The following pages link to Salim Bouzebda (Q373681):
Displaying 50 items.
- Some uniform consistency results in the partially linear additive model components estimation (Q2807768) (← links)
- New Entropy Estimator with an Application to Test of Normality (Q2839082) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- New two-sample tests based on the integrated empirical copula processes (Q2892903) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results (Q2979611) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- (Q3305889) (← links)
- On the Local Time of the Weighted Bootstrap and Compound Empirical Processes (Q3448332) (← links)
- New estimates and tests of independence in some copula models (Q3562985) (← links)
- (Q3581153) (← links)
- Almost sure central limit theorem for the hybrid process (Q4567916) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (Q4686484) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data (Q4988815) (← 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)
- On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
- Nonparametric estimation of expectile regression in functional dependent data (Q5030947) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications (Q5051325) (← links)
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method (Q5077234) (← links)
- Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications (Q5079799) (← links)
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional <i>U</i>-statistics involving functional data (Q5114483) (← links)
- A New Test Procedure of Independence in Copula Models via χ<sup>2</sup>-Divergence (Q5190580) (← links)
- A Strong Invariance Theorem of the Tail Empirical Copula Processes (Q5299057) (← links)
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
- (Q5857050) (← links)
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds (Q6044263) (← links)
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate (Q6067492) (← links)
- Asymptotic normality of the regression mode in the nonparametric random design model for censored data (Q6096175) (← links)
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method (Q6133738) (← links)
- The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data (Q6160091) (← links)
- Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data (Q6167552) (← links)
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
- Single index regression model for functional quasi-associated times series data (Q6174114) (← links)
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence (Q6175626) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates (Q6187588) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data (Q6497054) (← links)
- Renewal type bootstrap for \(U\)-process Markov chains (Q6540487) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- Asymptotic normality of the k-NN single index regression estimator for functional weak dependence data* (Q6549184) (← links)
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation (Q6549200) (← links)
- The Bahadur representation for empirical and smooth quantile estimators under association (Q6549583) (← links)
- Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)
- Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds (Q6588237) (← links)
- The local linear functional \(k\)NN estimator of the conditional expectile: uniform consistency in number of neighbors (Q6622516) (← links)
