Pages that link to "Item:Q1111283"
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The following pages link to Nonparameteric estimation in mixing sequences of random variables (Q1111283):
Displaying 50 items.
- Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
- Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Rate of convergence of the spline estimates for Markov chains (Q581981) (← links)
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- Frequency polygons for continuous random fields (Q625317) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Kernel density estimation on random fields (Q921787) (← links)
- Kernel regression estimation for continuous spatial processes (Q926975) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- Hazard rate estimation under dependence conditions (Q1121614) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Kernel estimates under association: Strong uniform consistency (Q1186645) (← links)
- A local cross-validation algorithm for dependent data (Q1209931) (← links)
- On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes (Q1210127) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- On residual sums of squares in non-parametric autoregression (Q1313134) (← links)
- Density estimation for time series by histograms (Q1330219) (← links)
- Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
- Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Remarks on the strong law of large numbers for a triangular array of associated random variables (Q1361022) (← links)
- Frequency polygons for weakly dependent processes (Q1380558) (← links)
- Kernel density estimation for random fields. (Density estimation for random fields) (Q1382233) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process (Q1593614) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Kernel density estimation under dependence (Q1813323) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- A distribution estimation method based on level crossings (Q1878831) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- Kernel-type density and failure rate estimation for associated sequences (Q1901674) (← links)
- Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- On histograms for linear processes (Q1923431) (← links)
- Kernel spatial density estimation in infinite dimension space (Q1938874) (← links)
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
- On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
- A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
- On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data (Q2301049) (← links)
- Local linear spatial regression (Q2388333) (← links)
- On local linear regression for strongly mixing random fields (Q2400820) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Nonparametric density estimation for nonmixing approximable stochastic processes (Q2475289) (← links)