Pages that link to "Item:Q2900962"
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The following pages link to Bernstein inequality and moderate deviations under strong mixing conditions (Q2900962):
Displayed 48 items.
- Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
- A moderate deviation for associated random variables (Q287416) (← links)
- Some uniform convergence results for kernel estimators (Q382783) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
- A note on a maximal Bernstein inequality (Q638768) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (Q662816) (← links)
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
- Moment bounds for large autocovariance matrices under dependence (Q785402) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Sample size determination for high dimensional parameter estimation with application to biomarker identification (Q1662060) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models (Q2074280) (← links)
- Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
- Mixing sequences, and mixingales in quantum probability spaces (Q2121669) (← links)
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
- Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
- Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Modeling of time series using random forests: theoretical developments (Q2209824) (← links)
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- On the tight constant in the multivariate Dvoretzky-Kiefer-Wolfowitz inequality (Q2244526) (← links)
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean (Q2274274) (← links)
- Dynamic linear discriminant analysis in high dimensional space (Q2295032) (← links)
- Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods (Q2325378) (← links)
- Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
- Pointwise and uniform convergence of kernel density estimators using random bandwidths (Q2439645) (← links)
- Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
- Large deviation inequalities of Bayesian estimator in nonlinear regression models (Q2694806) (← links)
- Bernstein-type inequality for a class of dependent random matrices (Q2809331) (← links)
- A More General Maximal Bernstein-type Inequality (Q2840328) (← links)
- Moderate deviations of functional of Markov Processes (Q3451719) (← links)
- Non-parametric regression for spatially dependent data with wavelets (Q4559353) (← links)
- (Q5004044) (← links)
- A Bernstein inequality for exponentially growing graphs (Q5031699) (← links)
- Online regularized pairwise learning with non-i.i.d. observations (Q5063226) (← links)
- MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
- Learning Theory Estimates with Observations from General Stationary Stochastic Processes (Q5380606) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Local linear regression with nonparametrically generated covariates for weakly dependent data (Q6101691) (← links)
- Concentration inequalities for kernel density estimators under uniform mixing (Q6134389) (← links)
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations (Q6171139) (← links)
- LASSO for Stochastic Frontier Models with Many Efficient Firms (Q6190726) (← links)