Pages that link to "Item:Q1382470"

The following pages link to Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470):

Displaying 50 items.

• Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Consistency of kernel density estimators for causal processes (Q476939) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383) (← links)
• Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) (← links)
• Wavelet density estimation for mixing and size-biased data (Q824692) (← links)
• Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
• Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• Local polynomial fitting under association (Q1403421) (← links)
• Kernel density estimator for strong mixing processes (Q1781510) (← links)
• Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
• Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
• Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data (Q1946888) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Empirical likelihood of conditional quantile difference with left-truncated and dependent data (Q2131958) (← links)
• Nonparametric regression for locally stationary functional time series (Q2161186) (← links)
• Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
• Estimating change points in nonparametric time series regression models (Q2208375) (← links)
• Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
• Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555) (← links)
• Wavelet regression estimations with strong mixing data (Q2324281) (← links)
• Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions (Q2817136) (← links)
• Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
• Global L₂ error of wavelet density estimator with truncated and strong mixing observations (Q2875673) (← links)
• NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS (Q2891170) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions (Q3017858) (← links)
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)
• Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations (Q3168668) (← links)
• Double Kernel Estimation of Sensitivities (Q3182432) (← links)
• Assessing the Goodness-of-Fit of Hidden Markov Models (Q3442975) (← links)
• UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES (Q3453245) (← links)
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data (Q3569203) (← links)
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
• Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735) (← links)
• sequential estimation of the hgarginal density function for a strongly mixing process (Q4225633) (← links)