Pages that link to "Item:Q3632398"

The following pages link to UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398):

Displaying 50 items.

• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
• D-vine copula based quantile regression (Q112600) (← links)
• Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
• Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Dynamic quantile models (Q299276) (← links)
• Functional-coefficient models for nonstationary time series data (Q301966) (← links)
• Semiparametric dynamic portfolio choice with multiple conditioning variables (Q308381) (← links)
• Strong consistency of the internal estimator of nonparametric regression with dependent data (Q383866) (← links)
• A semiparametric single index model with heterogeneous impacts on an unobserved variable (Q473340) (← links)
• Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
• Estimation of semiparametric locally stationary diffusion models (Q528037) (← links)
• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Powerful tests for structural changes in volatility (Q528175) (← links)
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
• Local linear spatial quantile regression (Q605017) (← links)
• Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
• Tikhonov regularization for nonparametric instrumental variable estimators (Q738136) (← links)
• Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
• Single index quantile regression for heteroscedastic data (Q739594) (← links)
• Nonparametric regression for locally stationary time series (Q741799) (← links)
• Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
• Regression based principal component analysis for sparse functional data with applications to screening growth paths (Q746647) (← links)
• Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
• The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
• Forecasting benchmarks of long-term stock returns via machine learning (Q829145) (← links)
• Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
• Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Searching for the core variables in principal components analysis (Q1620923) (← links)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Inference for sparse and dense functional data with covariate adjustments (Q1733292) (← links)
• Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Safe adaptive importance sampling: a mixture approach (Q2039792) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• An adaptive estimation for covariate-adjusted nonparametric regression model (Q2066487) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
• Estimating unobserved individual heterogeneity using pairwise comparisons (Q2074606) (← links)
• Conditional independence testing via weighted partial copulas (Q2101473) (← links)