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Computing the covariance of two Brownian area integrals
Wellner, J.A.; Smythe, R.T. - In: Statistica Neerlandica : journal of the Netherlands … 56 (2002) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10006441719
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Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1
Huang, J.; Wellner, J.A. - In: Statistica Neerlandica : journal of the Netherlands … 49 (1995) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10006485387
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Computing the covariance of two Brownian area integrals
Wellner, J.A.; Smythe, R.T. - In: Statistica Neerlandica : journal of the Netherlands … 57 (2003) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10006436271
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Some formulas via marginal martingales
Wellner, J.A. - In: Statistica Neerlandica : journal of the Netherlands … 48 (1994) 3, pp. 201-208
Persistent link: https://www.econbiz.de/10006490872
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Linton, Oliver; Xiao, Zhijie; Aerts, M.; Claeskens, G.; … - In: Econometric theory 23 (2007) 3, pp. 371
Persistent link: https://www.econbiz.de/10007718234
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Articles - Direct density estimation as as ill-posed inverse estimation problem
Dey, A.K.; Ruymgaart, F.H. - In: Statistica Neerlandica : journal of the Netherlands … 53 (1999) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10006459148