Wavelet Estimation of Partial Derivatives in Multivariate Regression Under Discrete-Time Stationary Ergodic Processes.
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- Mathematics (2227-7390), 2025, v. 13, n. 10, p. 1587, doi. 10.3390/math13101587
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Works matching AU Bouzebda, Salim
Results: 65
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Empirical likelihood based confidence regions for functional of copulas.
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- Journal of Nonparametric Statistics, 2024, v. 36, n. 4, p. 1192, doi. 10.1080/10485252.2024.2312396
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- Article
3
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications.
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- Journal of Nonparametric Statistics, 2022, v. 34, n. 4, p. 758, doi. 10.1080/10485252.2022.2071889
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- Article
4
Nonparametric estimation of expectile regression in functional dependent data.
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- Journal of Nonparametric Statistics, 2022, v. 34, n. 1, p. 250, doi. 10.1080/10485252.2022.2027412
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- Article
5
On the uniform-in-bandwidth consistency of the general conditional U-statistics based on the copula representation.
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- Journal of Nonparametric Statistics, 2021, v. 33, n. 2, p. 321, doi. 10.1080/10485252.2021.1937621
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- Article
6
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence.
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- Journal of Nonparametric Statistics, 2021, v. 33, n. 2, p. 170, doi. 10.1080/10485252.2021.1925668
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7
Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data.
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- Journal of Nonparametric Statistics, 2020, v. 32, n. 4, p. 864, doi. 10.1080/10485252.2020.1834107
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8
Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data.
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- Journal of Nonparametric Statistics, 2020, v. 32, n. 2, p. 452, doi. 10.1080/10485252.2020.1759597
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9
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications.
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- Journal of Nonparametric Statistics, 2018, v. 30, n. 1, p. 49, doi. 10.1080/10485252.2017.1404059
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- Article
10
General Bootstrap for Dual ϕ-Divergence Estimates.
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- Journal of Probability & Statistics, 2012, p. 1, doi. 10.1155/2012/834107
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- Article
11
Cramér's type results for some bootstrapped U-statistics.
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- Statistical Papers, 2020, v. 61, n. 4, p. 1685, doi. 10.1007/s00362-018-0999-8
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- Article
12
Asymptotic results for hybrids of empirical and partial sums processes.
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- Statistical Papers, 2014, v. 55, n. 4, p. 1121, doi. 10.1007/s00362-013-0557-3
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- Article
13
On the Local Time of the Weighted Bootstrap and Compound Empirical Processes.
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- Stochastic Analysis & Applications, 2015, v. 33, n. 4, p. 609, doi. 10.1080/07362994.2015.1024854
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- Article
14
On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size.
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- Stats, 2023, v. 6, n. 1, p. 365, doi. 10.3390/stats6010023
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- Article
15
k -Nearest Neighbour Estimation of the Conditional Set-Indexed Empirical Process for Functional Data: Asymptotic Properties.
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- Axioms (2075-1680), 2025, v. 14, n. 2, p. 76, doi. 10.3390/axioms14020076
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16
Single index regression for locally stationary functional time series.
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- AIMS Mathematics, 2024, v. 9, n. 12, p. 1, doi. 10.3934/math.20241719
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- Article
17
Limit theorems for nonparametric conditional U-statistics smoothed by asymmetric kernels.
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- AIMS Mathematics, 2024, v. 9, n. 9, p. 26195, doi. 10.3934/math.20241280
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18
Limit theorems for local polynomial estimation of regression for functional dependent data.
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- AIMS Mathematics, 2024, v. 9, n. 9, p. 23651, doi. 10.3934/math.20241150
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19
Weak convergence of the conditional single index U-statistics for locally stationary functional time series.
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- AIMS Mathematics, 2024, v. 9, n. 6, p. 14807, doi. 10.3934/math.2024720
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20
The strong consistency and asymptotic normality of the kernel estimator type in functional single index model in presence of censored data.
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- AIMS Mathematics, 2024, v. 9, n. 3, p. 1, doi. 10.3934/math.2024356
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- Article
21
Strong consistency rate in functional single index expectile model for spatial data.
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- AIMS Mathematics, 2024, v. 9, n. 3, p. 1, doi. 10.3934/math.2024269
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22
Uniform in number of neighbors consistency and weak convergence of kNN empirical conditional processes and kNN conditional U-processes involving functional mixing data.
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- AIMS Mathematics, 2024, v. 9, n. 2, p. 4427, doi. 10.3934/math.2024218
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- Article
23
Limit Theorems for Kernel Regression Estimator for Quasi-Associated Functional Censored Time Series Within Single Index Structure.
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- Mathematics (2227-7390), 2025, v. 13, n. 5, p. 886, doi. 10.3390/math13050886
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24
Robust Estimation of L 1 -Modal Regression Under Functional Single-Index Models for Practical Applications.
