Pages that link to "Item:Q1592249"

The following pages link to Weak convergence for empirical processes of associated sequences (Q1592249):

Displaying 16 items.

• A note on the Lynden-Bell estimator under association (Q712539) (← links)
• An empirical central limit theorem for dependent sequences (Q873610) (← links)
• Clustering in a stochastic model of one-dimensional gas (Q930676) (← links)
• Strong convergence rates for the estimation of a covariance operator for associated samples (Q946287) (← links)
• Asymptotic normality of the kernel estimate of a probability density function under association (Q1590829) (← links)
• A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
• On bandwidth selection problems in nonparametric trend estimation under martingale difference errors (Q2073219) (← links)
• Discrete-time trawl processes (Q2419973) (← links)
• Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\) (Q2510943) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE (Q5036036) (← links)
• Asymptotic results for certain weak dependent variables (Q5218371) (← links)
• On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors (Q5276177) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process (Q5478895) (← links)