Asymptotic normality and strong consistency of kernel regression estimation in q-calculus

Documenti analoghi

• Stochastic approximation method for kernel sliced average variance estimation
  di: Nkou, Emmanuel De Dieu
  Pubblicazione: (2024)
• Minimax properties of gamma kernel density estimators under $L^p$ loss and $β$-Hölder smoothness of the target
  di: Ouimet, Frédéric
  Pubblicazione: (2026)
• Dirichlet kernel density estimation for strongly mixing sequences on the simplex
  di: Daayeb, Hanen, et al.
  Pubblicazione: (2025)
• Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
  di: Belzile, Léo R., et al.
  Pubblicazione: (2025)
• Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
  di: Somé, Sobom M., et al.
  Pubblicazione: (2022)