Pages that link to "Item:Q1813323"

The following pages link to Kernel density estimation under dependence (Q1813323):

Displaying 38 items.

• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• Information dependency: strong consistency of Darbellay-Vajda partition estimators (Q393626) (← links)
• Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis (Q553001) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• On the convergence rates of kernel estimator and hazard estimator for widely dependent samples (Q824505) (← links)
• Oscillations and moduli of continuity of kernel density estimators under dependence (Q908266) (← links)
• On convergence of kernel estimators of density with variable window width by dependent observations (Q927548) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• Estimation of density functions of distributions from dependent observations. (Q1130102) (← links)
• Quadratic errors for nonparametric estimates under dependence (Q1182766) (← links)
• Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition (Q1292778) (← links)
• On the strong uniform consistency of density estimation for strongly dependent sequences (Q1344816) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation (Q1382470) (← links)
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
• Kernel density estimator for strong mixing processes (Q1781510) (← links)
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
• Minimum distance regression-type estimates with rates under weak dependence (Q1817395) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• Uniform strong consistency of kernel density estimators under dependence (Q1914301) (← links)
• Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses (Q1916172) (← links)
• On bandwidth choice for density estimation with dependent data (Q1922388) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Pointwise adaptive estimation of the marginal density of a weakly dependent process (Q2407072) (← links)
• Functional estimation of a density under a new weak dependence condition (Q2739868) (← links)
• PROMETHEE IV through kernel density estimation (Q2817164) (← links)
• Adaptive density estimation under weak dependence (Q3085573) (← links)
• On multivariate variable-kernel density estimates for time series (Q3993626) (← links)
• Analysis 3: Who made the call? Classification based on logistic regression and trees (Q4207483) (← links)
• Consistency of kernel variance estimators for sums of semiparametric linear processes (Q4551778) (← links)
• On<i>L</i>₁-consistency of kernel-type density estimator for stationary markov processes (Q4843877) (← links)
• Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• (Q5225327) (← links)
• Exponential rates for kernel density estimation under association (Q5438544) (← links)