Pages that link to "Item:Q604340"
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The following pages link to Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340):
Displaying 50 items.
- Modified kernel regression estimation with functional time series data (Q277279) (← links)
- Note on conditional quantiles for functional ergodic data (Q282873) (← links)
- Fourier analysis of stationary time series in function space (Q355089) (← links)
- Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data (Q385103) (← links)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Rate of uniform consistency for a class of mode regression on functional stationary ergodic data (Q518882) (← links)
- Generalized kernel regression estimator for dependent size-biased data (Q651074) (← links)
- Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
- Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Large deviation results for the nonparametric regression function estimator on functional data (Q1935402) (← links)
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- A nonparametric inverse probability weighted estimation for functional data with missing response data at random (Q2178173) (← links)
- Checking the adequacy of functional linear quantile regression model (Q2189121) (← links)
- Nonparametric quantile regression estimation for functional data with responses missing at random (Q2202046) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- Universal weighted kernel-type estimators for some class of regression models (Q2227200) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response (Q2273701) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Asymptotic normality of a robust kernel estimator of the regression function for functional ergodic data: case of an unknown scale parameter (Q2324119) (← links)
- Nonparametric regression estimation for functional stationary ergodic data with missing at random (Q2348105) (← links)
- Vector-on-function quantile regression for stationary ergodic processes (Q2355257) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data (Q2633965) (← links)
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
- Asymptotic normality of locally modelled regression estimator for functional data (Q2811270) (← links)
- Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data (Q2864653) (← links)
- Conditional mode estimation for functional stationary ergodic data with responses missing at random (Q2953443) (← links)
- Recursive kernel estimate of the conditional quantile for functional ergodic data (Q3178622) (← links)
- Nonparametric modelling for functional data: selected survey and tracks for future (Q4579996) (← links)
- Single functional index quantile regression under general dependence structure (Q4987549) (← links)
- (Q5005325) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- Asymptotic Results of a Recursive Double Kernel Estimator of the Conditional Quantile for Functional Ergodic Data (Q5033261) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- Real-time estimation for functional stochastic regression models (Q5036889) (← links)
- (Q5052119) (← links)
- Robust equivariant non parametric regression estimators for functional ergodic data (Q5078563) (← links)
- Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data (Q5160267) (← links)
- Randomly censored quantile regression estimation using functional stationary ergodic data (Q5256278) (← links)
- Uniform consistency rate of <i>k</i>NN regression estimation for functional time series data (Q5742405) (← links)
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates (Q6116901) (← links)
- Asymptotic Properties of the Semi-Parametric Estimators of the Conditional Density for Functional Data in the Single Index Model with Missing Data at Random (Q6158333) (← links)
