Pages that link to "Item:Q1166831"
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The following pages link to The oscillation behavior of empirical processes (Q1166831):
Displaying 50 items.
- A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
- Uniform-in-bandwidth functional limit laws (Q376260) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Consistency of the kernel density estimator: a survey (Q434377) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency (Q605846) (← links)
- Functional Chung laws for small increments of the empirical process and a lowerbound in the strong invariance principle (Q653805) (← links)
- Spacings-ratio empirical processes (Q653807) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- A strong limit theorem for the oscillation modulus of the uniform empirical quantile process (Q788388) (← links)
- Strong laws for density estimators of Bernstein type (Q788424) (← links)
- Rate of strong uniform convergence of k-NN density estimates (Q792039) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- On two multistable extensions of stable Lévy motion and their semi-martingale representations (Q895905) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Testing for central symmetry (Q900764) (← links)
- Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
- Nonparametric comparison of regression functions (Q990889) (← links)
- The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate (Q1074975) (← links)
- Central limit theorem for perturbed empirical distribution functions evaluated at a random point (Q1077112) (← links)
- Rates of growth and sample moduli for weighted empirical processes indexed by sets (Q1078901) (← links)
- Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) (← links)
- Rates of convergence for the distance between distribution function estimators (Q1083146) (← links)
- Parameter estimation in smooth empirical processes (Q1088326) (← links)
- Asymptotically efficient estimation of the sparsity function at a point (Q1098516) (← links)
- The almost sure behavior of the oscillation modulus of the multivariate empirical process (Q1102664) (← links)
- On some representations of the bootstrap (Q1111282) (← links)
- Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap (Q1117631) (← links)
- Nonparametric estimation of survival curve under dependent censorship (Q1123509) (← links)
- Empirical processes indexed by smooth functions (Q1167980) (← links)
- Bootstrap optimal bandwidth selection for kernel density estimates (Q1193967) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Asymptotic deviations between perturbed empirical and quantile processes (Q1200625) (← links)
- Strong limit theorems for osciallation moduli of PL-process and cumulative hazard process under truncation and censorship with applications (Q1292801) (← links)
- A strong representation of the product-limit estimator for left truncated and right censored data (Q1293667) (← links)
- The almost sure behavior of the oscillation modulus for PL-process and cumulative hazard process under random censorship (Q1297635) (← links)
- Two-dimensional Bernstein polynomial density estimators (Q1337202) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- Sparse consistency and smoothing for multinomial data (Q1380562) (← links)
- Strong laws for local quantile processes (Q1381576) (← links)
- Asymptotic behavior of the Lipschitz-1/2 modulus of the PL-process for truncated and censored data. (Q1421074) (← links)
- Some more results on increments of the partially observed empirical process. (Q1423147) (← links)
- Chung-Smirnov property for smoothed distribution function estimator under random censorship (Q1428314) (← links)
- Asymptotic normality of the nearest neighbor hazard estimates (Q1568254) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Bivariate density estimation with randomly truncated data. (Q1582632) (← links)
- Random fractals generated by oscillations of the uniform empirical process (Q1591167) (← links)
- A class of transformed hazards models for recurrent gap times (Q1623789) (← links)
- Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach (Q1763444) (← links)
