Pages that link to "Item:Q3738397"

The following pages link to Recursive probability density estimation for weakly dependent stationary processes (Q3738397):

Displaying 50 items.

• Uniform convergence of estimator for nonparametric regression with dependent data (Q289968) (← links)
• Asymptotic results for an \(L^1\)-norm kernel estimator of the conditional quantile for functional dependent data with application to climatology (Q354209) (← links)
• The Berry-Esseen bounds for kernel density estimator under dependent sample (Q388069) (← links)
• Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
• On the strong uniform consistency of the mode estimator for censored time series (Q421049) (← links)
• Berry-Esseen bounds for density estimates under NA assumption (Q451295) (← links)
• Nonparametric recursive density estimation for spatial data (Q512355) (← links)
• Recursive kernel density estimators under a weak dependence condition (Q756326) (← links)
• Nonparametric estimation of the density of a point process (Q758041) (← links)
• \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
• Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate (Q808125) (← links)
• Asymptotic normality for the wavelets estimator of the additive regression components (Q857121) (← links)
• Integrated consistency of smoothed probability density estimators for stationary sequences (Q914286) (← links)
• Kernel density estimation on random fields (Q921787) (← links)
• Nonparametric estimation of income distribution and poverty index (Q943652) (← links)
• Nonparametric estimation of conditional expectation (Q958769) (← links)
• Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses (Q995428) (← links)
• On a parametric family of sequential estimators of the density for a strong mixing process (Q1009538) (← links)
• Strong consistency and rates for recursive probability density estimators of stationary processes (Q1089711) (← links)
• Almost sure convergence of recursive density estimators for stationary mixing processes (Q1094772) (← links)
• Hazard rate estimation under dependence conditions (Q1121614) (← links)
• Kernel density and hazard rate estimation for censored dependent data (Q1272742) (← links)
• Estimation and test of linearity for a class of additive nonlinear models (Q1305278) (← links)
• Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data (Q1347203) (← links)
• Robust \(m\)-interval detection procedures for strong mixing noise (Q1357085) (← links)
• Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation (Q1359395) (← links)
• Kernel density estimation under weak dependence with sampled data (Q1360977) (← links)
• Frequency polygons for weakly dependent processes (Q1380558) (← links)
• Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
• Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples (Q1600739) (← links)
• On convergence rates for quadratic errors in kernel hazard estimation (Q1613073) (← links)
• Recursive estimation of nonparametric regression with functional covariate (Q1615186) (← links)
• Kernel estimation of the regression function with random sampling times (Q1906311) (← links)
• Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data (Q1951986) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• \(k\)NN local linear estimation of the conditional cumulative distribution function: dependent functional data case (Q1992287) (← links)
• On dynamic weighted extropy (Q2020571) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Asymptotic results for truncated-censored and associated data (Q2188759) (← links)
• Strong consistency of local linear estimation of a conditional density function under random censorship (Q2211898) (← links)
• On a class of recursive estimators for spatially dependent observations (Q2233584) (← links)
• The rate of complete consistency for recursive probability density estimator under strong mixing samples (Q2244465) (← links)
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series (Q2276175) (← links)
• Local linear spatial regression (Q2388333) (← links)
• Asymptotic normality of a robust estimator of the regression function for functional time series data (Q2511745) (← links)
• A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models (Q2674491) (← links)
• Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains (Q2689899) (← links)
• Asymptotic normality of convergent estimates of conditional quantiles (Q2716936) (← links)