Pointwise wavelet change-points estimation for dependent biased sample
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- scientific article; zbMATH DE number 1271136
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Cites work
- scientific article; zbMATH DE number 5361942 (Why is no real title available?)
- scientific article; zbMATH DE number 2104207 (Why is no real title available?)
- A connection between supermodular ordering and positive/negative association.
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Generalized kernel regression estimator for dependent size-biased data
- Jump and sharp cusp detection by wavelets
- Kernel regression in the presence of size-bias
- M-test in linear models with negatively superadditive dependent errors
- Negatively superadditive dependence of random variables with applications.
- Non parametric regression estimations over \(L^{p}\) risk based on biased data
- Nonparametric wavelet regression based on biased data
- On minimaxity of block thresholded wavelets under elliptical symmetry
- On multivariate kernel estimation for samples from weighted distributions
- On the minimax optimality of block thresholded wavelet estimators with long memory data
- Pointwise density estimation for biased sample
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
- Wavelet change-point estimation for long memory non-parametric random design models
- Wavelet estimation of a regression function with a sharp change point in a random design
- Wavelet methods in statistics with R
- Wavelet-based estimation of regression function for dependent biased data under a given random design
Cited in
(4)- Strong consistency of wavelet estimator for biased nonparametric regression function under strong mixing
- Wavelet change-point estimation for long memory non-parametric random design models
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample
- Wavelet change-point estimation for the density based on biased sample
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