On some global measures of the deviations of density function estimates

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A goodness-of-fit test of the errors in nonlinear autoregressive time series models
Bootstrap choice of tuning parameters
Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
Weak convergence of the supremum distance for supersmooth kernel deconvolution
An overview of sequential nonparametric density estimation
Simultaneous confidence band for the difference of regression functions of two samples
Asymptotic maximal deviation of M-smoothers
Limit laws on extremes of nonhomogeneous Gaussian random fields
Bootstrapping a consistent nonparametric goodness-of-fit test
Inference for High-Dimensional Exchangeable Arrays
On bootstrapping \(L_2\)-type statistics in density testing
On the choice of the smoothing parameter for the BHEP goodness-of-fit test
On the performance of weighted bootstrapped kernel deconvolution density estimators
Probabilities of maximal deviations for nonparametric regression function estimates
On the Bickel-Rosenblatt test for first-order autoregressive models
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
Confidence regions for images observed under the Radon transform
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
Central limit theorem for quadratic forms for sparse tables
Simultaneous confidence bands for time-series prediction function
A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
Measures of Dependence and Tests of Independence
Nonparametric specification tests for conditional duration models
Testing for jumps in the presence of smooth changes in trends of nonstationary time series
Sup-norm convergence rates for Lévy density estimation
Sequential testing of gradual changes in the drift of a stochastic process
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
An overview of nonparametric contributions to the problem of functional estimation from biased data
Impossibility of weak convergence of kernel density estimators to a non-degenerate law in \(L_{2}(\mathbb R^{d})\)
Generalized likelihood ratio statistics and Wilks phenomenon
Testing functional inequalities
On the optimization of the weighted Bickel--Rosenblatt test
Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times
Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error
Asymptotic confidence regions for density ridges
Goodness-of-fit test for directional data
Verification of the hypotheses on the equality of densities of the distributions
Confidence bands for least squares support vector machine classifiers: a regression approach
Statistical tests in the partially linear additive regression models
Locally adaptive confidence bands
Estimation and specification testing in female labor participation models: parametric and semiparametric methods
Extremes of spherical fractional Brownian motion
Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
A smooth simultaneous confidence corridor for the mean of sparse functional data
Kernel density and hazard function estimation in the presence of censoring
Simultaneous nonparametric regression analysis of sparse longitudinal data
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
A consistent bootstrap test for conditional density functions with time-series data
A simple approach to the parametric estimation of potentially nonstationary diffusions
Extremes of vector-valued Gaussian processes
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
On deviations between kernel-type estimators of a distribution density in \(p\geq2\) independent samples
Remark concerning data-dependent bandwidth choice in density estimation
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Adjusted Confidence Bands in Nonparametric Regression
Estimation of equifrequency histograms
Kernel density estimators: convergence in distribution for weighted sup-norms
Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density
Confidence bands in density estimation
Density based tests for goodness-of-fit
Prediction via the quantile-copula conditional density estimator
Simultaneous confidence bands for expectile functions
On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
Polynomial spline confidence bands for time series trend
Multiscale adaptive inference on conditional moment inequalities
Modelling time trend via spline confidence band
Asymptotic distributions of smoothed histograms
Asymptotic properties of nonparametric curve estimates
An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative
Quantifying Robotic Swarm Coverage
Simultaneous Inferences on the Contrast of Two Hazard Functions with Censored Observations
Marginal Regression Model with Time-Varying Coefficients for Panel Data
Kernel approximations of a Wiener process
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Evaluating subject-level incremental values of new markers for risk classification rule
The \(L_1\)-norm density estimator process
Spline confidence bands for variance functions
Convergence rates for density estimation with Bernstein polynomials.
Testing monotonicity of regression.
Efficient and fast spline-backfitted kernel smoothing of additive models
The LIL for the Bickel-Rosenblatt test statistic
On asymptotic constants in the theory of extremes for Gaussian processes
A smooth simultaneous confidence band for correlation curve
On confidence bands for multivariate nonparametric regression
On Asymptotic Minimaxity of Kernel-based Tests
A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
Asymptotic distributions of error density and distribution function estimators in nonparametric regression
On the Bickel-Rosenblatt test of goodness-of-fit for the residuals of autoregressive processes
Goodness-of-fit tests via phi-divergences
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
Weighted KS statistics for inference on conditional moment inequalities
Simultaneous confidence bands for nonparametric regression with missing covariate data
Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
The Bickel--Rosenblatt test for diffusion processes
How to get central limit theorems for global errors of estimates.
On the maximum deviation between the histogram and the underlying density
Local multiplicative bias correction for asymmetric kernel density estimators

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