Pages that link to "Item:Q1120220"
From MaRDI portal
The following pages link to Strong uniform consistency rates for estimators of conditional functionals (Q1120220):
Displaying 50 items.
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- On the smoothness of conditional expectation functionals (Q433604) (← links)
- A Robbins-Monro procedure for estimation in semiparametric regression models (Q447819) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data (Q620550) (← links)
- Uniform convergence of nonparametric regressions in competing risk models with right censoring (Q643235) (← links)
- Uniform law of the logarithm for the local linear estimator of the conditional distribution function (Q710855) (← links)
- Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator. (Q817885) (← links)
- Testing for central symmetry (Q900764) (← links)
- Moment estimation in a semiparametric generalized linear model (Q945814) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- On the almost everywhere properties of the kernel regression estimate (Q1207632) (← links)
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions (Q1209694) (← links)
- A conditional bootstrap procedure for reconstruction of the incubation period of AIDS (Q1314231) (← links)
- Conditional empirical, quantile and difference processes for a large class of time series with applications (Q1330216) (← links)
- Semiparametric inference in a partial linear model (Q1355178) (← links)
- A theorem on uniform convergence of stochastic functions with applications (Q1365552) (← links)
- Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
- Transfer of tail information in censored regression models (Q1578287) (← links)
- Simultaneous confidence bands for expectile functions (Q1633261) (← links)
- Uniform estimation of isobars (Q1726926) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Distribution-free consistency of kernel non-parametric M-estimators. (Q1871237) (← links)
- Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions (Q1881236) (← links)
- A note on strong convergence rates in nonparametric regression (Q1903185) (← links)
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization (Q2121427) (← links)
- Correcting an estimator of a multivariate monotone function with isotonic regression (Q2199702) (← links)
- Proportional cross-ratio model (Q2274691) (← links)
- Estimation of conditional quantiles from data with additional measurement errors (Q2317284) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- Strong uniform consistency results of the weighted average of conditional artificial data points (Q2475781) (← links)
- Equivalent kernels for smoothing splines (Q2476445) (← links)
- Semi-parametric estimation of partially linear single-index models (Q2493137) (← links)
- Inference for covariate adjusted regression via varying coefficient models (Q2497177) (← links)
- Uniform in bandwidth consistency of kernel-type function estimators (Q2569245) (← links)
- Nonparametric estimation of distributional policy effects (Q2630163) (← links)
- Kernel Conditional Density Estimation When the Regressor is Valued in a Semi-Metric Space (Q2864662) (← links)
- Rate of strong uniform consistency for the nonparametric conditional quantile with dependent functional data (Q2910553) (← links)
- Smooth plug-in inverse estimators in the current status continuous mark model (Q2911702) (← links)
- Extended Glivenko–Cantelli Theorem in Nonparametric Regression (Q2931568) (← links)
- Application of Variational Analysis and Control Theory to Nonparametric Maximum Likelihood Estimation of a Density Function (Q2995270) (← links)
- Covariate Adjusted Correlation Analysis with Application to FMR1 Premutation Female Carrier Data (Q3183215) (← links)
- Asymptotics of kernel estimators based on local maximum likelihood (Q3432397) (← links)
- UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES (Q3551006) (← links)
- CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
- Non‐parametric Regression with Dependent Censored Data (Q3608263) (← links)
