Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors

27 January 2011

Papers citing "Asymptotic Equivalence for Nonparametric Regression with Non-Regular Errors"

12 / 12 papers shown

Title
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise M. Bibinger 80 2 0 05 Jan 2023
A multivariate normal approximation for the Dirichlet density and some applications Frédéric Ouimet 103 6 0 04 Mar 2021
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery M. Reiß Johannes Schmidt-Hieber 74 7 0 11 Sep 2018
Semi-parametric transformation boundary regression models N. Neumeyer Leonie Selk C. Tillier 49 1 0 16 Apr 2018
Functional estimation and hypothesis testing in nonparametric boundary models M. Reiß Martin Wahl 74 3 0 09 Aug 2017
Posterior contraction rates for support boundary recovery M. Reiß Johannes Schmidt-Hieber 75 4 0 24 Mar 2017
The Le Cam distance between density estimation, Poisson processes and Gaussian white noise Kolyan Ray Johannes Schmidt-Hieber 103 12 0 05 Aug 2016
Le cam theory on the comparison of statistical models Ester Mariucci 60 20 0 11 May 2016
Unbiased estimation of the volume of a convex body N. Baldin M. Reiß 74 24 0 19 Feb 2015
Volatility estimation under one-sided errors with applications to limit order books M. Bibinger M. Jirak M. Reiß 102 11 0 16 Aug 2014
Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise Ester Mariucci 93 5 0 02 May 2014
Adaptive function estimation in nonparametric regression with one-sided errors M. Jirak A. Meister M. Reiß 126 34 0 28 May 2013