Kernel estimates under association: Strong uniform consistency
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- Association of Random Variables, with Applications
- Estimation of a Probability Density Function and Its Derivatives
- Moment bounds for associated sequences
- Nonparameteric estimation in mixing sequences of random variables
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Cited in
(47)- Exponential rates for kernel density estimation under association
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- Universal kernel-type estimation of random fields
- Exponential inequality for associated random variables
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- Universal weighted kernel-type estimators for some class of regression models
- Insensitivity of Nadaraya–Watson estimators to design correlation
- Convergence rates in the law of large numbers and in density estimation for associated random variables
- A note on the Lynden-Bell estimator under association
- Smooth estimate of quantiles under association
- Density estimation for associated sampling: A point process influenced approach
- On the blockwise bootstrap for empirical processes for stationary sequences
- Asymptotic normality of the kernel estimate of a probability density function under association
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
- A general method of density estimation for associated random variables
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- On kernel hazard rate function estimate for associated and left truncated data
- On the kernel estimation of a multivariate distribution function under positive dependence
- Kaplan-Meier estimator under association
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Conditional quantile estimation for truncated and associated data
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- On bandwidth choice for density estimation with dependent data
- An Esseen-type inequality for probability density functions, with an application
- Some inequalities for strong mixing random variables with applications to density estimation
- Kernel-type density and failure rate estimation for associated sequences
- Maximal inequality and complete convergence of non-identically distributed negatively associated sequences
- Kernel density estimation under negative superadditive dependence and its application for real data
- Multivariate probability density estimation for associated processes: Strong consistency and rates.
- Covariance and comparison inequalities under quadrant dependence
- kNN robustification equivariant nonparametric regression estimators for functional ergodic data
- Generalized covariance inequalities
- Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\)
- Histogram estimation of radon-nikodym derivatives for strong mixing data
- Weak convergence for stationary bootstrap empirical processes of associated sequences
- Rate of convergence of strong law of large numbers for positively associated sequences
- On kernel density and mode estimates for associated and censored data
- Some maximal inequalities and complete convergences of negatively associated random sequences
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- Asymptotic results for truncated-censored and associated data
- Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
- Asymptotic Results for an M-Estimator of the Regression Function for Quasi-Associated Processes
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- On the strong convergence rate for positively associated random variables
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