Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate
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- scientific article; zbMATH DE number 3938287
Cites work
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Cited in
(32)- Plug-in bandwidth selection in kernel hazard estimation from dependent data
- Hazard rate estimation under dependence conditions
- Some asymptotic properties of an estimate of the survival function under dependence conditions
- Asymptotic normality of the recursive kernel regression estimate under dependence conditions
- Kernel density and hazard rate estimation for censored dependent data
- Asymptotic normality of nonparametric estimators under -mixing condition
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Estimation of conditional L₁-median from dependent observations
- Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes
- Effect of dependence on stochastic measures of accuracy of density estimators
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- On bandwidth choice for density estimation with dependent data
- On dynamic weighted extropy
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
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- Central limit theorem for ISE of kernel density estimators in censored dependent model
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate
- Asymptotic behavior of several kernel estimators of hazard rate functions for censored dependent data
- scientific article; zbMATH DE number 3938287 (Why is no real title available?)
- Normalité asymptotique d'estimateurs convergents du mode conditionnel
- scientific article; zbMATH DE number 6866507 (Why is no real title available?)
- Nonparametric estimation of the hazard function under dependence conditions
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- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
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