Pages that link to "Item:Q259648"

The following pages link to Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648):

Displaying 20 items.

• Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
• Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection (Q779676) (← links)
• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
• CLT for integrated square error of density estimators with censoring indicators missing at random (Q2029229) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• The estimation for the general additive-multiplicative hazard model using the length-biased survival data (Q2066484) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
• Complete moment convergence for double-indexed randomly weighted sums and its applications (Q4567915) (← links)
• COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL (Q4628407) (← links)
• Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models (Q5042173) (← links)
• Asymptotic normality of conditional density estimation under truncated, censored and dependent data (Q5078030) (← links)
• Non parametric estimation of the conditional density function with right-censored and dependent data (Q5078529) (← links)
• Complete moment convergence for <i>m</i>-END random variables with application to non-parametric regression models (Q5079918) (← links)
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data (Q5154093) (← links)
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data (Q5160267) (← links)
• Complete and complete moment convergence for randomly weighted sums of<i>ρ</i>*-mixing random variables and its applications (Q5213366) (← links)
• Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors (Q6549211) (← links)
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data (Q6579435) (← links)