On some global measures of the deviations of density function estimates

Cited In (only showing first 100 items - show all)

Sup-norm convergence rates for Lévy density estimation
Sequential testing of gradual changes in the drift of a stochastic process
Goodness-of-fit test for directional data
Estimation and specification testing in female labor participation models: parametric and semiparametric methods
A smooth simultaneous confidence corridor for the mean of sparse functional data
Confidence bands for least squares support vector machine classifiers: a regression approach
Kernel density and hazard function estimation in the presence of censoring
Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Density based tests for goodness-of-fit
Kernel density estimators: convergence in distribution for weighted sup-norms
Simultaneous confidence bands for expectile functions
Spline confidence bands for variance functions
Polynomial spline confidence bands for time series trend
Modelling time trend via spline confidence band
Asymptotic distributions of smoothed histograms
Asymptotic properties of nonparametric curve estimates
The \(L_1\)-norm density estimator process
Kernel approximations of a Wiener process
Evaluating subject-level incremental values of new markers for risk classification rule
Efficient and fast spline-backfitted kernel smoothing of additive models
On Asymptotic Minimaxity of Kernel-based Tests
Asymptotic distributions of error density and distribution function estimators in nonparametric regression
Weighted KS statistics for inference on conditional moment inequalities
How to get central limit theorems for global errors of estimates.
A note on the Jarque-Bera normality test for GARCH innovations
Sieve-based confidence intervals and bands for Lévy densities
Confidence bands in nonparametric time series regression
A goodness-of-fit test for GARCH innovation density
Strong uniform consistency and asymptotic normality of a kernel based error density estimator in functional autoregressive models
Asymptotic properties in ARCH(p)-time series
A nonparametric calibration analysis
Density estimation in the simple proportional hazards model
Global property of error density estimation in nonlinear autoregressive time series models
On the asymptotic expansion of the empirical process of long-memory moving averages
Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions
A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
Maximum deviation of error density estimators in censored linear regression
Nonparametric signal detection with small type I and type II error probabilities
Testing parametric conditional distributions using the nonparametric smoothing method
On approximating the probability of a large excursion of a nonstationary Gaussian process
One bootstrap suffices to generate sharp uniform bounds in functional estimation
Confidence bands in quantile regression
The Bickel-Rosenblatt test for continuous time stochastic volatility models
Nonparametric Versus Parametric Goodness of Fit
Simultaneous nonparametric inference of time series
Scan clustering: A false discovery approach
Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
Consistency of kernel density estimators for causal processes
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
Testing homoscedasticity in nonparametric regression
Kernel estimation for time series: an asymptotic theory
Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative
Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood
Limit theorems for global measures of deviation of kernel estimates for the intensity functions of inhomogeneous Poisson processes
Goodness-of-fit test for hazard rate
Simultaneous bootstrap confidence bands in nonparametric regression
Nonparametric specification tests for stochastic volatility models based on volatility density
A nonparametric measure of independence under a hypothesis of independent components
Landmark prediction of long-term survival incorporating short-term event time information
Global Bahadur representation for nonparametric censored regression quantiles and its applications
Nonparametric tests of the Markov hypothesis in continuous-time models
Non parametric derivative estimation with confidence bands
Simultaneous confidence bands for the distribution function of a finite population in stratified sampling
Semi-nonparametric estimation and misspecification testing of diffusion models
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
A direct approach to inference in nonparametric and semiparametric quantile models
Nonparametric inference of quantile curves for nonstationary time series
Parametric and nonparametric models and methods in financial econometrics
Density testing in a contaminated sample
A note on testing symmetry of the error distribution in linear regression models
Distribution Estimates Consistent in χ²-Divergence
International market links and volatility transmission
Weak convergence of the supremum distance for supersmooth kernel deconvolution
Simultaneous confidence bands for time-series prediction function
Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
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
An overview of nonparametric contributions to the problem of functional estimation from biased data
Extremes of spherical fractional Brownian motion
Extremes of vector-valued Gaussian processes
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
Simultaneous Inferences on the Contrast of Two Hazard Functions with Censored Observations
A smooth simultaneous confidence band for correlation curve
A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
On the maximum deviation between the histogram and the underlying density
On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
Inference of the trend in a partially linear model with locally stationary regressors
Asymptotics for L2-norm of ARCH innovation density estimator
Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods
Moving estimates test with time varying bandwidth
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
Simultaneous quantile inference for non-stationary long-memory time series
On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Simultaneous confidence band for single-index random effects models with longitudinal data
A note on Jarque-Bera normality test for ARMA-GARCH innovations
Empirical likelihood tests for two-sample problems via nonparametric density estimation
On local power properties of frequency domain-based tests for stationarity

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