Chen, Kun; Chan, Ngai Hang; Yau, Chun Yip; Hu, Jie Penalized Whittle likelihood for spatial data. (English) Zbl 1520.62114 J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023). MSC: 62M15 62G07 62M30 PDFBibTeX XMLCite \textit{K. Chen} et al., J. Multivariate Anal. 195, Article ID 105156, 21 p. (2023; Zbl 1520.62114) Full Text: DOI
Chu, Ba A distance-based test of independence between two multivariate time series. (English) Zbl 1520.62107 J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023). MSC: 62M10 62G09 62G10 62H15 62H20 PDFBibTeX XMLCite \textit{B. Chu}, J. Multivariate Anal. 195, Article ID 105151, 20 p. (2023; Zbl 1520.62107) Full Text: DOI
Meintanis, Simos G.; Hušková, Marie; Hlávka, Zdeněk Fourier-type tests of mutual independence between functional time series. (English) Zbl 1520.62112 J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022). MSC: 62M10 62G10 62H15 62R10 PDFBibTeX XMLCite \textit{S. G. Meintanis} et al., J. Multivariate Anal. 189, Article ID 104873, 15 p. (2022; Zbl 1520.62112) Full Text: DOI
Fokianos, Konstantinos; Fried, Roland; Kharin, Yuriy; Voloshko, Valeriy Statistical analysis of multivariate discrete-valued time series. (English) Zbl 1482.62090 J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 62M05 62H12 PDFBibTeX XMLCite \textit{K. Fokianos} et al., J. Multivariate Anal. 188, Article ID 104805, 15 p. (2022; Zbl 1482.62090) Full Text: DOI
Zhang, Jia; Shi, Haoming; Tian, Lemeng; Xiao, Fengjun Penalized generalized empirical likelihood in high-dimensional weakly dependent data. (English) Zbl 1417.62260 J. Multivariate Anal. 171, 270-283 (2019). MSC: 62M10 62G05 62H12 62G20 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Multivariate Anal. 171, 270--283 (2019; Zbl 1417.62260) Full Text: DOI
Liu, Youming; Wu, Cong Point-wise estimation for anisotropic densities. (English) Zbl 1417.62067 J. Multivariate Anal. 171, 112-125 (2019). MSC: 62G07 62G20 42C40 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{C. Wu}, J. Multivariate Anal. 171, 112--125 (2019; Zbl 1417.62067) Full Text: DOI
Perrot-Dockès, Marie; Lévy-Leduc, Céline; Sansonnet, Laure; Chiquet, Julien Variable selection in multivariate linear models with high-dimensional covariance matrix estimation. (English) Zbl 1499.62180 J. Multivariate Anal. 166, 78-97 (2018). MSC: 62H12 62J07 62F12 PDFBibTeX XMLCite \textit{M. Perrot-Dockès} et al., J. Multivariate Anal. 166, 78--97 (2018; Zbl 1499.62180) Full Text: DOI arXiv
Bucchia, Béatrice; Wendler, Martin Change-point detection and bootstrap for Hilbert space valued random fields. (English) Zbl 1356.62166 J. Multivariate Anal. 155, 344-368 (2017). MSC: 62M40 62H15 62E20 60G60 PDFBibTeX XMLCite \textit{B. Bucchia} and \textit{M. Wendler}, J. Multivariate Anal. 155, 344--368 (2017; Zbl 1356.62166) Full Text: DOI arXiv
Song, Song; Zhu, Lixing Group-wise semiparametric modeling: a SCSE approach. (English) Zbl 1348.62213 J. Multivariate Anal. 152, 1-14 (2016). MSC: 62J10 62G08 62H30 PDFBibTeX XMLCite \textit{S. Song} and \textit{L. Zhu}, J. Multivariate Anal. 152, 1--14 (2016; Zbl 1348.62213) Full Text: DOI
Lyubchich, Vyacheslav; Gel, Yulia R. A local factor nonparametric test for trend synchronism in multiple time series. (English) Zbl 1347.62198 J. Multivariate Anal. 150, 91-104 (2016). MSC: 62M10 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{V. Lyubchich} and \textit{Y. R. Gel}, J. Multivariate Anal. 150, 91--104 (2016; Zbl 1347.62198) Full Text: DOI
