On some global measures of the deviations of density function estimates

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

Asymptotic maximal deviation of M-smoothers
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 Bickel-Rosenblatt test for first-order autoregressive models
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
Probabilities of maximal deviations for nonparametric regression function estimates
Measures of Dependence and Tests of Independence
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
Nonparametric specification tests for conditional duration models
Testing for jumps in the presence of smooth changes in trends of nonstationary time series
Generalized likelihood ratio statistics and Wilks phenomenon
On the optimization of the weighted Bickel--Rosenblatt test
Testing functional inequalities
A consistent bootstrap test for conditional density functions with time-series data
A simple approach to the parametric estimation of potentially nonstationary diffusions
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Confidence bands in density estimation
Prediction via the quantile-copula conditional density estimator
Convergence rates for density estimation with Bernstein polynomials.
Testing monotonicity of regression.
The LIL for the Bickel-Rosenblatt test statistic
On asymptotic constants in the theory of extremes for Gaussian processes
Goodness-of-fit tests via phi-divergences
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
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
Simultaneous confidence bands for nonparametric regression with missing covariate data
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Testing goodness of fit for the distribution of errors in multivariate linear models
Local multiplicative bias correction for asymmetric kernel density estimators
Testing the Markov property with high frequency data
Revisiting the estimation of the error density in functional autoregressive models
On deconvolution with repeated measurements
Specification testing for regression models with dependent data
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
Local power properties of kernel based goodness of fit tests
Conditional quantile processes based on series or many regressors
Goodness-of-fit tests based on the empirical characteristic function
Nonparametric tests for conditional symmetry
On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
A partially linear framework for massive heterogeneous data
Nonparametric inference of discretely sampled stable Lévy processes
Bayes Hilbert spaces
Goodness of fit tests based on the L₂-norm of multivariate probability density functions
Estimation des densit�s: risque minimax
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
On the functional estimation of multivariate diffusion processes
Adaptive Confidence Bands for Nonparametric Regression Functions
On convergence rates of suprema
High excursions for nonstationary generalized chi-square processes
Bootstrap confidence bands for regression curves and their derivatives
Kernel estimation of multivariate cumulative distribution function
Incorporating short-term outcome information to predict long-term survival with discrete markers
Central limit theorem for asymmetric kernel functionals
A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
Estimating first-price auctions with an unknown number of bidders: a misclassification approach
Weak and strong uniform consistency of kernel regression estimates
On the invariance principle for sums of independent identically distributed random variables
Testing goodness of fit via nonparametric function estimation techniques
On adaptive inference and confidence bands
Nonparametric tests for model selection with time series data
Kernel-based nonlinear canonical analysis and time reversibility
Sieve bootstrap for smoothing in nonstationary time series
Theoretical analysis of nonparametric filament estimation
Nonparametric density estimation from censored data
Smooth simultaneous confidence bands for cumulative distribution functions
On goodness-of-fit tests for weakly dependent processes using kernel method
Maximum and minimum of one-dimensional diffusions
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
Central limit theorem for integrated square error of multivariate nonparametric density estimators
Testing additivity in generalized nonparametric regression models with estimated parameters
Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Local and global asymptotic inference in smoothing spline models
An updated review of goodness-of-fit tests for regression models
Central limit theorem for ISE of kernel density estimators in censored dependent model
Direct simultaneous inference in additive models and its application to model undernutrition
Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
Gaussian approximation of suprema of empirical processes
Testing the parametric specification of the diffusion function in a diffusion process
Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
Normality test for multivariate conditional heteroskedastic dynamic regression models
Central limit theorems for \(L_ p\)-norms of density estimators
Goodness-of-fit tests for copulas
Rate of strong uniform convergence of k-NN density estimates
Bootstrapping a consistent nonparametric goodness-of-fit test
A semiparametric model for cluster data
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

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