Wavelet estimation in varying coefficient models for censored dependent data
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Cites work
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- scientific article; zbMATH DE number 1005342 (Why is no real title available?)
- A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
- Asymptotic properties for estimation of partial linear models with censored data
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
- Constructing multivariate distributions with specific marginal distributions
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- Estimating a distribution function for censored time series data
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- Kernel estimation of conditional density with truncated, censored and dependent data
- Mixing: Properties and examples
- Modification of the Greenwood Formula for Correlated Response Times
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Nonlinear time series. Nonparametric and parametric methods
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Varying coefficients partially linear models with randomly censored data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Wavelet Methods for Curve Estimation
- Wavelet estimation in varying-coefficient models
- Wavelet estimation in varying-coefficient partially linear regression models
- Wavelet methods in statistics with R
- Wavelets, approximation, and statistical applications
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Cited in
(9)- Wavelet estimation in varying-coefficient models
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Wavelet estimation in heteroscedastic model under censored samples
- Wavelet-M-estimation for time-varying coefficient time series models
- On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Wavelet estimation in varying-coefficient models with censored data
- scientific article; zbMATH DE number 7232970 (Why is no real title available?)
- Wavelet estimation in time-varying coefficient models
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