Zähle, Henryk A definition of qualitative robustness for general point estimators, and examples. (English) Zbl 1328.62143 J. Multivariate Anal. 143, 12-31 (2016). MSC: 62F10 62F35 62G05 62G35 PDFBibTeX XMLCite \textit{H. Zähle}, J. Multivariate Anal. 143, 12--31 (2016; Zbl 1328.62143) Full Text: DOI arXiv
Doukhan, P.; Pommeret, D.; Reboul, L. Data driven smooth test of comparison for dependent sequences. (English) Zbl 1328.62263 J. Multivariate Anal. 139, 147-165 (2015). MSC: 62G10 62E20 62M07 62M10 62P05 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Multivariate Anal. 139, 147--165 (2015; Zbl 1328.62263) Full Text: DOI
Hill, Jonathan B. Robust generalized empirical likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors. (English) Zbl 1307.62054 J. Multivariate Anal. 135, 131-152 (2015). MSC: 62M10 62G35 PDFBibTeX XMLCite \textit{J. B. Hill}, J. Multivariate Anal. 135, 131--152 (2015; Zbl 1307.62054) Full Text: DOI
Chesneau, Christophe; Fadili, Jalal; Maillot, Bertrand Adaptive estimation of an additive regression function from weakly dependent data. (English) Zbl 1302.62092 J. Multivariate Anal. 133, 77-94 (2015). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{C. Chesneau} et al., J. Multivariate Anal. 133, 77--94 (2015; Zbl 1302.62092) Full Text: DOI arXiv
Moysiadis, Theodoros; Fokianos, Konstantinos On binary and categorical time series models with feedback. (English) Zbl 1298.62155 J. Multivariate Anal. 131, 209-228 (2014). MSC: 62M10 62F12 62J12 PDFBibTeX XMLCite \textit{T. Moysiadis} and \textit{K. Fokianos}, J. Multivariate Anal. 131, 209--228 (2014; Zbl 1298.62155) Full Text: DOI arXiv
Bardet, Jean-Marc; Tudor, Ciprian Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (English) Zbl 1298.60045 J. Multivariate Anal. 131, 1-16 (2014). MSC: 60G18 60F05 60H05 62F12 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{C. Tudor}, J. Multivariate Anal. 131, 1--16 (2014; Zbl 1298.60045) Full Text: DOI arXiv
Bardet, Jean-Marc; Kengne, William Monitoring procedure for parameter change in causal time series. (English) Zbl 1280.62103 J. Multivariate Anal. 125, 204-221 (2014). MSC: 62M10 62L12 62L10 60F05 62P05 65C60 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{W. Kengne}, J. Multivariate Anal. 125, 204--221 (2014; Zbl 1280.62103) Full Text: DOI arXiv
Zhou, Xing-cai; Lin, Jin-guan Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. (English) Zbl 1280.62051 J. Multivariate Anal. 122, 251-270 (2013). MSC: 62G08 62H12 62E20 PDFBibTeX XMLCite \textit{X.-c. Zhou} and \textit{J.-g. Lin}, J. Multivariate Anal. 122, 251--270 (2013; Zbl 1280.62051) Full Text: DOI
Liang, Han-Ying; Liu, Ai-Ai Kernel estimation of conditional density with truncated, censored and dependent data. (English) Zbl 1293.62087 J. Multivariate Anal. 120, 40-58 (2013). MSC: 62G07 62G20 62N02 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{A.-A. Liu}, J. Multivariate Anal. 120, 40--58 (2013; Zbl 1293.62087) Full Text: DOI
Bücher, Axel; Volgushev, Stanislav Empirical and sequential empirical copula processes under serial dependence. (English) Zbl 1277.62223 J. Multivariate Anal. 119, 61-70 (2013). MSC: 62M99 62M10 60F05 62G05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{S. Volgushev}, J. Multivariate Anal. 119, 61--70 (2013; Zbl 1277.62223) Full Text: DOI arXiv
Bücher, Axel; Ruppert, Martin Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. (English) Zbl 1277.62207 J. Multivariate Anal. 116, 208-229 (2013). MSC: 62M10 62G08 62G10 60F05 62H05 65C05 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{M. Ruppert}, J. Multivariate Anal. 116, 208--229 (2013; Zbl 1277.62207) Full Text: DOI arXiv
