Pages that link to "Item:Q1357890"
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The following pages link to Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables (Q1357890):
Displaying 13 items.
- Local polynomial estimation of nonparametric simultaneous equations models (Q292152) (← links)
- Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes (Q936987) (← links)
- Asymptotic behavior of the perturbed empirical distribution functions evaluated at a random point for absolutely regular sequences (Q1321983) (← links)
- On some limit laws for perturbed empirical distribution functions (Q1341363) (← links)
- Limiting behavior of the perturbed empirical distribution functions evaluated at a random point under dependence (Q1894105) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← links)
- A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
- Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Smooth coefficient models with endogenous environmental variables (Q5860984) (← links)
