Pages that link to "Item:Q3756215"
From MaRDI portal
The following pages link to Moment inequalities for mixing sequences of random variables (Q3756215):
Displaying 50 items.
- Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
- On the Berry-Esséen bound of frequency polygons for \(\phi\)-mixing samples (Q522521) (← links)
- Some inequalities for strong mixing random variables with applications to density estimation (Q625009) (← links)
- Conditional independence, conditional mixing and conditional association (Q730762) (← links)
- Generalized spectral testing for multivariate continuous-time models (Q738028) (← links)
- Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence (Q743766) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Convergence to stable laws in Mallows distance for mixing sequences of random variables (Q985983) (← links)
- Exponential inequalities for associated random variables and strong laws of large numbers (Q995714) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications (Q1030155) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Hazard rate estimation under dependence conditions (Q1121614) (← links)
- Consistent regression estimation with fixed design points under dependence conditions (Q1121615) (← links)
- Some asymptotic properties of an estimate of the survival function under dependence conditions (Q1123508) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
- On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Nonparametric estimation of density derivatives of dependent data (Q1360978) (← links)
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations (Q1361684) (← links)
- A study on bandwidth selection in density estimation under dependence (Q1368842) (← links)
- Nonparametric conditional predictive regions for time series (Q1575208) (← links)
- A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
- Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Dependence and the dimensionality reduction principle (Q1768126) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- On the uniform consistency of frequency polygons for \(\psi\)-mixing samples (Q2355258) (← links)
- Kernel estimation for stationary density of Markov chains with general state space (Q2501352) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- Regression function estimation from dependent observations (Q2638688) (← links)
- Maximal moment inequality for partial sums of strong mixing sequences and application (Q2644329) (← links)
- Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)
- <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
- Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
- Central limit theorems for nonparametric estimators with real-time random variables (Q3103188) (← links)
- The central limit theorem for degenerate variable<i>U</i>-statistics under dependence (Q3106418) (← links)
- Wavelet detection of change points in hazard rate models with censored dependent data (Q3145397) (← links)
- On Conditional Independence, Mixing, and Association (Q3548440) (← links)
- Asymptotics of minimum distance estimator in linear regression models under strong mixing (Q4214005) (← links)
- Nonparametric estimation in time series with measurement errors (Q4374248) (← links)
