Pages that link to "Item:Q1055112"

The following pages link to Asymptotic normality of some kernel-type estimators of probability density (Q1055112):

Displaying 12 items.

• Sums of weakly dependent random variables (Q684542) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• New robust confidence intervals for the mean under dependence (Q826963) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Density estimation for point processes (Q1180197) (← links)
• Asymptotic normality for density kernel estimators in discrete and continuous time (Q1283848) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• Three theorems on \(\rho^*\)-mixing random fields (Q1337956) (← links)
• Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
• Estimators in step regression models (Q2348326) (← links)
• On kernel estimators of density for reversible Markov chains (Q2348330) (← links)
• Local<i>L</i>-estimators for nonparametric regression under dependence (Q3432398) (← links)