Weak and strong uniform consistency of kernel regression estimates
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Cites work
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Cited in
(only showing first 100 items - show all)- Nonparametric regression estimation with general parametric error covariance
- Minimum distance regression model checking with Berkson measurement errors
- Rank reducible varying coefficient model
- Large and moderate deviations principles for kernel estimators of the multivariate regression
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Statistical inference on parametric part for partially linear single-index model
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
- A comparison of Kriging with nonparametric regression methods
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Adaptive nonparametric estimation of a multivariate regression function
- Asymptotics of conditional empirical processes
- Strong uniform consistency of nonparametric regression function estimates
- Asymptotic maximal deviation of M-smoothers
- A strong law of large numbers for nonparametric regression
- Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- On the almost everywhere properties of the kernel regression estimate
- Semiparametric quasilikelihood and variance function estimation in measurement error models
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- A nonparametric calibration analysis
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- A simple nonparametric estimator of a strictly monotone regression function
- Minimum distance regression model checking
- The functional nonparametric model and applications to spectrometric data
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- Likelihood-based local polynomial fitting for single-index models
- Checking the adequacy for a distortion errors-in-variables parametric regression model
- Quantile estimation for a hybrid model of functional and varying coefficient regressions
- Generalized nonparametric smoothing with mixed discrete and continuous data
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Estimated conditional score function for missing mechanism model with nonignorable nonresponse
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- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
- Statistical inference on partial linear additive models with distortion measurement errors
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Direct estimation of low-dimensional components in additive models.
- The pointwise rate of convergence of the kernel regression estimate
- Nonparametric analysis of covariance.
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- Estimation of regression parameters in a semiparametric transformation model
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- On bootstrap consistency of MAVE for single index models
- Quantile regression and variable selection for partially linear model with randomly truncated data
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- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
- Kernel density estimation for partial linear multivariate responses models
- Estimation of partially linear single-index spatial autoregressive model
- \(L_1\)-estimation for covariate-adjusted regression
- Estimation for partially varying-coefficient single-index models with distorted measurement errors
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- On the maximal deviation of kernel regression estimators with NMAR response variables
- Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
- Single-index quantile regression with left truncated data
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Empirical likelihood for varying coefficient partially nonlinear model with missing responses
- Uniform convergence of local Fréchet regression with applications to locating extrema and time warping for metric space valued trajectories
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- Semiparametric varying-coefficient study of mean residual life models
- The adaptive L1-penalized LAD regression for partially linear single-index models
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