| Publication | Date of Publication | Type |
|---|
Empirical likelihood based confidence regions for functional of copulas
Journal of Nonparametric Statistics | 2025-01-22 | Paper |
Asymptotic normality for the wavelet partially linear additive model components estimation
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors
Metrika | 2024-10-22 | Paper |
Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
Mathematical Methods of Statistics | 2024-08-15 | Paper |
Asymptotic properties of conditional U -statistics using delta sequences
Communications in Statistics. Theory and Methods | 2024-07-16 | Paper |
Limit theorems for a class of processes generalizing the U -empirical process
Stochastics | 2024-06-05 | Paper |
The Bahadur representation for empirical and smooth quantile estimators under association
Methodology and Computing in Applied Probability | 2024-06-04 | Paper |
Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data*
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Central limit theorems for functional Z -estimators with functional nuisance parameters
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
Renewal type bootstrap for \(U\)-process Markov chains
Markov Processes and Related Fields | 2024-05-15 | Paper |
Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
Mathematical Methods of Statistics | 2024-05-06 | Paper |
Weak convergence of the conditional U-statistics for locally stationary functional time series
Statistical Inference for Stochastic Processes | 2024-04-29 | Paper |
On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates
Acta Universitatis Sapientiae. Mathematica | 2024-01-31 | Paper |
Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
Communications in Statistics: Theory and Methods | 2023-11-17 | Paper |
Asymptotic normality of the regression mode in the nonparametric random design model for censored data
Communications in Statistics: Theory and Methods | 2023-09-11 | Paper |
Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
Sankhyā. Series A | 2023-08-21 | Paper |
Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
Sankhyā. Series A | 2023-08-07 | Paper |
On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
Physica A | 2023-08-07 | Paper |
General tests of conditional independence based on empirical processes indexed by functions
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
Journal of Mathematical Inequalities | 2023-07-24 | Paper |
| scientific article; zbMATH DE number 7712510 (Why is no real title available?) | 2023-07-13 | Paper |
Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
Mathematical Methods of Statistics | 2023-05-17 | Paper |
The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data
Revista Matemática Complutense | 2023-05-09 | Paper |
Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
Statistical Inference for Stochastic Processes | 2023-04-04 | Paper |
Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
Journal of Multivariate Analysis | 2023-03-17 | Paper |
General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
Physica A | 2023-01-17 | Paper |
Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
Japanese Journal of Statistics and Data Science | 2022-12-13 | Paper |
Local linear estimate of the functional expectile regression
Statistics & Probability Letters | 2022-12-02 | Paper |
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
Journal of Nonparametric Statistics | 2022-11-23 | Paper |
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Nonparametric recursive method for moment generating function kernel-type estimators
Statistics & Probability Letters | 2022-03-04 | Paper |
Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES | 2022-02-22 | Paper |
Nonparametric estimation of expectile regression in functional dependent data
Journal of Nonparametric Statistics | 2022-02-18 | Paper |
The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
Statistics & Risk Modeling | 2022-02-18 | Paper |
Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
Revista Matemática Complutense | 2021-09-30 | Paper |
On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
Journal of Nonparametric Statistics | 2021-09-01 | Paper |
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
Journal of Nonparametric Statistics | 2021-09-01 | Paper |
Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
Journal of Nonparametric Statistics | 2021-05-19 | Paper |
| A nonparametric test of independence based on L_1-error | 2021-05-05 | Paper |
| General inference in semiparametric models through divergences and the duality technique with applications | 2021-03-30 | Paper |
The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
Journal of Multivariate Analysis | 2021-03-12 | Paper |
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Journal of Mathematical Analysis and Applications | 2021-03-04 | Paper |
Cramér's type results for some bootstrapped \(U\)-statistics
Statistical Papers | 2020-11-02 | Paper |
| Some selected topics for the bootstrap of the empirical and quantile processes | 2020-08-12 | Paper |
On the nonparametric estimation of the functional expectile regression
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2020-08-03 | Paper |
Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
Journal of Statistical Theory and Practice | 2020-07-07 | Paper |
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
Journal of Nonparametric Statistics | 2020-06-24 | Paper |
Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
Mathematical Methods of Statistics | 2019-11-14 | Paper |
Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
Test | 2019-09-18 | Paper |
Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
Statistics & Probability Letters | 2019-09-05 | Paper |
General tests of independence based on empirical processes indexed by functions
Statistical Methodology | 2019-03-13 | Paper |
Statistical tests in the partially linear additive regression models
