Nonparametric estimation of density, regression and dependence coefficients
From MaRDI portal
Publication:4806546
DOI10.1080/10485250215316zbMath1013.62037MaRDI QIDQ4806546
Lanh Tat Tran, Christian Francq
Publication date: 23 June 2003
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250215316
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Recursive kernel density estimators under a weak dependence condition
- Density estimation for samples satisfying a certain absolute regularity condition
- Nonparametric regression estimation under mixing conditions
- Asymptotic distribution of robust estimators for nonparametric models from mixing processes
- Data-driven bandwidth choice for density estimation based on dependent data
- Some mixing properties of time series models
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Nonparameteric estimation in mixing sequences of random variables
- Consistency of a nonparametric estimate of a density function for dependent variables
- Optimal rates of convergence for nonparametric estimators
- Nonparametric curve estimation from time series
- Some examples of mixing random fields
- Multivariate regression estimation: Local polynomial fitting for time series
- A note on empirical processes of strong-mixing sequences
- Nonparametric statistics for stochastic processes
- Remarks on Some Nonparametric Estimates of a Density Function
- Some Limit Theorems for Random Functions. I
- Probability Inequalities for the Sum of Independent Random Variables
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Recursive probability density estimation for weakly dependent stationary processes
- Weak and strong uniform consistency of kernel regression estimates
- Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- Recursive density estimation under dependence
- On Estimation of a Probability Density Function and Mode