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- Mathematics (2227-7390), 2025, v. 13, n. 4, p. 602, doi. 10.3390/math13040602
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25
Weak Convergence of the Conditional Set-Indexed Empirical Process for Missing at Random Functional Ergodic Data.
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- Mathematics (2227-7390), 2024, v. 12, n. 3, p. 448, doi. 10.3390/math12030448
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26
Uniform Consistency for Functional Conditional U -Statistics Using Delta-Sequences.
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- Mathematics (2227-7390), 2023, v. 11, n. 1, p. 161, doi. 10.3390/math11010161
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27
Non-Parametric Conditional U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design.
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- Mathematics (2227-7390), 2023, v. 11, n. 1, p. 16, doi. 10.3390/math11010016
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28
Wavelet Density and Regression Estimators for Continuous Time Functional Stationary and Ergodic Processes.
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- Mathematics (2227-7390), 2022, v. 10, n. 22, p. 4356, doi. 10.3390/math10224356
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29
Exchangeably Weighted Bootstraps of General Markov U -Process.
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- Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3745, doi. 10.3390/math10203745
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30
Wavelet Density and Regression Estimators for Functional Stationary and Ergodic Data: Discrete Time.
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- Mathematics (2227-7390), 2022, v. 10, n. 19, p. 3433, doi. 10.3390/math10193433
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31
Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes.
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- Sequential Analysis, 2014, v. 33, n. 3, p. 360, doi. 10.1080/07474946.2014.916930
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32
Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models.
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- Symmetry (20738994), 2025, v. 17, n. 3, p. 394, doi. 10.3390/sym17030394
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33
Uniform in Number of Neighbor Consistency and Weak Convergence of k -Nearest Neighbor Single Index Conditional Processes and k -Nearest Neighbor Single Index Conditional U -Processes Involving Functional Mixing Data.
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- Symmetry (20738994), 2024, v. 16, n. 12, p. 1576, doi. 10.3390/sym16121576
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34
Spatio-Functional Local Linear Asymmetric Least Square Regression Estimation: Application for Spatial Prediction of COVID-19 Propagation.
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- Symmetry (20738994), 2023, v. 15, n. 12, p. 2108, doi. 10.3390/sym15122108
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35
Almost sure central limit theorem for the hybrid process.
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- Statistics, 2018, v. 52, n. 3, p. 519, doi. 10.1080/02331888.2018.1425864
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36
Strong approximation of empirical copula processes by Gaussian processes.
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- Statistics, 2013, v. 47, n. 5, p. 1047, doi. 10.1080/02331888.2012.688205
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37
New two-sample tests based on the integrated empirical copula processes.
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- Statistics, 2012, v. 46, n. 3, p. 313, doi. 10.1080/02331888.2010.512976
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- Article
38
Linear Wavelet-Based Estimators of Partial Derivatives of Multivariate Density Function for Stationary and Ergodic Continuous Time Processes.
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- Entropy, 2025, v. 27, n. 4, p. 389, doi. 10.3390/e27040389
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- Article
39
Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data.
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- Entropy, 2023, v. 25, n. 7, p. 1108, doi. 10.3390/e25071108
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- Article
40
Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators.
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- Stochastics: An International Journal of Probability & Stochastic Processes, 2024, v. 96, n. 8, p. 2135, doi. 10.1080/17442508.2024.2391898
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41
Limit theorems for a class of processes generalizing the U-empirical process.
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- Stochastics: An International Journal of Probability & Stochastic Processes, 2024, v. 96, n. 1, p. 799, doi. 10.1080/17442508.2024.2320402
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- Article
42
Some asymptotic results for the integrated empirical process with applications to statistical tests.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 7, p. 3365, doi. 10.1080/03610926.2015.1060346
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43
Additive regression model for stationary and ergodic continuous time processes.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 5, p. 2454, doi. 10.1080/03610926.2015.1048882
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- Article
44
Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 3, p. 1367, doi. 10.1080/03610926.2015.1019144
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- Article
45
Some uniform consistency results in the partially linear additive model components estimation.
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- Communications in Statistics: Theory & Methods, 2016, v. 45, n. 5, p. 1278, doi. 10.1080/03610926.2013.861491
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46
New Entropy Estimator with an Application to Test of Normality.
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- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 12, p. 2245, doi. 10.1080/03610926.2011.608473
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- Article
47
A Strong Invariance Theorem of the Tail Empirical Copula Processes.
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- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 1, p. 11, doi. 10.1080/03610926.2011.575514
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- Article
48
On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes.
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- Communications in Statistics: Theory & Methods, 2011, v. 40, n. 8, p. 1490, doi. 10.1080/03610921003615856
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- Article
49
A New Test Procedure of Independence in Copula Models via χ2-Divergence.
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- Communications in Statistics: Theory & Methods, 2010, v. 39, n. 1, p. 1, doi. 10.1080/03610920802645379
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50
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 4, p. 737, doi. 10.1007/s10463-021-00814-2
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- Article