The following pages link to Conditional empirical processes (Q1077107):
Displaying 50 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes (Q376702) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- Nonparametric estimation of a maximum of quantiles (Q489179) (← links)
- Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
- Nonparametric estimation of conditional quantiles for functional and spatial dependent variables (Q841298) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Conditional empirical processes defined by \(\Phi\)-mixing sequences (Q914239) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- Nonparametric estimation of survival curve under dependent censorship (Q1123509) (← links)
- A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
- Global nonparametric estimation of conditional quantile functions and their derivatives (Q1182760) (← links)
- Asymptotic normality of generalized functional estimators dependent on covariables (Q1262648) (← links)
- Convergence of the conditional Kaplan-Meier estimate under strong mixing (Q1346663) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Adaptive estimation of the conditional intensity of marker-dependent counting processes (Q1944676) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Local robust estimation of the Pickands dependence function (Q1991678) (← links)
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles (Q2324301) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Consistency of a nonparametric conditional quantile estimator for random fields (Q2437882) (← links)
- Warped bases for conditional density estimation (Q2439928) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
- Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes (Q2932768) (← links)
- Nonparametric Quantile Regression Estimation for Functional Dependent Data (Q3168531) (← links)
- Bootstrapping regression quantiles (Q3432392) (← links)
- Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)
- Estimation of conditional quantile density function (Q3432415) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence (Q4470115) (← links)