Statistical Methodology | 2019-03-13 | Paper |
A semiparametric maximum likelihood ratio test for the change point in copula models
Statistical Methodology | 2019-01-14 | Paper |
The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
Nonparametric recursive method for kernel-type function estimators for spatial data
Statistics & Probability Letters | 2018-06-20 | Paper |
Almost sure central limit theorem for the hybrid process
Statistics | 2018-06-20 | Paper |
Uniform in bandwidth consistency of nonparametric regression based on copula representation
Statistics & Probability Letters | 2018-06-14 | Paper |
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
Some asymptotic results for the integrated empirical process with applications to statistical tests
Communications in Statistics: Theory and Methods | 2017-07-27 | Paper |
Strong approximations for weighted bootstrap of empirical and quantile processes with applications
Statistical Methodology | 2017-06-29 | Paper |
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
Mathematical Methods of Statistics | 2017-05-24 | Paper |
Additive regression model for stationary and ergodic continuous time processes
Communications in Statistics: Theory and Methods | 2017-05-02 | Paper |
Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
Communications in Statistics: Theory and Methods | 2017-04-25 | Paper |
Some applications of the strong approximation of the integrated empirical copula processes
Mathematical Methods of Statistics | 2017-04-21 | Paper |
Kac's representation for empirical copula process from an asymptotic viewpoint
Statistics & Probability Letters | 2017-02-21 | Paper |
On the hybrids of \(k\)-spacing empirical and partial sum processes
Revista Matemática Complutense | 2017-01-31 | Paper |
Some uniform consistency results in the partially linear additive model components estimation
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
Mathematical Methods of Statistics | 2016-03-17 | Paper |
On the local time of the weighted bootstrap and compound empirical processes
Stochastic Analysis and Applications | 2015-10-23 | Paper |
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Asymptotic results for hybrids of empirical and partial sums processes
Statistical Papers | 2014-10-24 | Paper |
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Mathematical Methods of Statistics | 2014-10-15 | Paper |
Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
Sequential Analysis | 2014-08-07 | Paper |
\(K\)-sample problem using strong approximations of empirical copula processes
Mathematical Methods of Statistics | 2014-03-10 | Paper |
New kernel-type estimator of Shanonn's entropy
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2014-03-05 | Paper |
On general bootstrap of empirical estimator of a semi-Markov kernel with applications
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Strong approximation of empirical copula processes by Gaussian processes
Statistics | 2013-11-21 | Paper |
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
Mathematical Methods of Statistics | 2013-11-21 | Paper |
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-10-18 | Paper |
New entropy estimator with an application to test of normality
Communications in Statistics. Theory and Methods | 2013-07-04 | Paper |
A strong invariance theorem of the tail empirical copula processes
Communications in Statistics: Theory and Methods | 2013-06-25 | Paper |
Dual divergence estimators of the tail index
ISRN Probability and Statistics | 2013-06-03 | Paper |
Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
Electronic Journal of Statistics | 2013-05-28 | Paper |
Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy
Electronic Journal of Statistics | 2013-05-28 | Paper |
On the strong approximation of bootstrapped empirical copula processes with applications
Mathematical Methods of Statistics | 2013-01-23 | Paper |
New two-sample tests based on the integrated empirical copula processes
Statistics | 2012-06-25 | Paper |
Test of symmetry based on copula function
Journal of Statistical Planning and Inference | 2012-05-04 | Paper |
General bootstrap for dual \(\phi\)-divergence estimates
Journal of Probability and Statistics | 2012-03-13 | Paper |
Some new multivariate tests of independence
Mathematical Methods of Statistics | 2011-11-24 | Paper |
On the multivariate two-sample problem using strong approximations of empirical copula processes
Communications in Statistics: Theory and Methods | 2011-06-10 | Paper |
| scientific article; zbMATH DE number 5770895 (Why is no real title available?) | 2010-08-16 | Paper |
| New estimates and tests of independence in some copula models | 2010-05-28 | Paper |
New estimates and tests of independence in some copula models
(available as arXiv preprint) | 2010-05-28 | Paper |
| New estimates and tests of independence in some copula models | 2010-05-28 | Paper |
A semiparametric test of independence in copula models for censored data
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-04-15 | Paper |
Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
A New Test Procedure of Independence in Copula Models via χ2-Divergence
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
A strong consistency of a nonparametric estimate of entropy under random censorship
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-06-30 | Paper |
Estimation and tests of independence in copula models via divergences
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-06-10 | Paper |
A test of independence in some copula models
Mathematical Methods of Statistics | 2009-06-02 | Paper |
| Approximation for general bootstrap of empirical processes with an application to kernel-type density estimation | 2009-03-28 | Paper |
| On the strong approximation and functional limit laws for the increments of the non-overlapping k-spacings processes | 2008-07-24 | Paper |
