Pages that link to "Item:Q1382470"
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The following pages link to Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470):
Displayed 22 items.
- Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
- Local polynomial fitting under association (Q1403421) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Weak dependence beyond mixing and asymptotics for nonparametric regression (Q1848943) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- Assessing the Goodness-of-Fit of Hidden Markov Models (Q3442975) (← links)
- Nonlinear wavelet estimator of the regression function under left-truncated dependent data (Q3569203) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE (Q3632403) (← links)
- Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence (Q3842735) (← links)
- sequential estimation of the hgarginal density function for a strongly mixing process (Q4225633) (← links)
- Root-n-consistent semiparametric estimation of partially linear models for weakly dependent observations (Q4269518) (← links)
- Strong convergence of kernel estimators for product densities of absolutely regular point processes (Q4352134) (← links)
- Wavelet-Based estimation of multivariate regression functions in besov spaces<sup>*</sup> (Q4485018) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)