Weak and strong uniform consistency of kernel regression estimates

From MaRDI portal
Publication:3959285

DOI10.1007/BF00539840zbMath0495.62046MaRDI QIDQ3959285

Y. P. Mack, Bernhard W. Silverman

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)


zbMATH Keywords

bandwidthkernel methoddensity estimationregression estimationwindowuniform consistency


Mathematics Subject Classification ID

Nonparametric estimation (62G05)


Related Items

A new variable selection approach for varying coefficient models, Efficient estimation for the heteroscedastic single-index varying coefficient models, Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains., Modified kernel regression estimation with functional time series data, Checking the adequacy for a distortion errors-in-variables parametric regression model, Composite quantile regression and variable selection in single-index coefficient model, Adaptive jump-preserving estimates in varying-coefficient models, Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations, Partially linear single-index proportional hazards model with current status data, Statistical inference on restricted linear regression models with partial distortion measurement errors, Quantile estimation for a hybrid model of functional and varying coefficient regressions, A nonparametric calibration analysis, Semiparametric varying-coefficient model with right-censored and length-biased data, Profile likelihood inferences on semiparametric varying-coefficient partially linear models, Nonparametric regression with errors in variables and applications, Estimation and inference for additive partially nonlinear models, Adaptive nonparametric estimation of a multivariate regression function, Asymptotics of conditional empirical processes, Nonparametric regression with heteroscedastic long memory errors, Strong uniform consistency of nonparametric regression function estimates, Generalized nonparametric smoothing with mixed discrete and continuous data, Adjusted empirical likelihood for varying coefficient partially linear models with censored data, Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors, Asymptotic maximal deviation of M-smoothers, On the estimation of monotone uniform approximations, Semiparametric quantile estimation for varying coefficient partially linear measurement errors models, A strong law of large numbers for nonparametric regression, Multivariate regression estimation: Local polynomial fitting for time series, Statistical inference in partially time-varying coefficient models, Partially linear single-index model with missing responses at random, Statistical inference in partially-varying-coefficient single-index model, Estimation and inference of semi-varying coefficient models with heteroscedastic errors, Estimation and inference for varying coefficient partially nonlinear models, Nonparametric estimation of a log-variance function in scale-space, Variable selection of the quantile varying coefficient regression models, Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data, Efficient estimation for error component seemingly unrelated nonparametric regression models, Parameter estimation for the logistic regression model under case-control study, Rank-based inference for the single-index model, Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates, Estimation in a partially linear single-index model with missing response variables and error-prone covariates, Minimum distance conditional variance function checking in heteroscedastic regression models, Estimated conditional score function for missing mechanism model with nonignorable nonresponse, Difference based estimation for partially linear regression models with measurement errors, Estimation for the single-index models with random effects, Nonparametric regression estimation under mixing conditions, Minimum distance regression model checking, Lack-of-fit testing of a regression model with response missing at random, Parametric component detection and variable selection in varying-coefficient partially linear models, Empirical likelihood for partially linear additive errors-in-variables models, Maximum deviation of error density estimators in censored linear regression, Single-index composite quantile regression, Empirical likelihood-based inference in varying-coefficient single-index models, The functional nonparametric model and applications to spectrometric data, On local slope estimation in partial linear models under Gaussian subordination, Estimation for varying coefficient partially nonlinear models with distorted measurement errors, Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements, Statistical inference on partial linear additive models with distortion measurement errors, Estimation in generalised varying-coefficient models with unspecified link functions, A two-stage approach to semilinear in-slide models, Uniform asymptotic properties of a nonparametric regression estimator of conditional tails, Quantile regression for robust inference on varying coefficient partially nonlinear models, Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth, Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression, Statistical inference on seemingly unrelated single-index regression models, Estimation in covariate-adjusted regression, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, On the almost everywhere properties of the kernel regression estimate, Local polynomial fitting in semivarying coefficient model, Two-step likelihood estimation procedure for varying-coefficient models, Estimation on semivarying coefficient models with different degrees of smoothness, Presmoothing the transition probabilities in the illness-death model, Simultaneous confidence band and hypothesis test in generalised varying-coefficient models, Detection of a change point based on local-likelihood, Nonparametric estimation of varying coefficient error-in-variable models with validation sampling, A constructive approach to the estimation of dimension reduction directions, Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors, Nonparametric regression estimation with general parametric error covariance, Minimum distance regression model checking with Berkson measurement errors, On the estimation of a monotone conditional variance in nonparametric regression, Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing, A simple nonparametric estimator of a strictly monotone regression function, Rank reducible varying coefficient model, Semiparametric quasilikelihood and variance function estimation in measurement error models, Direct estimation of low-dimensional components in additive models., On nonparametric estimation of mean functionals, Large and moderate deviations principles for kernel estimators of the multivariate regression, The pointwise rate of convergence of the kernel regression estimate, Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters, Estimation