On limit distribution of maximal deviation of empirical distribution density and regression function. I.

DOI10.1137/S0040585X97985029MaRDI QIDQ2882292zbMATH OpenOpenAlexFDO

Authors M. S. Muminov

Publication date 4 May 2012

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97985029

zbMATH Keywords

confidence regionregression functiondistribution densitylocal stationarity of random fieldsnonparametric kernel estimatessequence of random vectorstesting statistical hypothesisWiener process with multidimensional parameter

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• On limit distribution of maximal deviation of empirical distribution density and regression function. II.
• scientific article; zbMATH DE number 4149357
• scientific article; zbMATH DE number 3856204
• scientific article; zbMATH DE number 1834021
• The limit distribution of the maximal deviation of a spline estimate of a probability density
• The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate
• Limiting distributions for \(L_1\) regression estimators under general conditions
• scientific article; zbMATH DE number 1347938

Cited in

(10)

• A simple approach to construct confidence bands for a regression function with incomplete data
• On the limit distribution of a quadrativ deviation of a recurrent kernel estimate of distribution density
• On limit distribution of maximal deviation of empirical distribution density and regression function. II.
• A note on the performance of bootstrap kernel density estimation with small re-sample sizes
• scientific article; zbMATH DE number 1834021 (Why is no real title available?)
• scientific article; zbMATH DE number 3856204 (Why is no real title available?)
• scientific article; zbMATH DE number 4149357 (Why is no real title available?)
• scientific article; zbMATH DE number 3901812 (Why is no real title available?)
• The limit distribution of the maximal deviation of a spline estimate of a probability density
• On the maximal deviation of kernel regression estimators with NMAR response variables

This page was built for publication: On limit distribution of maximal deviation of empirical distribution density and regression function. I.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2882292)