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On the strong universal consistency of local averaging regression estimates

Annals of the Institute of Statistical Mathematics, 2019-10, Vol.71 (5), p.1233-1263

2019

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Local linear regression for functional data

Annals of the Institute of Statistical Mathematics, 2011-10, Vol.63 (5), p.1047-1075

2011

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Nonparametric quantile estimation using importance sampling

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.439-465

2018

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A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.33-61

Ahmad, M. Rauf

2014

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Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes

Annals of the Institute of Statistical Mathematics, 2006-09, Vol.58 (3), p.635-646

Chanda, Kamal C

2006

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Kernel estimators of mode under ψ-weak dependence

Annals of the Institute of Statistical Mathematics, 2016-04, Vol.68 (2), p.301-327

2016

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A class of asymptotically normal degenerate quasi U-statistics

Annals of the Institute of Statistical Mathematics, 2011-12, Vol.63 (6), p.1165-1182

2011

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Partial linear single index models with distortion measurement errors

Annals of the Institute of Statistical Mathematics, 2013-04, Vol.65 (2), p.237-267

2013

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Minimaxity in estimation of restricted and non-restricted scale parameter matrices

Annals of the Institute of Statistical Mathematics, 2015-04, Vol.67 (2), p.261-285

2015

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Self-exciting jump processes with applications to energy markets

Annals of the Institute of Statistical Mathematics, 2018-04, Vol.70 (2), p.373-393

2018

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Kernel estimators of mode under [psi]-weak dependence

Annals of the Institute of Statistical Mathematics, 2016-04, Vol.68 (2), p.301-327

2016

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Root n estimates of vectors of integrated density partial derivative functionals

Annals of the Institute of Statistical Mathematics, 2014, Vol.66 (5), p.865-895

2014

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A $$U$$ -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.33-61

Ahmad, M. Rauf

2014

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Bayesian nonparametric regression with varying residual density

Annals of the Institute of Statistical Mathematics, 2014-02, Vol.66 (1), p.1-31

2014

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Point process diagnostics based on weighted second-order statistics and their asymptotic properties

Annals of the Institute of Statistical Mathematics, 2009-12, Vol.61 (4), p.929-948

2009

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Empirical likelihood for conditional quantile with left-truncated and dependent data

Annals of the Institute of Statistical Mathematics, 2012-08, Vol.64 (4), p.765-790

2012

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The estimation of M4 processes with geometric moving patterns

Annals of the Institute of Statistical Mathematics, 2008-03, Vol.60 (1), p.121-150

Zhang, Zhengjun

2008

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Testing the tail index in autoregressive models

Annals of the Institute of Statistical Mathematics, 2009-09, Vol.61 (3), p.579-598

2009

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Asymptotic results for jump probabilities associated to the multiple scan statistic

Annals of the Institute of Statistical Mathematics, 2018-10, Vol.70 (5), p.951-968

2018

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Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data

Annals of the Institute of Statistical Mathematics, 2007-06, Vol.59 (2), p.299-324

2007

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Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game

Annals of the Institute of Statistical Mathematics, 2012-06, Vol.64 (3), p.615-632

Takazawa, Shin-ichiro

2012

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Exact goodness-of-fit tests for censored data

Annals of the Institute of Statistical Mathematics, 2012-12, Vol.64 (6), p.1187-1203

Grane, Aurea

2012

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Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds

Annals of the Institute of Statistical Mathematics, 2012-08, Vol.64 (4), p.687-714

2012

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Empirical process approach to some two-sample problems based on ranked set samples

Annals of the Institute of Statistical Mathematics, 2007-12, Vol.59 (4), p.757-787

2007

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Uniform asymptotics for S- and MM-regression estimators

Annals of the Institute of Statistical Mathematics, 2010-10, Vol.62 (5), p.897-927

2010

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Einstellungen

On the strong universal consistency of local averaging regression estimates

Local linear regression for functional data

Nonparametric quantile estimation using importance sampling

A -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Sampling Properties of U-statistics for a Class of Stationary Nonlinear Processes

Kernel estimators of mode under ψ-weak dependence

A class of asymptotically normal degenerate quasi U-statistics

Partial linear single index models with distortion measurement errors

Minimaxity in estimation of restricted and non-restricted scale parameter matrices

Self-exciting jump processes with applications to energy markets

Kernel estimators of mode under [psi]-weak dependence

Root n estimates of vectors of integrated density partial derivative functionals

A $$U$$ -statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens–Fisher setting

Bayesian nonparametric regression with varying residual density

Point process diagnostics based on weighted second-order statistics and their asymptotic properties

Empirical likelihood for conditional quantile with left-truncated and dependent data

The estimation of M4 processes with geometric moving patterns

Testing the tail index in autoregressive models

Asymptotic results for jump probabilities associated to the multiple scan statistic

Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data

Exponential inequalities and the law of the iterated logarithm in the unbounded forecasting game

Exact goodness-of-fit tests for censored data

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds

Empirical process approach to some two-sample problems based on ranked set samples

Uniform asymptotics for S- and MM-regression estimators

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