Pages that link to "Item:Q786474"
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The following pages link to Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474):
Displayed 50 items.
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← 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)
- 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)
- Comments on a data based bandwidth selector (Q804144) (← 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)
- 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)
- The kernel estimate is relatively stable (Q1092554) (← links)
- Asymptotic theory of U-statistics (Q1114264) (← links)
- Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- A nonparametric measure of independence under a hypothesis of independent components (Q1200738) (← links)
- Integrated square error of nonparametric estimators of regression function: The fixed design case (Q1200739) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters (Q1206454) (← links)
- Consistent bandwidth selection for kernel binary regression (Q1299420) (← links)
- Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators (Q1299479) (← links)
- Linearity testing using local polynomial approximation (Q1299548) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data (Q1314484) (← links)
- Semiparametric single index versus fixed link function modelling (Q1355177) (← links)
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function (Q1365549) (← links)
- A note on the integrated squared error of a kernel density estimator in non-smooth cases (Q1373968) (← links)
- Central limit theorems for quadratic errors of nonparametric estimators (Q1378811) (← links)
- On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted \(U\)-statistics (Q1379723) (← links)
- Testing independence by nonparametric kernel method (Q1380650) (← links)
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)