scientific article; zbMATH DE number 3224125

From MaRDI portal
Revision as of 04:13, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5512610

zbMath0138.13906MaRDI QIDQ5512610

Geoffrey S. Watson, M. Ross Leadbetter

Publication date: 1964


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Central limit theorem for perturbed empirical distribution functions evaluated at a random point, ON THE ASYMPTOTIC PROPERTIES FOR A NONPARAMETRIC CONDITIONAL QUANTILE ESTIMATOR IN PRESENCE OF RIGHT-CENSORING, Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators, Smoothing parameter selection for smooth distribution functions, On improving distribution function estimators which are not monotonic functions, Random approximations to some measures of accuracy in nonparametric curve estimation, Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables, Nonparametric regression, confidence regions and regularization, Semiparametric instrumental variable estimation of simultaneous equation sample selection models, On improving convergence rates for nonnegative kernel failure-rate function estimators, Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves, Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator, Asymptotic properties of perturbed empirical distribution functions evaluated at a random point, Pointwise universal consistency of nonparametric density estimators, Product-type and presmoothed hazard rate estimators with censored data, Kernel-type density and failure rate estimation for associated sequences, A new class of boundary kernels for distribution function estimation, Multivariate hazard rates under random censorship, Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators, Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection, Optimal smooth hazard estimates, Empirical likelihood of the distribution function in the finite point under ϕ-mixing samples, Hazard rate estimation under dependence conditions, Some asymptotic properties of an estimate of the survival function under dependence conditions, Nonparametric estimation of discrete hazard functions, Oscillation results for fourth-order nonlinear neutral dynamic equations, Analysis and numerical simulations of a chemotaxis model of aggregation of microglia in Alzheimer's disease, Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests, On estimating distribution functions using Bernstein polynomials, Uniform-in-bandwidth kernel estimation for censored data, On the strong approximation of bootstrapped empirical copula processes with applications, Lognormal kernel estimator of the hazard rate function, Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation, Unnamed Item, A law of the iterated logarithm for the empirical process based upon twice censored data, Some functional large deviations principles in nonparametric function estimation, Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval, Consistency of the kernel density estimator: a survey, Survival function estimation when lifetime and censoring time are dependent, Fourier methods for smooth distribution function estimation, Unnamed Item, Approximations of some hazard rate estimators in a competing risks model, Suavizacion no parametrica en fiabilidad, Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure, Consistency rates and asymptotic normality of the high risk conditional for functional data, An L1 analysis of a kernel‐based hazard rate estimator, Nonparametric estimation of hazard functions and their derivatives under truncation model, On large deviations of smoothed Kolmogorov-Smirnov's statistics, Chung--Smirnov property for perturbed empirical distribution functions, Consistency rates and asymptotic normality of the high risk conditional for functional data, Censored multiple regression by the method of average derivatives, Nonparametric estimation of the maximum hazard under dependence conditions, Strong uniform consistency of integrals of density estimators, Local data-driven bandwidth choice for density estimation, Hazard rate estimation on random fields, On the properties of Hermite series based distribution function estimators, ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION, Semiparametric least squares (SLS) and weighted SLS estimation of single-index models, Kernel estimation of the survival function and hazard rate under weak dependence, Distribution-free comparison of hazard rates of two distributions under progressive type-II censoring, New kernel estimators of the hazard ratio and their asymptotic properties, Smooth functions and local extreme values, Bivariate density estimation using BV regularisation, Comparison of parametric and semiparametric survival regression models with kernel estimation, Bandwidth selection for a data sharpening estimator in nonparametric regression, Unnamed Item, A strong consistency of a nonparametric estimate of entropy under random censorship, Estimated stochastic programs with chance constraints, Change-point problems: bibliography and review, Kernel distribution function estimation under the Koziol-Green model, Improved density and distribution function estimation, On smooth estimation of mean residual life, Contributions to nonparametric generalized failure rate function estimation, Robust regression function estimation, Spot volatility estimation using delta sequences, The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator, Universal consistency of delta estimators, Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples, On smoothed probability density estimation for stationary processes