Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces

Documenti analoghi

• Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
  di: Belzile, Léo R., et al.
  Pubblicazione: (2025)
• Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
  di: Desgagné, Alain, et al.
  Pubblicazione: (2024)
• Dirichlet kernel density estimation on the simplex with missing data
  di: Daayeb, Hanen, et al.
  Pubblicazione: (2026)
• Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
  di: Lyu, Guanjie, et al.
  Pubblicazione: (2026)
• A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
  di: Ouimet, Frédéric
  Pubblicazione: (2026)