Pages that link to "Item:Q1395876"
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The following pages link to On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model. (Q1395876):
Displaying 12 items.
- Bayesian mode regression using mixtures of triangular densities (Q515134) (← links)
- Joint behaviour of semirecursive kernel estimators of the location and of the size of the mode of a probability density function (Q642443) (← links)
- A semi-parametric mode regression with censored data (Q2002089) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- Assessing extrema of empirical principal component functions (Q2500461) (← links)
- Estimating turning points using large data sets (Q2511794) (← links)
- Non linear parametric mode regression (Q2979055) (← links)
- On Semiparametric Mode Regression Estimation (Q3566559) (← links)
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data (Q4988815) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
