Pages that link to "Item:Q1807141"
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The following pages link to Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141):
Displaying 22 items.
- Confidence sets for persistence diagrams (Q77813) (← links)
- Confidence regions for level sets (Q391882) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Adaptive drift estimation for nonparametric diffusion model. (Q1848800) (← links)
- Multiscale maximum likelihood analysis of a semiparametric model, with applications. (Q1848906) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Bootstraps for time series (Q1872593) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Confidence bands for multivariate and time dependent inverse regression models (Q2345117) (← links)
- Confidence sets for nonparametric wavelet regression (Q2388354) (← links)
- Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors (Q2493860) (← links)
- Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses (Q2565928) (← links)
- CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS (Q2921201) (← links)
- Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
- Estimation of complier expected shortfall treatment effects with a binary instrumental variable (Q6152629) (← links)