Pages that link to "Item:Q688378"
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The following pages link to Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler (Q688378):
Displayed 16 items.
- Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- \(M\)-type regression splines involving time series (Q1360970) (← links)
- Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations (Q1361684) (← links)
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
- Kernel density estimator for strong mixing processes (Q1781510) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Moment bounds for mixing random variables useful in nonparametric function estimation (Q1890730) (← links)
- Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
- On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- Strong convergence of kernel estimators for product densities of absolutely regular point processes (Q4352134) (← links)
- A nonparametric conditional mode estimate (Q4372869) (← links)
- Asymptotic behaviour of nonparametric conditional quantile estimates for time series (Q4855331) (← links)
