Pages that link to "Item:Q4188507"

The following pages link to Convergence rate of perturbed empirical distribution functions (Q4188507):

Displaying 39 items.

• Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
• Estimating a mixing distribution in a multiple observation setting (Q750039) (← links)
• Kernel estimation of a smooth distribution function based on censored data (Q910127) (← links)
• Contributions to nonparametric generalized failure rate function estimation (Q1051371) (← links)
• Consistency of a nonparametric estimation of a density functional (Q1053387) (← links)
• Central limit theorem for perturbed empirical distribution functions evaluated at a random point (Q1077112) (← links)
• Rates of convergence for the distance between distribution function estimators (Q1083146) (← links)
• On improving distribution function estimators which are not monotonic functions (Q1085544) (← links)
• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
• Asymptotic deviations between perturbed empirical and quantile processes (Q1200625) (← links)
• Chung--Smirnov property for perturbed empirical distribution functions (Q1209460) (← links)
• Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables (Q1337953) (← links)
• Quantitative stability in stochastic programming (Q1340069) (← links)
• Optimal smooth hazard estimates (Q1372572) (← links)
• Smooth estimate of quantiles under association (Q1382225) (← links)
• Chung-Smirnov property for smoothed distribution function estimator under random censorship (Q1428314) (← links)
• Kernel distribution function estimation under the Koziol-Green model (Q1577324) (← links)
• A new non-parametric estimator for instant system availability (Q1662057) (← links)
• A note on limit theorems for perturbed empirical processes (Q1825502) (← links)
• Perturbed empirical distribution functions and quantiles under dependence (Q1900324) (← links)
• A simple recourse model for power dispatch under uncertain demand (Q1904676) (← links)
• On the smoothed bootstrap (Q1969149) (← links)
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles (Q2365867) (← links)
• Smoothing parameter selection for smooth distribution functions (Q2365868) (← links)
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions (Q3314743) (← links)
• Nonparametric estimates of distribution functions (Q3323029) (← links)
• Mean intergrated squared error properties and optimal kernels when estimating a diatribution function (Q3473163) (← links)
• Chung–Smirnov property for Bernstein estimators of distribution functions (Q3611822) (← links)
• CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION (Q3711483) (← links)
• Berry-esseen bounds for smooth estimator of a distribution function under association (Q3836391) (← links)
• Weak convergence for smooth estimator of a distribution function under negative association (Q4237951) (← links)
• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators (Q4470127) (← links)
• Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator (Q5012340) (← links)
• Nonparametric bootstrap confidence bands for unfolding sphere size distributions (Q5033081) (← links)
• A new class of boundary kernels for distribution function estimation (Q5075566) (← links)
• Empirical likelihood of the distribution function in the finite point under <i>ϕ</i>-mixing samples (Q5083878) (← links)
• Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables (Q5163527) (← links)
• Combining biomarkers by maximizing the true positive rate for a fixed false positive rate (Q6091667) (← links)