for a marginal generalized single-index longitudinal model, Statistical estimation in varying coefficient models with surrogate data and validation sampling, Statistical estimation in varying coefficient models, Statistical inference on parametric part for partially linear single-index model, Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation, Nonparametric analysis of covariance., Likelihood-based local polynomial fitting for single-index models, Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators, Single-index composite quantile regression with heteroscedasticity and general error distributions, A comparison of Kriging with nonparametric regression methods, Consistency of error density and distribution function estimators in nonparametric regression., Quantile regression estimation for distortion measurement error data, Varying-coefficient single-index measurement error model, Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators, Efficient Estimation for Dimension Reduction with Censored Survival Data, Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates, General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors, Single-index varying-coefficient models with missing covariates at random, Nonparametric estimation of density, regression and dependence coefficients, On nonparametric kernel estimation of the mode of the regression function in the random design model, Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors, Presmoothed kernel density estimator for censored data, A note on the semiparametric approach to dimension reduction, Sequential methods for bounding the error in nonparametric regression, Estimation and variable selection for a class of quantile regression models with multiple index, Estimation and variable selection for partially linear additive models with measurement errors, Spline confidence bands for variance functions, Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates, Statistical inferences for varying coefficient partially non linear model with missing covariates, Detection of marginal heteroscedasticity for partial linear single-index models, Linear regression models with general distortion measurement errors, Testing symmetry for additive distortion measurement errors data, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient1, Nonlinear regression models with profile nonlinear least squares estimation, Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion, Partial index additive models with additive distortion measurement errors, Detection the symmetry or asymmetry of model errors in partial linear models, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Testing conditional independence via integrating-up transform, Statistical inference for the partially linear single-index model of panel data with serially correlated error structure, Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory, Nonparametric analysis of competing risks data with event category missing at random, Estimation of nonparametric additive models with high order spatial autoregressive errors, Logarithmic calibration for multiplicative distortion measurement errors regression models, Estimation of correlation coefficient with general distortion measurement errors, On sufficient conditions for the consistency of local linear kernel estimators, Statistical inference on restricted partial linear regression models with partial distortion measurement errors, Correlation analysis with additive distortion measurement errors, Kernel density estimation for multiplicative distortion measurement regression models, Policy Optimization Using Semiparametric Models for Dynamic Pricing, Fréchet single index models for object response regression, Bandwidth selection for statistical matching and prediction, Absolute logarithmic calibration for correlation coefficient with multiplicative distortion, Model averaging for semiparametric varying coefficient quantile regression models, Model checking for multiplicative linear regression models with mixed estimators, A penalised bootstrap estimation procedure for the explained Gini coefficient, Nonlinear multiplicative distortion regression models with second-order estimation, On estimating the marginal distribution of a detrended series with long memory, Partial linear single-index models with additive distortion measurement errors, Estimation and variable selection in single-index composite quantile regression, Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis, Quantile regression and variable selection for the single-index model, Robust variable selection for the varying coefficient model based on compositeL1–L2regression, Empirical likelihood inferences for varying coefficient partially nonlinear models, Semiparametric model average prediction in panel data analysis, Presmoothed estimation of the density function with truncated and censored data, Weighted composite quantile regression for partially linear varying coefficient models, Efficient estimation for time-dynamic longitudinal single-index model, Presmoothed Kaplan–Meier and Nelson–Aalen estimators, Strong consistency of presmoothed Kaplan–Meier integrals when covariables are present, UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION, Estimating a Convex Function in Nonparametric Regression, Local linear estimating equations: uniform consistency and rate of convergence, Testing homoscedasticity in nonparametric regression, Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors, Semiparametric efficient inferences for generalised partially linear models, Presmoothed Estimation with Left-Truncated and Right-Censored Data, Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function, Wavelet-Based estimation of multivariate regression functions in besov spaces*, Surface estimation under local stationarity, Efficient estimation in heteroscedastic single-index models, Statistical Inference on Partially Linear Additive Models with Missing Response Variables and Error-prone Covariates, Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation, Detection of the symmetry of model errors for partial linear single-index models, Nonparametric quantile regression with missing data using local estimating equations, Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model, A Functional Wavelet–Kernel Approach for Time Series Prediction, Empirical likelihood for varying coefficient partially nonlinear model with missing responses, Consistency of modified kernel regression estimation for functional data, Twicing local linear kernel regression smoothers, Estimation in Partially Linear Single-Index Models with Missing Covariates, Statistical Inference in Partially Linear Varying-Coefficient Models with Missing Responses at Random, A note on uniform consistency of monotone function estimators, Some stochastics on monotone