Pages that link to "Item:Q3632398"

The following pages link to UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398):

Displaying 50 items.

• Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771) (← links)
• Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data (Q3121183) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
• Specification tests for the distribution of errors in nonparametric regression: a martingale approach (Q3627956) (← links)
• (Q3732733) (← links)
• Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification (Q4553787) (← links)
• Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
• Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data (Q4988815) (← links)
• Robust System Design with Limited Experimental Data and an Inexact Simulation Model (Q4995113) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• A nonparametric statistical procedure for the detection of marine pollution (Q5036489) (← links)
• Estimation for Functional Single Index Models with Unknown Link Functions (Q5041333) (← links)
• Varying coefficient single-index regression model with missing responses under rank-based modelling (Q5078824) (← links)
• NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
• Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
• Insensitivity of Nadaraya–Watson estimators to design correlation (Q5104494) (← links)
• On Monte Carlo computation of posterior expectations with uncertainty (Q5106910) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• LIKELIHOOD INFERENCE ON SEMIPARAMETRIC MODELS WITH GENERATED REGRESSORS (Q5118574) (← links)
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
• SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850) (← links)
• Integral estimation based on Markovian design (Q5215027) (← links)
• The LLN and CLT for U-statistics under cross-sectional dependence (Q5221305) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS (Q5357390) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
• UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION (Q5371154) (← links)
• Generalized Jackknife Estimators of Weighted Average Derivatives (Q5406350) (← links)
• UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)
• Semiparametric methods in nonlinear time series analysis: a selective review (Q5419459) (← links)
• Generalized M-estimation for the accelerated failure time model (Q5739653) (← links)
• Testing for distributional features in varying coefficient panel data models (Q5860971) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• On endogeneity and shape invariance in extended partially linear single index models (Q5861005) (← links)
• Semiparametric Autoregressive Conditional Duration Model: Theory and Practice (Q5863565) (← links)
• Testing Additive Separability of Error Term in Nonparametric Structural Models (Q5863572) (← links)
• Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
• Local linear estimation for covariate-adjusted varying-coefficient models (Q5866117) (← links)
• Pseudo likelihood and dimension reduction for data with nonignorable nonresponse (Q5879974) (← links)
• Nonstationarity in time series of state densities (Q5964756) (← links)
• Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction (Q6040694) (← links)
• On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
• Determination and estimation of optimal quarantine duration for infectious diseases with application to data analysis of COVID‐19 (Q6079490) (← links)
• Efficient error variance estimation in non‐parametric regression (Q6081852) (← links)
• On sufficient conditions for the consistency of local linear kernel estimators (Q6084893) (← links)
• Predictive Inference Based on Markov Chain Monte Carlo Output (Q6088268) (← links)
• Model Checking for Parametric Ordinary Differential Equations Systems (Q6092950) (← links)