Pages that link to "Item:Q1590829"

The following pages link to Asymptotic normality of the kernel estimate of a probability density function under association (Q1590829):

Displaying 42 items.

• Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples (Q256755) (← links)
• The Berry-Esseen bounds for kernel density estimator under dependent sample (Q388069) (← links)
• Confidence intervals for probability density functions under associated samples (Q434564) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
• Empirical likelihood for quantiles under negatively associated samples (Q619807) (← links)
• Empirical likelihood inference for probability density functions under association (Q665064) (← links)
• Empirical likelihood for probability density functions under negatively associated samples (Q710796) (← links)
• Spatial local M-estimation under association (Q745418) (← links)
• Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples (Q746054) (← links)
• Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples (Q956371) (← links)
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
• Asymptotics of kernel density estimators on weakly associated random fields (Q958944) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
• Estimation of the regression operator from functional fixed-design with correlated errors (Q1049550) (← links)
• Local polynomial fitting under association (Q1403421) (← links)
• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. (Q1423247) (← links)
• Multivariate probability density estimation for associated processes: Strong consistency and rates. (Q1871223) (← links)
• CLT of wavelet estimator in semiparametric model with correlated errors (Q1936582) (← links)
• Asymptotic results for truncated-censored and associated data (Q2188759) (← links)
• Empirical likelihood for quantiles under associated samples (Q2343565) (← links)
• Root-\(n\) consistent estimation of the marginal density in semiparametric autoregressive time series models (Q2419671) (← links)
• Asymptotics of estimators in semi-parametric model under NA samples (Q2499088) (← links)
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences (Q2567117) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
• Empirical Likelihood for Nonparametric Models Under Linear Process Errors (Q2802835) (← links)
• On kernel density and mode estimates for associated and censored data (Q2811393) (← links)
• Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples (Q2873930) (← links)
• Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples (Q2892631) (← links)
• Central limit theorem for the kernel estimator of the regression function for censored time series (Q2892932) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations (Q3409003) (← links)
• Nonparametric estimation under long memory dependence (Q4470130) (← links)
• Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences (Q4651099) (← links)
• Density estimation for associated sampling: A point process influenced approach (Q4804988) (← links)
• Empirical Bayes estimation in continuous one-parameter exponential families under associated samples (Q4976240) (← links)
• Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models (Q5042173) (← links)
• Strong consistency rate of estimators in heteroscedastic errors-in-variables model for negative association samples (Q5087877) (← links)
• Confidence intervals for probability density functions under strong mixing samples (Q5256284) (← links)
• Convergence rate of the kernel regression estimator for associated and truncated data (Q5266572) (← links)
• A general result on complete convergence for weighted sums of linear processes and its statistical applications (Q5384674) (← links)