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Mammen, Enno; Polonik, Wolfgang - In: Journal of Multivariate Analysis 122 (2013) C, pp. 202-214

approach is exemplified in the case of a density level set utilizing a kernel density estimator and a bootstrap procedure. …

Persistent link: https://www.econbiz.de/10011041942

Conditional density estimation in measurement error problems

Wang, Xiao-Feng; Ye, Deping - In: Journal of Multivariate Analysis 133 (2015) C, pp. 38-50

kernel methods to estimate the conditional density function in an additive error model, when the error distribution is known …

Persistent link: https://www.econbiz.de/10011116243

A strong linear representation for the maximum conditional hazard rate estimator in survival analysis

Gneyou, Kossi Essona - In: Journal of Multivariate Analysis 128 (2014) C, pp. 10-18

Quintela-del-Río (2006) considered the estimation of the maximum hazard under dependence conditions and established strong convergence with rate and asymptotic normality of the estimate. The aim of this paper is to generalize this work to the case of right censored data with covariate. Via a...

Persistent link: https://www.econbiz.de/10011042054

MU-Estimation and Smoothing

Liu, Z. J.; Rao, C. R. - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 277-293

method of smoothing the DM with a kernel function and using it in estimation. It is seen that smoothing allows us to develop …

Persistent link: https://www.econbiz.de/10005152937

A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets

Mojirsheibani, Majid - In: Journal of Multivariate Analysis 112 (2012) C, pp. 230-241

-MBR.texon of kernel density estimates over general connected compact sets. The theoretical validity of this approximation is also …

Persistent link: https://www.econbiz.de/10010594235