Pages that link to "Item:Q886114"

The following pages link to Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114):

Displaying 38 items.

• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• Some uniform convergence results for kernel estimators (Q382783) (← links)
• Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
• A note on a maximal Bernstein inequality (Q638768) (← links)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
• A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
• Sparsity considerations for dependent variables (Q1952207) (← links)
• Empirical process theory for locally stationary processes (Q2073222) (← links)
• Comonotone lower probabilities with robust marginal distributions functions (Q2144427) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Nonconventional moderate deviations theorems and exponential concentration inequalities (Q2179244) (← links)
• Asymptotic results for truncated-censored and associated data (Q2188759) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• Deviation inequalities for martingales with applications (Q2374243) (← links)
• Density estimation for spatial-temporal models (Q2392918) (← links)
• Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
• On kernel density and mode estimates for associated and censored data (Q2811393) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• Adaptive density estimation under weak dependence (Q3085573) (← links)
• Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498) (← links)
• Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence (Q5012342) (← links)
• Conditional Quantile Estimation for Truncated and Associated Data (Q5076920) (← links)
• Almost sure convergence of recursive kernel estimatiors of the density and the regression under η− weak dependence (Q5078876) (← links)
• Limit theorems for some time-dependent expanding dynamical systems (Q5136532) (← links)
• Limit theorems for some skew products with mixing base maps (Q5139072) (← links)
• Estimation of the limit variance for sums under a new weak dependence condition (Q5147565) (← links)
• (Q5156832) (← links)
• Convergence rate of the kernel regression estimator for associated and truncated data (Q5266572) (← links)
• A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains (Q6041771) (← links)
• ADAPTATION FOR NONPARAMETRIC ESTIMATORS OF LOCALLY STATIONARY PROCESSES (Q6145541) (← links)
• Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays (Q6157002) (← links)
• Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains (Q6592137) (← links)