Pages that link to "Item:Q2485822"

The following pages link to Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822):

Displaying 50 items.

• A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
• Plug-in prediction intervals for a special class of standard ARH(1) processes (Q268742) (← links)
• Relative-error prediction in nonparametric functional statistics: theory and practice (Q268768) (← links)
• Gap between orthogonal projectors -- application to stationary processes (Q268775) (← links)
• Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
• Modified kernel regression estimation with functional time series data (Q277279) (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
• Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data (Q385103) (← links)
• The Berry-Esseen bounds for kernel density estimator under dependent sample (Q388069) (← links)
• Kernel estimation of conditional density with truncated, censored and dependent data (Q391797) (← links)
• Empirical likelihood confidence intervals for nonparametric functional data analysis (Q419261) (← links)
• Regression when both response and predictor are functions (Q432289) (← links)
• A functional linear model for time series prediction with exogenous variables (Q433596) (← links)
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
• Nonparametric density estimation for functional data by delta sequences (Q467898) (← links)
• Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
• Rate of uniform consistency for a class of mode regression on functional stationary ergodic data (Q518882) (← links)
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
• Structural test in regression on functional variables (Q631609) (← links)
• Local linear regression for functional data (Q645536) (← links)
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
• Some developments in semiparametric statistics (Q715787) (← links)
• The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
• Asymptotic distributions of nonparametric regression estimators for longitudinal or functional data (Q860333) (← links)
• Prediction in functional linear regression (Q869966) (← links)
• Moments, errors, asymptotic normality and large deviation principle in nonparametric functional regression (Q900977) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
• Asymptotic properties of nonparametric M-estimation for mixing functional data (Q958810) (← links)
• On robust nonparametric regression estimation for a functional regressor (Q958942) (← links)
• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations (Q976952) (← links)
• Kernel regression estimation in a Banach space (Q998998) (← links)
• A generalized \(L^1\)-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality (Q1012106) (← links)
• Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
• Rate of uniform consistency for nonparametric estimates with functional variables (Q1039469) (← links)
• Asymptotic normality of generalized functional estimators dependent on covariables (Q1262648) (← links)
• Nonparametric regression for mixing functional random variables (Q1598491) (← links)
• Recursive estimation of nonparametric regression with functional covariate (Q1615186) (← links)
• Strong uniform consistency rates and asymptotic normality of conditional density estimator in the single functional index modeling for time series data (Q1621674) (← links)
• Bootstrap methods for stationary functional time series (Q1702275) (← links)
• Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
• Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
• Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
• Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process (Q1931831) (← links)
• Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data (Q1946888) (← links)
• Curse of dimensionality and related issues in nonparametric functional regression (Q1950329) (← links)
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
• Recursive nonparametric regression estimation for dependent strong mixing functional data (Q2023475) (← links)