Set-indexed conditional empirical and quantile processes based on dependent data
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Cites work
- A kernel estimator of a conditional quantile
- A Note on Quantiles in Large Samples
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- A Smooth Nonparametric Estimator of a Quantile Function
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- Asymptotics of conditional empirical processes
- Conditional empirical processes
- Conditional Minimum Volume Predictive Regions for Stochastic Processes
- Convergence of stochastic processes
- Density estimation under qualitative assumptions in higher dimensions
- Estimation of a Convex Density Contour in Two Dimensions
- Excess Mass Estimates and Tests for Multimodality
- Generalized quantile processes
- scientific article; zbMATH DE number 3883309 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 3359489 (Why is no real title available?)
- Invariance principles for absolutely regular empirical processes
- Kernel and nearest-neighbor estimation of a conditional quantile
- Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
- Metric entropy of some classes of sets with differentiable boundaries
- Minimum volume sets and generalized quantile processes
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric statistics for stochastic processes
- On almost sure convergence of conditional empirical distribution functions
- On bahadur-kiefer representation of a kernel conditional quantile estimator
- On Bahadur's Representation of Sample Quantiles
- On deviations between empirical and quantile processes for mixing random variables
- Probability inequalities for empirical processes and a law of the iterated logarithm
- Results on Nonparametric Modal Intervals
- Robust Estimates of Location: Survey and Advances
- The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
- The excess-mass ellipsiod
- Weak convergence and empirical processes. With applications to statistics
Cited in
(16)- Approximating conditional density functions using dimension reduction
- Empirical likelihood for conditional quantile with left-truncated and dependent data
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
- Prediction in moving average processes
- Nonparametric curve estimation with missing data: a general empirical process approach
- scientific article; zbMATH DE number 4054821 (Why is no real title available?)
- Some characteristics of the conditional set-indexed empirical process involving functional ergodic data
- Fractional order statistic approximation for nonparametric conditional quantile inference
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- On multivariate quantiles under partial orders
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Conditional quantile estimation with truncated, censored and dependent data
- Asymptotic properties of conditional quantile estimator for censored dependent observations
- Complexity-penalized estimation of minimum volume sets for dependent data
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