Pages that link to "Item:Q5960146"
From MaRDI portal
The following pages link to Asymptotic normality of kernel density estimators under dependence (Q5960146):
Displayed 8 items.
- Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution (Q625017) (← links)
- Nonparametric estimation of conditional expectation (Q958769) (← links)
- Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
- Local linear spatial regression (Q2388333) (← links)
- Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes (Q2432778) (← links)
- LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES (Q3168418) (← links)