Pages that link to "Item:Q1109453"

The following pages link to Asymptotics of conditional empirical processes (Q1109453):

Displaying 17 items.

• Testing rationality without restricting heterogeneity (Q506060) (← links)
• A note on strong approximations of multivariate empirical processes (Q1106542) (← links)
• Nonparametric estimation of survival curve under dependent censorship (Q1123509) (← links)
• A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
• Convergence of the conditional Kaplan-Meier estimate under strong mixing (Q1346663) (← links)
• Quantile smoothing in financial time series (Q1360288) (← links)
• Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
• Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
• Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
• Estimating the Conditional Error Distribution in Non-parametric Regression (Q2911717) (← links)
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications (Q3017872) (← links)
• Estimation of conditional quantile density function (Q3432415) (← links)
• On pointwise laws of iterated logarithm for estimators of certain conditional functionals (Q4675946) (← links)
• Some Large Deviations Limit Theorems in Conditional Nonparametric Statistics (Q4943307) (← links)
• Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
• Extremile Regression (Q5881158) (← links)
• Testing and relaxing the exclusion restriction in the control function approach (Q6199644) (← links)