scientific article; zbMATH DE number 404128
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Publication:4201966
zbMath0774.62040MaRDI QIDQ4201966
Publication date: 14 November 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
conditional densityconditional modeuniform almost complete convergenceconvergence of a nonparametric predictorstrong-mixing and strictly stationary process
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
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A note on density mode estimation ⋮ Local linear conditional cumulative distribution function with mixing data ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ Asymptotic normality of conditional mode estimation for functional dependent data ⋮ A strong linear representation for the maximum conditional hazard rate estimator in survival analysis ⋮ Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems ⋮ ASYMPTOTIC BEHAVIOR OF A KERNEL CONDITIONAL MODE ESTIMATOR FOR LEFT TRUNCATED AND RIGHT CENSORED DATA ⋮ Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship ⋮ ALMOST SURE REPRESENTATIONS OF THE CONDITIONAL HAZARD FUNCTION AND ITS MAXIMUM ESTIMATION UNDER RIGHT-CENSORING AND LEFT-TRUNCATION
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