Confidence intervals for probability density functions under associated samples
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Cites work
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- A Berry-Esseen theorem for associated random variables
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- A note on the strong law of large numbers for positively dependent random variables
- An invariance principle for certain dependent sequences
- Associated random variables and martingale inequalities
- Association of Random Variables, with Applications
- Asymptotic normality of random fields of positively or negatively associated processes
- Asymptotic normality of the kernel estimate of a probability density function under association
- Berry-esseen bounds for smooth estimator of a distribution function under association
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Kernel-type density and failure rate estimation for associated sequences
- Methodology and Algorithms of Empirical Likelihood
- Moment bounds for associated sequences
- Normal fluctuations and the FKG inequalities
- On the convergence rate in the central limit theorem for associated processes
- Resampling a coverage pattern
- Resampling methods for dependent data
- Smooth estimate of quantiles under association
- The Stationary Bootstrap
- The bootstrap and Edgeworth expansion
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- The weak convergence for functions of negatively associated random variables
Cited in
(15)- Empirical likelihood for probability density functions under negatively associated samples
- Empirical likelihood for marginal joint probability density functions of a negatively associated sample
- Coverage accuracy of confidence intervals for a conditional probability density function
- Empirical likelihood inference for probability density functions under association
- Empirical likelihood for probability density functions based on recursive estimators under NA samples
- Confidence intervals for quantiles based on samples of random sizes
- Finite-sample confidence envelopes for shape-restricted densities
- Empirical likelihood for probability density functions under \(\varphi\)-mixing samples
- On some properties of the confidence intervals for unknown probabilities
- A review of empirical likelihood methods for time series
- Confidence disc and square for the Cauchy distributions
- Confidence intervals for probability density functions under strong mixing samples
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
- scientific article; zbMATH DE number 2154443 (Why is no real title available?)
- Empirical likelihood ratio confidence interval for positively associated series
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