Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data
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Publication:6167552
kernel estimationregressionfunctional estimationnon-parametric estimationVC-classesconditional empirical processesconditional \(U\)-processes
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Nonparametric tolerance and confidence regions (62G15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10)
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- Nonparametric modelling for functional data: selected survey and tracks for future
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- On the strong approximation of bootstrapped empirical copula processes with applications
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- Optimal bandwidth selection in nonparametric regression function estimation
- Prediction from randomly right censored data
- Proving consistency of non-standard kernel estimators
- Robust estimation of U-statistics
- Sharper bounds for Gaussian and empirical processes
- Some new tests for normality based on U-processes
- Testing Whether New is Better than Used
- Testing for Stochastic Monotonicity
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- The Limiting Distribution of the Maximum Rank Correlation Estimator
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- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Uniform in bandwidth consistency of conditional \(U\)-statistics
- Uniform in bandwidth consistency of kernel-type function estimators
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy
- Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data
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Cited in
(5)- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Limit theorems for a class of processes generalizing the U -empirical process
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