DOI10.1016/0167-7152(92)90284-CzbMath0757.62024OpenAlexW2064411434MaRDI QIDQ1199868
George G. Roussas, Zong-Wu Cai
Publication date: 17 January 1993
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90284-c
Asymptotic normality of spline estimator when the errors are a linear stationary process,
Histogram estimation of radon-nikodym derivatives for strong mixing data,
Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation,
Uniform strong consistency of kernel density estimators under dependence,
Smooth estimate of quantiles under association,
Asymptotic properties of Kaplan-Meier estimator for censored dependent data,
Asymptotic normality of residual density estimator in stationary and explosive autoregressive models,
Recursive and non-recursive kernel estimation of negative cumulative residual extropy under \(\alpha\)-mixing dependence condition,
Simulating risk measures via asymptotic expansions for relative errors,
A simulation-based method for estimating systemic risk measures,
Asymptotic normality of the regression mode in the nonparametric random design model for censored data,
Unnamed Item,
On the strong uniform consistency of the mode estimator for censored time series,
Asymptotic properties of conditional quantile estimator for censored dependent observations,
Kernel type smoothed quantile estimation under long memory,
Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data,
Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions,
Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation,
Uniform strong estimation under \(\alpha\)-mixing, with rates,
Strong convergence in nonparametric regression with truncated dependent data,
Average regression surface for dependent data,
Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing,
Asymptotic normality of wavelet density estimator under censored dependent observations,
Berry-esseen bounds for smooth estimator of a distribution function under association,
Survival function and density estimation for truncated dependent data,
Local polynomial estimation of a conditional mean function with dependent truncated data,
A note on quantile estimation for long-range dependent stochastic processes,
Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors,
Nonparametric estimation of the hazard function under dependence conditions,
Estimating a distribution function for censored time series data,
A semiparametric additive rate model for a modulated renewal process,
Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series,
Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses,
A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences,
Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1\)],
EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA,
A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples,
Estimation of the Renyi's residual entropy of order \(\alpha\) with dependent data,
Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions,
Kernel density and hazard rate estimation for censored dependent data,
A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data,
Nonlinear wavelet density estimation with censored dependent data,
A Quantile‐based Test for Symmetry of Weakly Dependent Processes,
Weak convergence for smooth estimator of a distribution function under negative association