Pages that link to "Item:Q2370459"
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The following pages link to Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms (Q2370459):
Displayed 25 items.
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- A note on efficient density estimators of convolutions (Q453030) (← links)
- Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Tests for normality based on density estimators of convolutions (Q625030) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Convergence rates of density estimators for sums of powers of observations (Q745338) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- On convergence and convolutions of random signed measures (Q1014058) (← links)
- Online estimation of integrated squared density derivatives (Q2216958) (← links)
- Recursive estimators of integrated squared density derivatives (Q2288772) (← links)
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
- Uniform convergence of convolution estimators for the response density in nonparametric regression (Q2435242) (← links)
- Prediction in moving average processes (Q2475751) (← links)
- On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables (Q2642743) (← links)
- Prediction in invertible linear processes (Q2643044) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Fast nonparametric estimation for convolutions of densities (Q2870712) (← links)
- Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
- Estimation of convolution in the model with noise (Q3455249) (← links)
- Improved Density Estimators for Invertible Linear Processes (Q3645031) (← links)
- Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)
- Plug-in estimators for higher-order transition densities in autoregression (Q5851015) (← links)
- Efficient density estimation in an AR(1) model (Q6144410) (← links)