Pages that link to "Item:Q1199868"

The following pages link to Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868):

Displaying 48 items.

• On the strong uniform consistency of the mode estimator for censored time series (Q421049) (← links)
• Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
• Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data (Q670191) (← links)
• Asymptotic normality of wavelet density estimator under censored dependent observations (Q692737) (← links)
• Estimation of the Renyi's residual entropy of order \(\alpha\) with dependent data (Q744788) (← links)
• Asymptotic properties of conditional quantile estimator for censored dependent observations (Q907099) (← links)
• Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
• Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences (Q995838) (← links)
• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
• Smooth estimate of quantiles under association (Q1382225) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data (Q1387688) (← links)
• Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition (Q1610923) (← links)
• Local polynomial estimation of a conditional mean function with dependent truncated data (Q1761551) (← links)
• Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• A semiparametric additive rate model for a modulated renewal process (Q2274650) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data (Q2324304) (← links)
• A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors (Q2493860) (← links)
• Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1]\) (Q2510943) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
• Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions (Q3015911) (← links)
• Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• Nonlinear wavelet density estimation with censored dependent data (Q3118886) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Berry-esseen bounds for smooth estimator of a distribution function under association (Q3836391) (← links)
• Weak convergence for smooth estimator of a distribution function under negative association (Q4237951) (← links)
• Histogram estimation of radon-nikodym derivatives for strong mixing data (Q4547523) (← links)
• Asymptotic normality of spline estimator when the errors are a linear stationary process (Q4789782) (← links)
• Nonparametric estimation of the hazard function under dependence conditions (Q4935409) (← links)
• A Quantile‐based Test for Symmetry of Weakly Dependent Processes (Q5256821) (← links)
• Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation (Q5321894) (← links)
• (Q5870747) (← links)
• Average regression surface for dependent data (Q5926425) (← links)
• Survival function and density estimation for truncated dependent data (Q5930649) (← links)
• Estimating a distribution function for censored time series data (Q5947229) (← links)
• Recursive and non-recursive kernel estimation of negative cumulative residual extropy under \(\alpha\)-mixing dependence condition (Q6040795) (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
• A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
• Asymptotic normality of the regression mode in the nonparametric random design model for censored data (Q6096175) (← links)
• Detecting systematic anomalies affecting systems when inputs are stationary time series (Q6580718) (← links)