Pages that link to "Item:Q1779992"

The following pages link to New dependence coefficients. Examples and applications to statistics (Q1779992):

Displaying 50 items.

• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
• The Berry-Esseen bounds for kernel density estimator under dependent sample (Q388069) (← links)
• Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
• On the dependency for asymptotically independent estimates (Q438673) (← links)
• Model selection for weakly dependent time series forecasting (Q442082) (← links)
• On strong causal binomial approximation for stochastic processes (Q478653) (← links)
• Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
• Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
• Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
• Limit theorem for random walk in weakly dependent random scenery (Q629792) (← links)
• On the functional central limit theorem via martingale approximation (Q637109) (← links)
• Optimal model selection for density estimation of stationary data under various mixing condi\-tions (Q651014) (← links)
• Split invariance principles for stationary processes (Q653310) (← links)
• Covariance inequalities (Q704267) (← links)
• Context tree selection: a unifying view (Q719769) (← links)
• Berry-Esseen theorems under weak dependence (Q726800) (← links)
• On mean central limit theorems for stationary sequences (Q731693) (← links)
• An empirical central limit theorem in L\(^1\) for stationary sequences (Q734650) (← links)
• Weak dependence, models and some applications (Q745335) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• An empirical central limit theorem for dependent sequences (Q873610) (← links)
• Uniform concentration inequality for ergodic diffusion processes (Q886111) (← links)
• Asymptotic theory for curve-crossing analysis (Q886113) (← links)
• Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
• Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• On Berry-Esseen bounds for non-instantaneous filters of linear processes (Q1002555) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
• Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
• The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
• Four simple axioms of dependence measures (Q1731093) (← links)
• Some recent theory for autoregressive count time series (Q1936528) (← links)
• Rejoinder on: Some recent theory for autoregressive count time series (Q1936530) (← links)
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
• Inhomogeneous and anisotropic conditional density estimation from dependent data (Q1952241) (← links)
• On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (Q2080279) (← links)
• Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (Q2091528) (← links)
• Relative perturbation bounds with applications to empirical covariance operators (Q2111217) (← links)
• Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
• A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)