On the maximal deviation of k-dimensional density estimates
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Publication:1243975
DOI10.1214/AOP/1176995945zbMATH Open0369.62028OpenAlexW1976525622MaRDI QIDQ1243975FDOQ1243975
Authors: Murray Rosenblatt
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995945
Nonparametric estimation (62G05) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)
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- Hypothesis testing for varying coefficient models in tail index regression
- On confidence bands for multivariate nonparametric regression
- A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
- Multivariate goodness-of-fit tests based on kernel density estimators
- Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
- Goodness-of-fit tests based on the empirical characteristic function
- Confidence Corridors for Multivariate Generalized Quantile Regression
- Simultaneous nonparametric inference of time series
- Maximal deviation theory of some estimators of prior distribution functions
- A review of uncertainty quantification for density estimation
- Weak and strong uniform consistency of kernel regression estimates
- Theoretical analysis of nonparametric filament estimation
- Nonparametric density estimation from censored data
- Bootstrapping density estimates
- Non parametric derivative estimation with confidence bands
- On the lrerror in histogram density estimation: The multidimensional case
- On semiparametric inference for periodically modulated density functions
- Extremes of locally stationary Gaussian and chi fields on manifolds
- State-domain change point detection for nonlinear time series regression
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