The following pages link to Salim Bouzebda (Q373681):
Displaying 50 items.
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- On the hybrids of \(k\)-spacing empirical and partial sum processes (Q506423) (← links)
- Kac's representation for empirical copula process from an asymptotic viewpoint (Q511559) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- (Q592608) (redirect page) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- On the nonparametric estimation of the functional expectile regression (Q784366) (← links)
- Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy (Q961010) (← links)
- A semiparametric test of independence in copula models for censored data (Q964445) (← links)
- A test of independence in some copula models (Q1019534) (← links)
- Estimation and tests of independence in copula models via divergences (Q1022309) (← links)
- A strong consistency of a nonparametric estimate of entropy under random censorship (Q1028093) (← links)
- Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
- Nonparametric recursive method for kernel-type function estimators for spatial data (Q1642437) (← links)
- Statistical tests in the partially linear additive regression models (Q1731204) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy (Q1952193) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes (Q2086282) (← links)
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
- Local linear estimate of the functional expectile regression (Q2107583) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes (Q2231589) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method (Q2322619) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
- New kernel-type estimator of Shanonn's entropy (Q2438567) (← links)
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) (← links)
- Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
