Estimating Densities of Functions of Observations
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- Assessing cross-sectional correlation in panel data
- Distribution estimation of a sum random variable from noisy samples
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Constructions of new classes of one- and two-sample nonparametric location tests
- Approximating high-dimensional infinite-order \(U\)-statistics: statistical and computational guarantees
- Asymptotics for in-sample density forecasting
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Forward and reverse representations for Markov chains
- Laws of the iterated logarithm for the local U-statistic process
- Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models
- Uniform convergence of convolution estimators for the response density in nonparametric regression
- Density estimation for nonlinear parametric models with conditional heteroscedasticity
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
- Fast nonparametric estimation for convolutions of densities
- A convolution estimator for the density of nonlinear regression observations
- Estimation of a function from randomized observations
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- Nonparametric Bernstein-von Mises theorems in Gaussian white noise
- Estimating the density of a possibly missing response variable in nonlinear regression
- On efficient estimation of densities for sums of squared observations
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- Consistency of Lipschitz learning with infinite unlabeled data and finite labeled data
- Nonparametric tests for detection of high dimensional outliers
- Kernel density estimation with Berkson error
- The Kernel distribution estimator of functions of random variables
- Plug-in estimators for higher-order transition densities in autoregression
- Optimal bandwidths for kernel density estimators of functions of observations
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
- Tests for normality based on density estimators of convolutions
- On approximation and estimation of distribution function of sum of independent random variables
- Estimation for the convolution of several multidimensional densities
- A note on kernel density estimation for undirected dyadic data
- Density estimation of a sum random variable from contaminated data samples
- Some developments in semiparametric statistics
- Density deconvolution of a sum variable from noisy data with unknown noise distribution
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Convergence rates of density estimators for sums of powers of observations
- Donsker-type theorems for nonparametric maximum likelihood estimators
- A bandwidth selection for kernel density estimation of functions of random variables
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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