UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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- scientific article; zbMATH DE number 4026564
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Cited in
(only showing first 100 items - show all)- Estimating the innovation distribution in nonparametric autoregression
- D-vine copula based quantile regression
- Robust functional principal component analysis for non-Gaussian longitudinal data
- Searching for the core variables in principal components analysis
- Nonparametric independence screening via favored smoothing bandwidth
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- Universal weighted kernel-type estimators for some class of regression models
- Uniform convergence rates for wavelet curve estimation in sup-norm loss
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- Strong uniform convergence rate of nonparametric kernel estimates of a general function under dependent data
- Specification tests for the distribution of errors in nonparametric regression: a martingale approach
- scientific article; zbMATH DE number 3965192 (Why is no real title available?)
- Some uniform convergence results for kernel estimators
- Strong consistency of the internal estimator of nonparametric regression with dependent data
- Convergence of probability densities using approximate models for forward and inverse problems in uncertainty quantification
- Specification testing in nonparametric AR‐ARCH models
- Estimating nonlinear additive models with nonstationarities and correlated errors
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- Specification testing for transformation models with an application to generalized accelerated failure-time models
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- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
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