Pages that link to "Item:Q1890730"

The following pages link to Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730):

Displaying 14 items.

• Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
• Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
• Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations (Q1361684) (← links)
• A central limit theorem for a random quadratic form of strictly stationary processes (Q1579539) (← links)
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
• On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
• Kernel density estimator for strong mixing processes (Q1781510) (← links)
• Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
• Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
• Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
• Central limit theorem by moments (Q2471240) (← links)
• Moment inequalities for spatial processes (Q2483441) (← links)
• <i>k</i>-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA (Q2909248) (← links)
• BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530) (← links)