Strong uniform consistency rates for estimators of conditional functionals
From MaRDI portal
Publication:1120220
DOI10.1214/aos/1176351047zbMath0672.62050OpenAlexW2047734884MaRDI QIDQ1120220
Wolfgang Karl Härdle, Robert J. Serfling, Paul Janssen
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176351047
Related Items
Estimation of conditional distribution functions from data with additional errors applied to shape optimization, Conditional empirical, quantile and difference processes for a large class of time series with applications, A uniform functional law of the logarithm for the local empirical process., Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions, Strong representation of a generalized product-limit estimator for truncated and censored data with some applications, Simultaneous confidence bands for expectile functions, Nonparametric estimation of distributional policy effects, Efficient estimation in local parametric regression analysis, On nonparametric kernel estimation of the mode of the regression function in the random design model, Semiparametric inference in a partial linear model, Covariate Adjusted Correlation Analysis with Application to FMR1 Premutation Female Carrier Data, Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model, A note on strong convergence rates in nonparametric regression, Testing Conditional Independence Restrictions, Extended Glivenko–Cantelli Theorem in Nonparametric Regression, Testing conditional independence via integrating-up transform, Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data, Bootstrap confidence bands and partial linear quantile regression, Testing for central symmetry, Correcting an estimator of a multivariate monotone function with isotonic regression, Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression, Uniform convergence of nonparametric regressions in competing risk models with right censoring, A Robbins-Monro procedure for estimation in semiparametric regression models, Nonparametric regression with nonparametrically generated covariates, Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function, UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES, Uniform asymptotic properties of a nonparametric regression estimator of conditional tails, Moment estimation in a semiparametric generalized linear model, On the weak convergence of the empirical conditional copula under a simplifying assumption, Strong uniform consistency results of the weighted average of conditional artificial data points, Equivalent kernels for smoothing splines, On the almost everywhere properties of the kernel regression estimate, CONFIDENCE BANDS IN QUANTILE REGRESSION, Almost sure uniform convergence rates for M-smoothers with non-monotone score functions, Semi-parametric estimation of partially linear single-index models, Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas, On pointwise laws of iterated logarithm for estimators of certain conditional functionals, Inference for covariate adjusted regression via varying coefficient models, Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles, Proportional cross-ratio model, Non‐parametric Regression with Dependent Censored Data, Semiparametric estimation of censored transformation models, An empirical process approach to the uniform consistency of kernel-type function estimators, Extending the scope of empirical likelihood, Estimation of conditional quantiles from data with additional measurement errors, Transfer of tail information in censored regression models, Uniform in bandwidth consistency of kernel-type function estimators, Asymptotics of kernel estimators based on local maximum likelihood, A Projection-Based Nonparametric Test of Conditional Quantile Independence, Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space, A conditional bootstrap procedure for reconstruction of the incubation period of AIDS, Distribution-free consistency of kernel non-parametric M-estimators., Consistency of error density and distribution function estimators in nonparametric regression., Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator.