Pages that link to "Item:Q789842"
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The following pages link to The oscillation behavior of empirical processes: The multivariate case (Q789842):
Displayed 50 items.
- A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Consistency of the kernel density estimator: a survey (Q434377) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Nonparametric estimation of multivariate extreme-value copulas (Q451184) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf (Q906349) (← links)
- Nonparametric rank-based tests of bivariate extreme-value dependence (Q990906) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Rates of growth and sample moduli for weighted empirical processes indexed by sets (Q1078901) (← links)
- Rates of convergence for classes of functions: The non-i.i.d. case (Q1083113) (← links)
- The almost sure behavior of the oscillation modulus of the multivariate empirical process (Q1102664) (← links)
- Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap (Q1117631) (← links)
- Two-dimensional Bernstein polynomial density estimators (Q1337202) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- Multivariate hazard rates under random censorship (Q1368845) (← links)
- Sparse consistency and smoothing for multinomial data (Q1380562) (← links)
- Granulometric smoothing (Q1383079) (← links)
- Total error in a plug-in estimator of level sets. (Q1423063) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Tests of stochastic monotonicity with improved power (Q1792480) (← links)
- On the law of the logarithm for density estimators (Q1812870) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Weighted uniform consistency of kernel density estimators. (Q1889792) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Hybrid copula estimators (Q2344382) (← links)
- Additivity test on the nonlinear part in partially linear models (Q2376610) (← links)
- Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) (← links)
- Adaptive sampling schemes for density estimation (Q2498749) (← links)
- Nonparametric checks for single-index models (Q2569234) (← links)
- Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) (← links)
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)