel regression estimation with functional time series dataChecking the adequacy for a distortion errors-in-variables parametric regression modelComposite quantile regression and variable selection in single-index coefficient modelAdaptive jump-preserving estimates in varying-coefficient modelsStrong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observationsPartially linear single-index proportional hazards model with current status dataStatistical inference on restricted linear regression models with partial distortion measurement errorsQuantile estimation for a hybrid model of functional and varying coefficient regressionsA nonparametric calibration analysisSemiparametric varying-coefficient model with right-censored and length-biased dataProfile likelihood inferences on semiparametric varying-coefficient partially linear modelsNonparametric regression with errors in variables and applicationsEstimation and inference for additive partially nonlinear modelsAdaptive nonparametric estimation of a multivariate regression functionAsymptotics of conditional empirical processesNonparametric regression with heteroscedastic long memory errorsStrong uniform consistency of nonparametric regression function estimatesGeneralized nonparametric smoothing with mixed discrete and continuous dataAdjusted empirical likelihood for varying coefficient partially linear models with censored dataOrthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errorsAsymptotic maximal deviation of M-smoothersOn the estimation of monotone uniform approximationsSemiparametric quantile estimation for varying coefficient partially linear measurement errors modelsA strong law of large numbers for nonparametric regressionMultivariate regression estimation: Local polynomial fitting for time seriesStatistical inference in partially time-varying coefficient modelsPartially linear single-index model with missing responses at randomStatistical inference in partially-varying-coefficient single-index modelEstimation and inference of semi-varying coefficient models with heteroscedastic errorsEstimation and inference for varying coefficient partially nonlinear modelsNonparametric estimation of a log-variance function in scale-spaceVariable selection of the quantile varying coefficient regression modelsEmpirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal dataEfficient estimation for error component seemingly unrelated nonparametric regression modelsParameter estimation for the logistic regression model under case-control studyRank-based inference for the single-index modelProfiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-atesEstimation in a partially linear single-index model with missing response variables and error-prone covariatesMinimum distance conditional variance function checking in heteroscedastic regression modelsEstimated conditional score function for missing mechanism model with nonignorable nonresponseDifference based estimation for partially linear regression models with measurement errorsEstimation for the single-index models with random effectsNonparametric regression estimation under mixing conditionsMinimum distance regression model checkingLack-of-fit testing of a regression model with response missing at randomParametric component detection and variable selection in varying-coefficient partially linear modelsEmpirical likelihood for partially linear additive errors-in-variables modelsMaximum deviation of error density estimators in censored linear regressionSingle-index composite quantile regressionEmpirical likelihood-based inference in varying-coefficient single-index modelsThe functional nonparametric model and applications to spectrometric dataOn local slope estimation in partial linear models under Gaussian subordinationEstimation for varying coefficient partially nonlinear models with distorted measurement errorsSemiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurementsStatistical inference on partial linear additive models with distortion measurement errorsEstimation in generalised varying-coefficient models with unspecified link functionsA two-stage approach to semilinear in-slide modelsUniform asymptotic properties of a nonparametric regression estimator of conditional tailsQuantile regression for robust inference on varying coefficient partially nonlinear modelsAsymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidthAnalysis of variance, coefficient of determination and \(F\)-test for local polynomial regressionStatistical inference on seemingly unrelated single-index regression modelsEstimation in covariate-adjusted regressionMultivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processesOn the almost everywhere properties of the kernel regression estimateLocal polynomial fitting in semivarying coefficient modelTwo-step likelihood estimation procedure for varying-coefficient modelsEstimation on semivarying coefficient models with different degrees of smoothnessPresmoothing the transition probabilities in the illness-death modelSimultaneous confidence band and hypothesis test in generalised varying-coefficient modelsDetection of a change point based on local-likelihoodNonparametric estimation of varying coefficient error-in-variable models with validation samplingA constructive approach to the estimation of dimension reduction directionsImproved estimation of fixed effects panel data partially linear models with heteroscedastic errorsNonparametric regression estimation with general parametric error covarianceMinimum distance regression model checking with Berkson measurement errorsOn the estimation of a monotone conditional variance in nonparametric regressionKhmaladze transformation of integrated variance processes with applications to goodness-of-fit testingA simple nonparametric estimator of a strictly monotone regression functionRank reducible varying coefficient modelSemiparametric quasilikelihood and variance function estimation in measurement error modelsDirect estimation of low-dimensional components in additive models.On nonparametric estimation of mean functionalsLarge and moderate deviations principles for kernel estimators of the multivariate regressionThe pointwise rate of convergence of the kernel regression estimateEmpirical likelihood for a varying coefficient partially linear model with diverging number of parametersEstimation for a marginal generalized single-index longitudinal modelStatistical estimation in varying coefficient models with surrogate data and validation samplingStatistical estimation in varying coefficient modelsStatistical inference on parametric part for partially linear single-index modelTesting the hypothesis of a generalized linear regression model using nonparametric regression estimationNonparametric analysis of covariance.Likelihood-based local polynomial fitting for single-index modelsApproximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimatorsSingle-index composite quantile regression with heteroscedasticity and general error distributionsA comparison of Kriging with nonparametric regression methodsConsistency of error density and distribution function estimators in nonparametric regression.



Cites Work


This page was built for publication: Weak and strong uniform consistency of kernel regression estimates