The following pages link to Jan W. H. Swanepoel (Q491413):
Displaying 50 items.
- (Q226233) (redirect page) (← links)
- A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
- (Q383946) (redirect page) (← links)
- Some new results on the empirical copula estimator with applications (Q383948) (← links)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- The probability weighted characteristic function and goodness-of-fit testing (Q393600) (← links)
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Uniform in bandwidth consistency of kernel estimators of the density of mixed data (Q491414) (← links)
- The asymptotic normality of an intermediate order statistic of the ranges of sub-samples (Q688341) (← links)
- The modified bootstrap error process for Kaplan-Meier quantiles (Q1613100) (← links)
- On the asymptotic theory of new bootstrap confidence bounds (Q1747746) (← links)
- The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications (Q1807181) (← links)
- Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics (Q1868271) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Nonparametric estimation of the cross ratio function (Q2183767) (← links)
- On a generalization of a theorem by Euler (Q2254209) (← links)
- A note on the behaviour of a kernel-smoothed kernel density estimator (Q2288816) (← links)
- Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators'' (Q2348721) (← links)
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms (Q2373689) (← links)
- Bootstrapping modified goodness-of-fit statistics with estimated parameters (Q2483845) (← links)
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)
- Bootstrap selection procedures based on robust estimators (Q3313119) (← links)
- (Q3333889) (← links)
- A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap (Q3350583) (← links)
- Mean intergrated squared error properties and optimal kernels when estimating a diatribution function (Q3473163) (← links)
- On a new test for autocorrelation in regression models under nonnormality (Q3473196) (← links)
- (Q3490775) (← links)
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution (Q3529842) (← links)
- Modifying the kernel distribution function estimator towards reduced bias (Q3592333) (← links)
- New tests for exponentiality against new better than used in<i>p</i>th quantile (Q3603648) (← links)
- (Q3698071) (← links)
- (Q3700600) (← links)
- (Q3707106) (← links)
- Nonparametric procedures for selecting the largest of K truncation parameters (Q3718015) (← links)
- Fixed width confidence intervals based on bootstrap procedures (Q3725352) (← links)
- On the construction of nonparametric density function estimators using the bootstrap (Q3753283) (← links)
- A note on proving that the (modified) bootstrap works (Q3761482) (← links)
- Optimal kernels when estimating non-smooth densities (Q3773070) (← links)
- (Q3878585) (← links)
- (Q3925714) (← links)
- (Q3925744) (← links)
- An overview on selection methods (Q3948448) (← links)
- (Q4032839) (← links)
- (Q4088119) (← links)
- (Q4107312) (← links)
- (Q4107313) (← links)
- (Q4107317) (← links)
- (Q4107354) (← links)
- (Q4117262) (← links)
- (Q4147460) (← links)
