Pages that link to "Item:Q1779992"
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The following pages link to New dependence coefficients. Examples and applications to statistics (Q1779992):
Displaying 46 items.
- A note on exponential inequalities in Hilbert spaces for spatial processes with applications to the functional kernel regression model (Q2223166) (← links)
- A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations (Q2339565) (← links)
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications (Q2345125) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Change point estimation by local linear smoothing under a weak dependence condition (Q2440595) (← links)
- CLT and \(\mathbb L^q\) errors in nonparametric functional regression (Q2462099) (← links)
- On the weak invariance principle for non-adapted sequences under projective criteria (Q2471130) (← links)
- Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125) (← links)
- Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164) (← links)
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
- Measuring the Capacity of Sets of Functions in the Analysis of ERM (Q2805728) (← links)
- A deviation bound for α-dependent sequences with applications to intermittent maps (Q2951893) (← links)
- Adaptive density estimation under weak dependence (Q3085573) (← links)
- Central limit theorem for sampled sums of dependent random variables (Q3085583) (← links)
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications (Q3420024) (← links)
- SPECTRAL PROPERTIES OF CHAOTIC PROCESSES (Q3421620) (← links)
- EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS (Q3426807) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- A marginal contribution coefficient for sequences of nonstationary continuous Markov chains (Q4620223) (← 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)
- Exponential inequalities for VLMC empirical trees (Q5190283) (← links)
- Exponential Inequalities for the Distributions of Canonical Multiple Partial Sum Processes (Q5232085) (← links)
- Weak convergence of the empirical process of intermittent maps in 𝕃<sup>2</sup> under long-range dependence (Q5251125) (← links)
- Quenched Invariance Principles via Martingale Approximation (Q5272946) (← links)
- Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
- Nonlinear system theory: Another look at dependence (Q5385851) (← links)
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (Q5429594) (← links)
- Weak dependence for infinite ARCH-type bilinear models (Q5429696) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences (Q6047217) (← links)
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
- Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data (Q6110738) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
- Density deconvolution with associated stationary data. (Q6136992) (← links)
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations (Q6171139) (← links)
- Data-driven model selection for same-realization predictions in autoregressive processes (Q6173728) (← links)
- Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
- Moment inequalities for sums of weakly dependent random fields (Q6565333) (← links)
- Adaptive directional estimator of the density in \(\mathbb{R}^d\) for independent and mixing sequences (Q6596175) (← links)
- Central limit theorem under the Dedecker-Rio condition in some Banach spaces (Q6615467) (← links)
- Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
- Mean tests for high-dimensional time series (Q6671912) (← links)
