The following pages link to Conditional empirical processes (Q1077107):
Displaying 13 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes (Q376702) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- Nonparametric estimation of a maximum of quantiles (Q489179) (← links)
- Minimax estimation of the conditional cumulative distribution function (Q541768) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
- Adaptive Warped Kernel Estimators (Q5251480) (← links)
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data (Q6497054) (← links)
