On some global measures of the deviations of density function estimates

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Asymptotic distributions of smoothed histograms
Asymptotic properties of nonparametric curve estimates
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate
Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables)
Kernel approximations of a Wiener process
Central limit theorem for quadratic forms for sparse tables
Central limit theorems for \(L_ p\)-norms of density estimators
Kernel density and hazard function estimation in the presence of censoring
Asymptotic maximal deviation of M-smoothers
Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
Fixed width confidence bands for densities under censoring
On the uniform complete convergence of density function estimates
Asymptotic normality of a quadratic measure of orthogonal series type density estimate
Maximum and minimum of one-dimensional diffusions
Probabilities of maximal deviations for nonparametric regression function estimates
Empirical Bayes rules and Gaussian processes
On some multivariate density estimates and empirical Bayes problems
Approximations of some hazard rate estimators in a competing risks model
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
A nonparametric measure of independence under a hypothesis of independent components
Consistency of a certain class of empirical density functions
Approximate distribution of the maximum deviation of histograms
A strong law of the empirical density function
On the invariance principle for sums of independent identically distributed random variables
Remark concerning data-dependent bandwidth choice in density estimation
Asymptotic distribution for a discrete version of integrated square error of multivariate density kernel estimators
A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
Limit theorems for global measures of deviation of kernel estimates for the intensity functions of inhomogeneous Poisson processes
Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
High excursions for nonstationary generalized chi-square processes
A nonparametric calibration analysis
A note on the integrated squared error of a kernel density estimator in non-smooth cases
The \(L_1\)-norm density estimator process
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
Weighted Bickel-Rosenblatt process and goodness of fit tests.
Bootstrap confidence bands for regression curves and their derivatives
On bootstrapping \(L_2\)-type statistics in density testing
On the Bickel-Rosenblatt test for first-order autoregressive models
Estimation of equifrequency histograms
A smooth simultaneous confidence band for correlation curve
Simultaneous confidence bands for expectile functions
Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative
Simultaneous quantile inference for non-stationary long-memory time series
Simultaneous nonparametric regression analysis of sparse longitudinal data
Verification of the hypotheses on the equality of densities of the distributions
Statistical tests in the partially linear additive regression models
Locally adaptive confidence bands
Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
Confidence bands in nonparametric regression with biased data
How to get central limit theorems for global errors of estimates.
Nonparametric tests for conditional symmetry
Uniform confidence bands in deconvolution with unknown error distribution
Goodness-of-fit testing of error distribution in linear measurement error models
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
Sequential confidence bands for densities under truncated and censored data
On the asymptotic expansion of the empirical process of long-memory moving averages
On the reliability of the chi-square test
Bootstrapping the mode
Testing monotonicity of regression.
Generalized likelihood ratio statistics and Wilks phenomenon
Convergence rates for density estimation with Bernstein polynomials.
An overview of nonparametric contributions to the problem of functional estimation from biased data
On the optimization of the weighted Bickel--Rosenblatt test
Kernel density estimators: convergence in distribution for weighted sup-norms
Sequential confidence bands for densities
Goodness-of-fit tests for long memory moving average marginal density
A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets
Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
Nonparametric tests for model selection with time series data
Extremes of locally stationary Gaussian and chi fields on manifolds
Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
Asymptotic confidence regions for density ridges
Multivariate goodness-of-fit tests based on Wasserstein distance
A review of uncertainty quantification for density estimation
Volatility coupling
Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing
Adaptive quantile computation for Brownian bridge in change-point analysis
Testing and estimation for clustered signals
Statistical dependence: beyond Pearson's
On automatic kernel density estimate-based tests for goodness-of-fit
Simultaneous inference for Berkson errors-in-variables regression under fixed design
A review of goodness-of-fit tests for models involving functional data
Extremes of vector-valued Gaussian processes
On the performance of weighted bootstrapped kernel deconvolution density estimators
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
A note on the performance of bootstrap kernel density estimation with small re-sample sizes
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Specification test for Markov models with measurement errors
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
Asymptotic confidence sets for the jump curve in bivariate regression problems
On convergence rates of suprema
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
Uniform confidence bands for nonparametric errors-in-variables regression
Inference on distribution functions under measurement error

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