Pages that link to "Item:Q1314306"

The following pages link to Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306):

Displayed 50 items.

• Generalized method of trimmed moments (Q254204) ‎ (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) ‎ (← links)
• On a clustering criterion for dependent observations (Q389296) ‎ (← links)
• Asymptotic normality of Powell's kernel estimator (Q421405) ‎ (← links)
• Censored quantile regression processes under dependence and penalization (Q471971) ‎ (← links)
• Markov chain Monte Carlo estimation of quantiles (Q485905) ‎ (← links)
• A multivariate version of Hoeffding's phi-square (Q604371) ‎ (← links)
• Weak convergence of stationary empirical processes (Q680395) ‎ (← links)
• Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) ‎ (← links)
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) ‎ (← links)
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) ‎ (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) ‎ (← links)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) ‎ (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) ‎ (← links)
• Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) ‎ (← links)
• Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) ‎ (← links)
• Nonparametric estimators for Markov step processes (Q1336983) ‎ (← links)
• Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition (Q1360969) ‎ (← links)
• \(M\)-type regression splines involving time series (Q1360970) ‎ (← links)
• Semiparametric nonhomogeneity analysis (Q1361734) ‎ (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) ‎ (← links)
• Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) ‎ (← links)
• Consistent test for parametric models with right-censored data using projections (Q1662065) ‎ (← links)
• Some remarks on coupling of dependent random variables (Q1871329) ‎ (← links)
• Weak convergence of some classes of martingales with jumps. (Q1872520) ‎ (← links)
• The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) ‎ (← links)
• The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) ‎ (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) ‎ (← links)
• Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) ‎ (← links)
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data (Q2043739) ‎ (← links)
• Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) ‎ (← links)
• Empirical process theory for locally stationary processes (Q2073222) ‎ (← links)
• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) ‎ (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) ‎ (← links)
• Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) ‎ (← links)
• Empirical process theory for nonsmooth functions under functional dependence (Q2154954) ‎ (← links)
• Empirical risk minimization and complexity of dynamical models (Q2215723) ‎ (← links)
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) ‎ (← links)
• Least trimmed squares in nonlinear regression under dependence (Q2500649) ‎ (← links)
• Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) ‎ (← links)
• Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) ‎ (← links)
• On the isotonic change-point problem (Q2863059) ‎ (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) ‎ (← links)
• GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) ‎ (← links)
• Modelling Multivariate Volatilities via Conditionally Uncorrelated Components (Q3631467) ‎ (← links)
• (Q4558573) ‎ (← links)
• Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables (Q4559695) ‎ (← links)
• Local linear estimating equations: uniform consistency and rate of convergence (Q4675951) ‎ (← links)
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series (Q4855331) ‎ (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) ‎ (← links)