functions, Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data, Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories, SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC, On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates, New Robust Variable Selection Methods for Linear Regression Models, Estimation and model identification of longitudinal data time-varying nonparametric models, Estimation of partially conditional average treatment effect by double kernel-covariate balancing, Sufficient dimension reduction in the presence of controlling variables, A plug-in the number of knots selector for polynomial spline regression, Estimation of regression parameters in a semiparametric transformation model, A simple approach to construct confidence bands for a regression function with incomplete data, Quantile regression and variable selection of single-index coefficient model, Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function, A minimum projected-distance test for parametric single-index Berkson models, Partial linear single index models with distortion measurement errors, Two-stage estimation for seemingly unrelated nonparametric regression models, New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models, Single-index composite quantile regression for massive data, Presmoothing the Aalen-Johansen estimator in the illness-death model, Efficient estimation of seemingly unrelated additive nonparametric regression models, Testing strict monotonicity in nonparametric regression, Varying coefficient models having different smoothing variables with randomly censored data, Asymptotic-based bandwidth selection for the presmoothed density estimator with censored data, UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH, Robust inference in generalized partially linear models, Semiparametric varying-coefficient study of mean residual life models, The adaptive L1-penalized LAD regression for partially linear single-index models, Asymptotic properties for estimation of partial linear models with censored data, A note on estimating a smooth monotone regression by combining kernel and density estimates, Uniform convergence rates for wavelet curve estimation in sup-norm loss, On approximation theorems for the Euler characteristic with applications to the bootstrap, Nonparametric covariate adjustment for receiver operating characteristic curves, Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression, Two-stage efficient estimation of longitudinal nonparametric additive models, Estimation in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables, Estimation of the covariance matrix of random effects in longitudinal studies, Generalized partially linear varying-coefficient models, A jump-detecting procedure based on spline estimation, Variable selection in semiparametric regression modeling, Analyzing right-censored and length-biased data with varying-coefficient transformation model, Nonparametric regression estimation for dependent functional data: asymptotic normality, On bootstrap consistency of MAVE for single index models, Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data, Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data, Quantile regression and variable selection for partially linear model with randomly truncated data, [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau], Empirical likelihood for semiparametric varying-coefficient partially linear regression models, Robust estimation for the varying coefficient partially nonlinear models, A consistent local linear estimator of the covariate adjusted correlation coefficient, Empirical likelihood based inference for the derivative of the nonparametric regression function, Minimum distance model checking in Berkson measurement error models with validation data, A double varying-coefficient modeling approach for analyzing longitudinal observations, Estimation of a rank-reduced functional-coefficient panel data model with serial correlation, Weighted composite quantile regression for single index model with missing covariates at random, Partial linear models with general distortion measurement errors, Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models, Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response, Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity, Walsh-average based variable selection for varying coefficient models, Empirical likelihood-based inferences in varying coefficient models with missing data, Non parametric derivative estimation with confidence bands, Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators, Kernel density estimation for partial linear multivariate responses models, Specification tests for the distribution of errors in nonparametric regression: a martingale approach, Estimation of a change point in the variance function based on the χ2-distribution, UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA, Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors, Modal linear regression models with additive distortion measurement errors, Estimation for Partially Linear Single-index Instrumental Variables Models, Estimation of partially linear single-index spatial autoregressive model, On asymptotic behavior of Nadaraya–Watson regression estimator, Local least product relative error estimation for varying coefficient multiplicative regression model, \(L_1\)-estimation for covariate-adjusted regression, Weighted quantile regression and testing for varying-coefficient models with randomly truncated data, Estimation for partially varying-coefficient single-index models with distorted measurement errors, Estimation of semi-varying coefficient models for longitudinal data with irregular error structure, SIMEX estimation for single-index model with covariate measurement error, Robust check loss-based inference of semiparametric models and its application in environmental data, Statistical inference for multivariate partially linear regression models, On the maximal deviation of kernel regression estimators with NMAR response variables, A robust and efficient estimation method for partially nonlinear models via a new MM algorithm, Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random, Multivariate regression estimation with errors-in-variables for stationary processes, Estimation and inference for varying-coefficient regression models with error-prone covariates, ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL, Varying-coefficient mean-covariance regression analysis for longitudinal data, Single-index quantile regression with left truncated data, Statistical inference on semi-parametric partial linear additive models, Quantile regression and variable selection of partial linear single-index model, Nonparametric regression: An up–to–date bibliography, ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS



Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3959285&oldid=17661336"
Powered by MediaWiki