Pages that link to "Item:Q786474"

The following pages link to Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474):

Displaying 50 items.

• Nonparametric estimation of directional highest density regions (Q89220) (← links)
• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• Nonparametric specification tests for conditional duration models (Q262795) (← links)
• A nonparametric test for changing trends (Q262832) (← links)
• Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Testing with many weak instruments (Q277151) (← links)
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
• Testing the Markov property with high frequency data (Q288343) (← links)
• A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
• Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
• A goodness of fit test for the survival function under random right censoring (Q372139) (← links)
• On the integrated squared error of the linear wavelet density estimator (Q394569) (← links)
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
• A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
• Testing parametric conditional distributions using the nonparametric smoothing method (Q453724) (← links)
• Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results (Q479135) (← links)
• Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
• A consistent bootstrap procedure for nonparametric symmetry tests (Q500595) (← links)
• Pairwise-difference estimation of incomplete information games (Q527923) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Lack-of-fit testing of a regression model with response missing at random (Q643387) (← links)
• Minimum distance lack-of-fit tests for fixed design (Q710754) (← links)
• Integral approximation by kernel smoothing (Q726736) (← links)
• Nonparametric least squares estimation in derivative families (Q736532) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Comments on a data based bandwidth selector (Q804144) (← links)
• Fixed design local polynomial smoothing and bandwidth selection for right censored data (Q830585) (← links)
• A nonparametric measure of heteroskedasticity (Q830680) (← links)
• Adaptive goodness-of-fit testing from indirect observations (Q838320) (← links)
• Asymptotic expansion for ISE of kernel density estimators under censored dependent model (Q840797) (← links)
• Density testing in a contaminated sample (Q860334) (← links)
• On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Parameter estimation for the logistic regression model under case-control study (Q899658) (← links)
• Checking nonparametric component for partial linear regression model with missing response (Q900749) (← links)
• A central limit theorem for generalized multilinear forms (Q921705) (← links)
• Efficient nonparametric testing by functional estimation (Q921777) (← links)
• A new method of normal approximation (Q941307) (← links)
• Central limit theorems for the integrated squared error of derivative estimators (Q947198) (← links)
• Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
• Testing independence in nonparametric regression (Q1021854) (← links)
• Shape constrained kernel density estimation (Q1022020) (← links)
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495) (← links)
• A central limit theorem for generalized quadratic forms (Q1078900) (← links)
• Random approximations to some measures of accuracy in nonparametric curve estimation (Q1085912) (← links)