Pages that link to "Item:Q789842"

The following pages link to The oscillation behavior of empirical processes: The multivariate case (Q789842):

Displayed 50 items.

• A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) ‎ (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) ‎ (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) ‎ (← links)
• Empirical copulas for consecutive survival data (Q384769) ‎ (← links)
• A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) ‎ (← links)
• Test of symmetry based on copula function (Q413392) ‎ (← links)
• Consistency of the kernel density estimator: a survey (Q434377) ‎ (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) ‎ (← links)
• Nonparametric estimation of multivariate extreme-value copulas (Q451184) ‎ (← links)
• Consistency of kernel density estimators for causal processes (Q476939) ‎ (← links)
• Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) ‎ (← links)
• Some applications of the strong approximation of the integrated empirical copula processes (Q523726) ‎ (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) ‎ (← links)
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) ‎ (← links)
• Multivariate extensions of Spearman's rho and related statistics (Q876985) ‎ (← links)
• A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) ‎ (← links)
• A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) ‎ (← links)
• Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) ‎ (← links)
• Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) ‎ (← links)
• Approximating conditional density functions using dimension reduction (Q1036923) ‎ (← links)
• Rates of growth and sample moduli for weighted empirical processes indexed by sets (Q1078901) ‎ (← links)
• Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) ‎ (← links)
• The almost sure behavior of the oscillation modulus of the multivariate empirical process (Q1102664) ‎ (← links)
• Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap (Q1117631) ‎ (← links)
• Two-dimensional Bernstein polynomial density estimators (Q1337202) ‎ (← links)
• Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) ‎ (← links)
• Multivariate hazard rates under random censorship (Q1368845) ‎ (← links)
• Sparse consistency and smoothing for multinomial data (Q1380562) ‎ (← links)
• Granulometric smoothing (Q1383079) ‎ (← links)
• Total error in a plug-in estimator of level sets. (Q1423063) ‎ (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) ‎ (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) ‎ (← links)
• On the law of the logarithm for density estimators (Q1812870) ‎ (← links)
• A uniform functional law of the logarithm for the local empirical process. (Q1879830) ‎ (← links)
• Weighted uniform consistency of kernel density estimators. (Q1889792) ‎ (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) ‎ (← links)
• Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) ‎ (← links)
• Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) ‎ (← links)
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) ‎ (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) ‎ (← links)
• Hybrid copula estimators (Q2344382) ‎ (← links)
• Additivity test on the nonlinear part in partially linear models (Q2376610) ‎ (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) ‎ (← links)
• Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) ‎ (← links)
• \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) ‎ (← links)
• A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) ‎ (← links)
• Adaptive sampling schemes for density estimation (Q2498749) ‎ (← links)
• Nonparametric checks for single-index models (Q2569234) ‎ (← links)
• Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) ‎ (← links)
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) ‎ (← links)