Pages that link to "Item:Q808125"

The following pages link to Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125):

Displaying 25 items.

• Local likelihood density estimation and value-at-risk (Q609720) (← links)
• Strong consistency of kernel density estimates for Markov chains failure rates (Q946282) (← links)
• Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Plug-in bandwidth selection in kernel hazard estimation from dependent data (Q1020678) (← links)
• Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models (Q1389742) (← links)
• Estimation of conditional \(L_1\)-median from dependent observations (Q1612942) (← links)
• Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes (Q1726785) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• Inequalities and bounds for kernel length-biased density estimation (Q1856008) (← links)
• On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
• On dynamic weighted extropy (Q2020571) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Nonparametric estimation of the maximum hazard under dependence conditions (Q2495419) (← links)
• Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model (Q3168536) (← links)
• Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate (Q3432320) (← links)
• Normalité asymptotique d'estimateurs convergents du mode conditionnel (Q4223834) (← links)
• Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis (Q4944128) (← links)
• On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes (Q5078823) (← links)
• A study on weighted dynamic survival and failure extropies (Q5875247) (← links)
• Survival function and density estimation for truncated dependent data (Q5930649) (← links)