Pages that link to "Item:Q1076415"
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The following pages link to On almost sure convergence of conditional empirical distribution functions (Q1076415):
Displayed 42 items.
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Uniform law of the logarithm for the local linear estimator of the conditional distribution function (Q710855) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- A universal strong law of large numbers for conditional expectations via nearest neighbors (Q928847) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
- Nonparametric prediction for random fields (Q1313133) (← links)
- A conditional bootstrap procedure for reconstruction of the incubation period of AIDS (Q1314231) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Convergence of the conditional Kaplan-Meier estimate under strong mixing (Q1346663) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- Une méthode semi-paramétrique pour tester un modèle de régression. (A semi-parametric method to test a regression model) (Q1408195) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Strong universal pointwise consistency of some regression function estimates (Q1808841) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Determining the number of effective parameters in kernel density estimation (Q2008139) (← links)
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization (Q2121427) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- Marginal distribution test for checking proportional hazards model assumption (Q2317295) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Warped bases for conditional density estimation (Q2439928) (← links)
- Strong universal consistency of smooth kernel regression estimates (Q2495328) (← links)
- Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) (← links)
- On the non-parametric prediction of conditionally stationary sequences (Q2573252) (← links)
- Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
- A nonparametric test of fit of a parametric model (Q2638689) (← links)
- The marked empirical process to test nonlinear time series against a large class of alternatives when the random vectors are nonstationary and absolutely regular (Q2892897) (← links)
- Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
- Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications (Q3017872) (← links)
- A nonparametric test of fit of a linear model (Q3135361) (← links)
- Hazard and density estimation from bivariate censored data (Q4227981) (← links)
- On pointwise laws of iterated logarithm for estimators of certain conditional functionals (Q4675946) (← links)
- On nonparametric kernel estimation of the mode of the regression function in the random design model (Q4806547) (← links)
- Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics (Q4943307) (← links)
- (Q4998973) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- An empirical process approach to the uniform consistency of kernel-type function estimators (Q5919587) (← links)
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds (Q6044263) (← links)
- Nonparametric difference-in-differences in repeated cross-sections with continuous treatments (Q6163255) (← links)