Universal kernel-type estimation of random fields (Q6132704)

scientific article; zbMATH DE number 7729075

Language	Label	Description	Also known as
English	Universal kernel-type estimation of random fields	scientific article; zbMATH DE number 7729075

Statements

instance of

scholarly article

0 references

title

Universal kernel-type estimation of random fields (English)

0 references

0 references

0 references

0 references

0 references

17 August 2023

0 references

full work available at URL

https://arxiv.org/abs/2307.00264

0 references

zbMATH Keywords

nonparametric regression

0 references

uniform consistency

0 references

kernel-type estimator

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q3125064

0 references

Nonlinear time series. Nonparametric and parametric methods

0 references

Q3999325

0 references

Local Regression and Likelihood

0 references

Nonparametric regression analysis of longitudinal data

0 references

Q4865051

0 references

Q4607328

0 references

A distribution-free theory of nonparametric regression

0 references

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

0 references

Nonparametric regression for dependent data in the errors-in-variables problem

0 references

Some results on random design regression with long memory errors and predictors

0 references

Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors

0 references

Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties

0 references

Uniform convergence of estimator for nonparametric regression with dependent data

0 references

Nonparametric regression estimation for dependent functional data: asymptotic normality

0 references

Nonparametric regression estimation under mixing conditions

0 references

Kernel estimates under association: Strong uniform consistency

0 references

Strong consistency of the internal estimator of nonparametric regression with dependent data

0 references

An interpolation method for adapting to sparse design in multivariate nonparametric regression

0 references

On internally corrected and symmetrized kernel estimators for nonparametric regression

0 references

Q2746492

0 references

NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA

0 references

UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA

0 references

UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES

0 references

Nonparametric estimation in a nonlinear cointegration type model

0 references

Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression

0 references

ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION

0 references

Structural Nonparametric Cointegrating Regression

0 references

Fitting a multiple regression function

0 references

Estimation of the regression operator from functional fixed-design with correlated errors

0 references

Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors

0 references

Consistent nonparametric multiple regression: the fixed design case

0 references

Nonparametric multiple function fitting

0 references

On the convergence rate of fixed design regression estimators for negatively associated random variables

0 references

Multiparameter bandwidth processes and adaptive surface smoothing

0 references

Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors

0 references

Asymptotics for \(L_1\)-wavelet method for nonparametric regression

0 references

Consistency of the Priestley-Chao estimator in nonparametric regression model with widely orthant dependent errors

0 references

On the consistency of the P-C estimator in a nonparametric regression model

0 references

Strong consistency of non parametric kernel regression estimator for strong mixing samples

0 references

Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences

0 references

Fixed design regression for time series: Asymptotic normality

0 references

Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors

0 references

Complete consistency for the estimator of nonparametric regression model based on martingale difference errors

0 references

Uniform in bandwidth consistency of kernel-type function estimators

0 references

Q5679553

0 references

Convolution type estimators for nonparametric regression

0 references

Universal weighted kernel-type estimators for some class of regression models

0 references

Insensitivity of Nadaraya–Watson estimators to design correlation

0 references

Constructing initial estimators in one-step estimation procedures of nonlinear regression

0 references

Constructing Explicit Estimators in Nonlinear Regression Problems

0 references

Asymptotic properties of one-step <i>M</i>-estimators

0 references

Properties of principal component methods for functional and longitudinal data analysis

0 references

Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data

0 references

Mean and Covariance Estimation for Functional Snippets

0 references

Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data

0 references

Functional Data Analysis for Sparse Longitudinal Data

0 references

From sparse to dense functional data and beyond

0 references

Statistical inferences for functional data

0 references

Optimal weighting schemes for longitudinal and functional data

0 references

Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data

0 references

Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators

0 references

A Simultaneous Confidence Band for Dense Longitudinal Regression

0 references

Q3911791

0 references

Moment inequalities for sums of dependent random variables under projective conditions

0 references

Identifiers

arXiv ID

2307.00264

0 references

DOI

10.1080/02331888.2023.2231114

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6132704