scientific article; zbMATH DE number 3436465

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(57)

Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Rates of convergence for the distance between distribution function estimators
On improving distribution function estimators which are not monotonic functions
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Uniform strong estimation under \(\alpha\)-mixing, with rates
Asymptotic deviations between perturbed empirical and quantile processes
Chung--Smirnov property for perturbed empirical distribution functions
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
Edgeworth expansions for nonparametric distribution estimation with applications
Smooth estimate of quantiles under association
Kernel distribution function estimation under the Koziol-Green model
Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
A note on limit theorems for perturbed empirical processes
Perturbed empirical distribution functions and quantiles under dependence
On the smoothed bootstrap
Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Improved density and distribution function estimation
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
Fourier methods for smooth distribution function estimation
A note on quantile estimation for long-range dependent stochastic processes
Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
Nonparametric recursive method for moment generating function kernel-type estimators
Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
Kernel type smoothed quantile estimation under long memory
The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Symmetric smoothed bootstrap methods for ranked set samples
Estimating the inverse distribution function at the boundary
A new class of boundary kernels for distribution function estimation
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
Quantile estimation via distribution fitting
A modified functional delta method and its application to the estimation of risk functionals
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
A penalised bootstrap estimation procedure for the explained Gini coefficient
Rates of almost sure convergence of plug-in estimates for distortion risk measures
Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling
The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling
Statistical inference on the cumulative distribution function using judgment post stratification
Nonparametric estimation of bivariate cumulative distribution function
Empirical likelihood for quantiles under strong mixing high-frequency data
Simultaneous inference and trend specification testing in ARMA model with trend via innovation distribution function
The uniformly strong consistency of kernel-type distribution estimator under asymptotically almost negatively associated samples
Asymptotic normality of error distribution estimator in autoregressive models
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process
Inference and prediction for ARCH time series via innovation distribution function
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data
Extended Glivenko-Cantelli theorem in nonlinear autoregressive time series
Estimating a mixing distribution in a multiple observation setting
Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
Deconvolution of cumulative distribution function with unknown noise distribution
Smooth simultaneous confidence band for the error distribution function in nonparametric regression
A note on the universal consistency of the kernel distribution function estimator

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