Central limit theorem for integrated square error of multivariate nonparametric density estimators

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites work

scientific article; zbMATH DE number 3858075 (Why is no real title available?)
scientific article; zbMATH DE number 3723610 (Why is no real title available?)
scientific article; zbMATH DE number 3731131 (Why is no real title available?)
A quadratic measure of deviation of two-dimensional density estimates and a test of independence
An approximation of partial sums of independent RV'-s, and the sample DF. I
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Large sample theory for U-statistics and tests of fit
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Martingale Central Limit Theorems
Multivariate k-nearest neighbor density estimates
On some global measures of the deviations of density function estimates
On the invariance principle for U-statistics

Cited in

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Integrated Square Error Asymptotics for Supersmooth Deconvolution
On the integrated squared error of the linear wavelet density estimator
A central limit theorem for generalized multilinear forms
Integrated square error of nonparametric estimators of regression function: The fixed design case
Central limit theorems for generalizedU-statistics with applications in nonparametric specification
Nonparametric model check based on local polynomial fitting
L₂Version Of The Double Kernel Method
A note on variable selection in nonparametric regression with dependent data
The kernel estimate is relatively stable
Multinomial goodness-of-fit based on \(U\)-statistics: high-dimensional asymptotic and minimax optimality
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
Measures of Dependence and Tests of Independence
A nonparametric test for changing trends
Nonparametric specification tests for conditional duration models
Smoothed cross-validation
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
Fixed design local polynomial smoothing and bandwidth selection for right censored data
A nonparametric measure of heteroskedasticity
Nonparametric dynamic panel data models: kernel estimation and specification testing
Adaptive chi-square tests
On the optimization of the weighted Bickel--Rosenblatt test
On uniform consistency of Neyman's type nonparametric tests
Goodness-of-fit test for point processes first-order intensity
Goodness-of-fit test for directional data
Nonparametric tests of moment condition stability
Random approximations to some measures of accuracy in nonparametric curve estimation
Test for uniformity by empirical Fourier expansion
On coupling constructions and rates in the CLT for dependent summands with applications to the antivoter model and weighted U-statistics
A simple test for multivariate conditional symmetry
Testing symmetry of an unknown density function by kernel method
Central limit theorems for quadratic errors of nonparametric estimators
Non parametric estimation of the diffusion coefficient of a diffusion process
Specification testing for errors-in-variables models
Kernel-weighted specification testing under general distributions
Asymptotic expansion for ISE of kernel density estimators under censored dependent model
Minimum distance partial linear regression model checking with Berkson measurement errors
A consistent bootstrap test for conditional density functions with time-series data
Asymptotic properties of Dirichlet kernel density estimators
Sharp minimax tests for large covariance matrices and adaptation
Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective
A central limit theorem for a random quadratic form of strictly stationary processes
Central limit theorem for integrated square error of kernel estimators of spherical density
On convergence rates for quadratic errors in kernel hazard estimation
Density based tests for goodness-of-fit
Invariant tests for multivariate normality: A critical review
On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
Quantitative CLTs for symmetric \(U\)-statistics using contractions
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Smooth coefficient estimation of a seemingly unrelated regression
A consistent specification test of independence
Testing for Trend Specifications in Panel Data Models
Nonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random Integration
Testing with many weak instruments
Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Structural test in regression on functional variables
A new method of normal approximation
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
The LIL for the Bickel-Rosenblatt test statistic
On Asymptotic Minimaxity of Kernel-based Tests
A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
Quadratic errors for nonparametric estimates under dependence
Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions
How to get central limit theorems for global errors of estimates.
Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models
Testing the Markov property with high frequency data
Testing additive separability of error term in nonparametric structural models
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Testing goodness of fit for the distribution of errors in multivariate linear models
On the asymptotic normality of multistage integrated density derivatives kernel estimators.
Weighted Bickel-Rosenblatt process and goodness of fit tests.
Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting
Chi-squared test for hypothesis testing of homogeneity
Nonparametric Estimation and Testing the Effect of Covariates in Accelerated Life Time Models Under Censoring
Theoretical properties of bandwidth selectors for kernel density estimation on the circle
Omnibus test for covariate effects in conditional copula models
Testing independence based on Bernstein empirical copula and copula density
Model checking in Tobit regression with measurement errors using validation data
Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
A non‐parametric test for multi‐variate trend functions
Multiresolution analysis and adaptive estimation on a sphere using stereographic wavelets
Weighted bootstrapped kernel density estimators in two-sample problems
A simple test for a parametric single index model.
Local power properties of kernel based goodness of fit tests
Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
Asymptotic Normality ofL₁-Error in Density Estimation
On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests
A nonparametric test for equality of distributions with mixed categorical and continuous data
A consistent nonparametric test for causality in quantile
scientific article; zbMATH DE number 7370518 (Why is no real title available?)
CLT for integrated square error of density estimators with censoring indicators missing at random
Consistent bandwidth selection for kernel binary regression
Testing parametric conditional distributions using the nonparametric smoothing method
Checking the adequacy of functional linear quantile regression model
Checking nonparametric component for partial linear regression model with missing response
Model checking in Tobit regression via nonparametric smoothing
The LLN and CLT for U-statistics under cross-sectional dependence
Nonparametric least squares estimation in derivative families
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS

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