The following pages link to George G. Roussas (Q180743):
Displaying 49 items.
- (Q578793) (redirect page) (← links)
- Note on the uniform convergence of density estimates for mixing random variables (Q578794) (← links)
- Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments (Q625304) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
- Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
- Nonparametric regression estimation under mixing conditions (Q913405) (← links)
- Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times (Q951208) (← links)
- (Q1057591) (redirect page) (← links)
- On the rate of convergence for maximum likelihood estimates in a truncated case (Q1057592) (← links)
- Asymptotics for configural location estimators (Q1082736) (← links)
- Cross-validation and the smoothing of orthogonal series density estimators (Q1089698) (← links)
- Nonparameteric estimation in mixing sequences of random variables (Q1111283) (← links)
- Hazard rate estimation under dependence conditions (Q1121614) (← links)
- Consistent regression estimation with fixed design points under dependence conditions (Q1121615) (← links)
- Some asymptotic properties of an estimate of the survival function under dependence conditions (Q1123508) (← links)
- Asymptotic properties of the maximum probability estimates in Markov processes (Q1135074) (← links)
- Cramer-type conditions and quadratic mean differentiability (Q1138315) (← links)
- Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process (Q1145951) (← links)
- Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality (Q1176989) (← links)
- The asymptotic behavior of some nonparametric change-point estimators (Q1178950) (← links)
- Fixed design regression for time series: Asymptotic normality (Q1185836) (← links)
- Kernel estimates under association: Strong uniform consistency (Q1186645) (← links)
- Asymptotic normality of the recursive kernel regression estimate under dependence conditions (Q1192960) (← links)
- Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
- Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case (Q1238569) (← links)
- Kaplan-Meier estimator under association (Q1275419) (← links)
- Asymptotic behavior of the perturbed empirical distribution functions evaluated at a random point for absolutely regular sequences (Q1321983) (← links)
- Asymptotic normality of random fields of positively or negatively associated processes (Q1333196) (← links)
- A general approach to Bahadur-Kiefer representations for \(M\)-estimators (Q1376534) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- Asymptotic normality of the kernel estimate of a probability density function under association (Q1590829) (← links)
- (Q1816967) (redirect page) (← links)
- Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
- Asymptotic normality of a smooth estimate of a random field distribution function under association (Q1897099) (← links)
- Exponential inequality for associated random variables (Q1962226) (← links)
- A conversation with Francisco J. Samaniego (Q2218049) (← links)
- Asymptotic normality of the maximum likelihood estimate in Markov processes (Q2530683) (← links)
- Nonparametric estimation in Markov processes (Q2535158) (← links)
- Asymptotic distribution of the likelihood function in the independent not identically distributed case (Q2559881) (← links)
- On the convergence rate of fixed design regression estimators for negatively associated random variables (Q2643031) (← links)
- (Q2868667) (← links)
- (Q3207886) (← links)
- (Q3408674) (← links)
- Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation (Q3432304) (← links)
- Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate (Q3432320) (← links)
- Curve estimation in random fields of associated processes (Q3432344) (← links)
- Asymptotic Inference in Markov Processes (Q5512498) (← links)
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process (Q5582756) (← links)
- A Remark on Quadratic Mean Differentiability (Q5681377) (← links)
