Strong consistency of the kernel estimators of conditional density function

JOURNAL ARTICLE published December 1985 in Acta Mathematica Sinica

Authors: Zhao Lincheng | Liu Zhijun

Large and moderate deviations for kernel–type estimators of the mean density of Boolean models

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Statistics

Authors: Federico Camerlenghi | Elena Villa

On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data

JOURNAL ARTICLE published 1 April 1995 in The Annals of Statistics

Authors: Kani Chen | Min-Te Chao | Shaw-Hwa Lo

Influence function and maximum bias of projection depth based estimators

JOURNAL ARTICLE published 1 February 2004 in The Annals of Statistics

Authors: Yijun Zuo | Hengjian Cui | Dennis Young

On Jackknifing Kernel Regression Function Estimators.

REPORT published 1 May 1983

Authors: Wolfgang Hardle

Anisotropic function estimation using multi-bandwidth Gaussian processes

JOURNAL ARTICLE published 1 February 2014 in The Annals of Statistics

Authors: Anirban Bhattacharya | Debdeep Pati | David Dunson

Product-limit estimators of the survival function with twice censored data

JOURNAL ARTICLE published 1 April 2006 in The Annals of Statistics

Authors: Valentin Patilea | Jean-Marie Rolin

Uniform law of large numbers and consistency of estimators for Harris diffusions

JOURNAL ARTICLE published October 2005 in Statistics & Probability Letters

Authors: D. Loukianova | O. Loukianov

Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields

JOURNAL ARTICLE published 1 October 2005 in The Annals of Statistics

Authors: Wei-Liem Loh

A class of estimators of the survival function from interval-censored data

JOURNAL ARTICLE published 1 April 1996 in The Annals of Statistics

Authors: Zhiming Wang | Joseph C. Gardiner

Least squares estimators of the mode of a unimodal regression function

JOURNAL ARTICLE published 1 June 2001 in The Annals of Statistics

Authors: Jyh-Ming Shoung | Cun-Hui Zhang

Confidence tubes for multiple quantile plots via empirical likelihood

JOURNAL ARTICLE published 1 August 1999 in The Annals of Statistics

Authors: John H. J. Einmahl | Ian W. McKeague

Algorithms for maximum-likelihood bandwidth selection in kernel density estimators

JOURNAL ARTICLE published October 2012 in Pattern Recognition Letters

Authors: José M. Leiva-Murillo | Antonio Artés-Rodríguez

Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators

JOURNAL ARTICLE published January 2006 in Journal of Nonparametric Statistics

Authors: Carlos Tenreiro

Asymptotic Distributions of Minimum Norm Quadratic Estimators of the Covariance Function of a Gaussian Random Field

JOURNAL ARTICLE published 1 September 1989 in The Annals of Statistics

Authors: Michael Stein

Rates of strong uniform consistency for multivariate kernel density estimators

JOURNAL ARTICLE published November 2002 in Annales de l?Institut Henri Poincare (B) Probability and Statistics

Authors: E GINE

An M-estimator for tail dependence in arbitrary dimensions

JOURNAL ARTICLE published 1 June 2012 in The Annals of Statistics

Authors: John H. J. Einmahl | Andrea Krajina | Johan Segers

Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors

JOURNAL ARTICLE published 1 June 1997 in The Annals of Statistics

Authors: O. V. Lepski | E. Mammen | V. G. Spokoiny

Asymptotically Optimal Bandwidth Selection for Kernel Density Estimators from Randomly Right-Censored Samples.

REPORT published 1 March 1986

Authors: J. S. Marron | W. J. Padgett

Internal Additive Consistency of Estimators

OTHER published December 2005 in Encyclopedia of Statistical Sciences