Pages that link to "Item:Q4022722"
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The following pages link to Properties of uniform consistency of the kernel estimators of density and regression functions under dependence assumptions (Q4022722):
Displaying 20 items.
- Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- New robust confidence intervals for the mean under dependence (Q826963) (← links)
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes (Q850729) (← links)
- Strong consistency of kernel estimates of regression function under dependence (Q984002) (← links)
- Exponential inequalities for dependent random variables (Q1178651) (← links)
- Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
- Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
- Sparsely observed functional time series: estimation and prediction (Q2180058) (← links)
- Uniform convergence rates for wavelet curve estimation in sup-norm loss (Q2229942) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression (Q2444664) (← links)
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes (Q2485826) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
- Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series (Q4345886) (← links)
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence (Q4891289) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
