Quadratic errors for nonparametric estimates under dependence

From MaRDI portal
Publication:1182766

DOI10.1016/0047-259X(91)90105-BzbMath0751.62022MaRDI QIDQ1182766

Philippe Vieu

Publication date: 28 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)




Related Items

On convergence rates for quadratic errors in kernel hazard estimationA nonparametric method to estimate time varying coefficients under seasonal constraintsGrowth curves: A two-stage nonparametric approachDensity estimation for time series by histogramsTheoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional dataRecursive regression estimators with application to nonparametric predictionMODIFIED CROSS-VALIDATION IN SEMIPARAMETRIC REGRESSION MODELS WITH DEPENDENT ERRORSOptimal asymptotic quadratic error of density estimators for strong mixing or chaotic dataQuadratic error of the kernel estimate of the conditional density when the regressor is functionalNonparametric estimation of density derivatives of dependent dataChoice of regressors in nonparametric estimationKernel estimation of the regression function with random sampling timesFunctional projection pursuit regressionOptimal smooth hazard estimatesStrong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimationOn histograms for linear processesA plug-in technique in nonparametric regression with dependenceOrder Choice in Nonlinear Autoregressive ModelsDensity estimation in \(\mathbb{L}^\infty\) norm for mixing processesOptimal bandwidth selection for multivariate kernel deconvolution density estimationNonparametric density estimation for nonmixing approximable stochastic processesSome Classes of Stochastic Differential Equations as an Alternative Modeling Approach to Biomedical ProblemsA local cross-validation algorithm for dependent dataNonparametric estimation of the hazard function under dependence conditionsNew kernel estimators of the hazard ratio and their asymptotic propertiesPlug-in bandwidth selection in kernel hazard estimation from dependent dataNonparametric estimation under long memory dependenceNonparametric estimation for dependent dataAutomatic smoothing parameter selection for the nonparametric regression estimation of functional data.Nonparametric Estimation for the Hazard FunctionConvergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samplesAsymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fittingNonparametric estimation of time varying parameters under shape restrictions



Cites Work