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Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Hallin, Marc; Tran, Lanh - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 429-449
Persistent link: https://www.econbiz.de/10005616134
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Nonparametric quantile regression with heavy-tailed and strongly dependent errors
Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 23-47
We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...
Persistent link: https://www.econbiz.de/10010634437
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Asymptotic Normality of Kernel Density Estimators under Dependence
Lu, Zudi - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 447-468
Persistent link: https://www.econbiz.de/10005616477
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Recursive kernel density estimators under a weak dependence condition
Tran, Lanh - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 305-329
Persistent link: https://www.econbiz.de/10005616148
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Identification of non-minimum phase transfer function using higher-order spectrum
Kumon, Masayuki - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10005169196
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Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
Janas, Daniel - In: Annals of the Institute of Statistical Mathematics 46 (1994) 4, pp. 667-682
Persistent link: https://www.econbiz.de/10005169251
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Density Estimation with Replicate Heteroscedastic Measurements
McIntyre, Julie; Stefanski, Leonard - In: Annals of the Institute of Statistical Mathematics 63 (2011) 1, pp. 81-99
Persistent link: https://www.econbiz.de/10008925566
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On robust classification using projection depth
Dutta, Subhajit; Ghosh, Anil - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 657-676
Persistent link: https://www.econbiz.de/10010848674
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Local bootstrap
Shi, Sheng - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 667-676
Persistent link: https://www.econbiz.de/10005760159
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Estimation in nonparametric location-scale regression models with censored data
Heuchenne, Cédric; Keilegom, Ingrid - In: Annals of the Institute of Statistical Mathematics 62 (2010) 3, pp. 439-463
Persistent link: https://www.econbiz.de/10008552388