Wu, Rongning On variance estimation in a negative binomial time series regression model. (English) Zbl 1273.62229 J. Multivariate Anal. 112, 145-155 (2012). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{R. Wu}, J. Multivariate Anal. 112, 145--155 (2012; Zbl 1273.62229) Full Text: DOI
Jirak, Moritz Change-point analysis in increasing dimension. (English) Zbl 1253.60028 J. Multivariate Anal. 111, 136-159 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60F05 60F15 62M10 PDFBibTeX XMLCite \textit{M. Jirak}, J. Multivariate Anal. 111, 136--159 (2012; Zbl 1253.60028) Full Text: DOI
Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric Copula-based semiparametric models for multivariate time series. (English) Zbl 1281.62136 J. Multivariate Anal. 110, 30-42 (2012). MSC: 62H12 62H15 60G10 60J05 PDFBibTeX XMLCite \textit{B. Rémillard} et al., J. Multivariate Anal. 110, 30--42 (2012; Zbl 1281.62136) Full Text: DOI
Fermanian, Jean-David; Wegkamp, Marten H. Time-dependent copulas. (English) Zbl 1352.62073 J. Multivariate Anal. 110, 19-29 (2012). MSC: 62H05 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{J.-D. Fermanian} and \textit{M. H. Wegkamp}, J. Multivariate Anal. 110, 19--29 (2012; Zbl 1352.62073) Full Text: DOI
Leucht, Anne Characteristic function-based hypothesis tests under weak dependence. (English) Zbl 1238.62054 J. Multivariate Anal. 108, 67-89 (2012). MSC: 62G10 62G20 62F40 62E20 PDFBibTeX XMLCite \textit{A. Leucht}, J. Multivariate Anal. 108, 67--89 (2012; Zbl 1238.62054) Full Text: DOI
Dehling, Herold; Fried, Roland Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location. (English) Zbl 1250.62021 J. Multivariate Anal. 105, No. 1, 124-140 (2012). Reviewer: Neville Weber (Sydney) MSC: 62G10 62G35 62E20 62G20 62G30 60F17 PDFBibTeX XMLCite \textit{H. Dehling} and \textit{R. Fried}, J. Multivariate Anal. 105, No. 1, 124--140 (2012; Zbl 1250.62021) Full Text: DOI
Van Es, Bert; Spreij, Peter Estimation of a multivariate stochastic volatility density by kernel deconvolution. (English) Zbl 1207.62086 J. Multivariate Anal. 102, No. 3, 683-697 (2011). MSC: 62G07 62M09 62P05 62H12 PDFBibTeX XMLCite \textit{B. Van Es} and \textit{P. Spreij}, J. Multivariate Anal. 102, No. 3, 683--697 (2011; Zbl 1207.62086) Full Text: DOI arXiv
Liang, Han-Ying; de Uña-Álvarez, Jacobo Wavelet estimation of conditional density with truncated, censored and dependent data. (English) Zbl 1207.62083 J. Multivariate Anal. 102, No. 3, 448-467 (2011). MSC: 62G07 42C40 62N01 62G20 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, J. Multivariate Anal. 102, No. 3, 448--467 (2011; Zbl 1207.62083) Full Text: DOI
Gaißer, Sandra; Ruppert, Martin; Schmid, Friedrich A multivariate version of Hoeffding’s phi-square. (English) Zbl 1198.62056 J. Multivariate Anal. 101, No. 10, 2571-2586 (2010). MSC: 62H20 62H05 62G05 62G09 65C60 60F05 62G20 PDFBibTeX XMLCite \textit{S. Gaißer} et al., J. Multivariate Anal. 101, No. 10, 2571--2586 (2010; Zbl 1198.62056) Full Text: DOI
Beutner, Eric; Zähle, Henryk A modified functional delta method and its application to the estimation of risk functionals. (English) Zbl 1213.62055 J. Multivariate Anal. 101, No. 10, 2452-2463 (2010). Reviewer: Erich Häusler (Gießen) MSC: 62G05 62G20 62H99 60F05 62N99 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, J. Multivariate Anal. 101, No. 10, 2452--2463 (2010; Zbl 1213.62055) Full Text: DOI
Di, J.; Kolaczyk, E. Complexity-penalized estimation of minimum volume sets for dependent data. (English) Zbl 1203.62105 J. Multivariate Anal. 101, No. 9, 1910-1926 (2010). MSC: 62H10 62G08 62H12 68Q32 62M99 65C60 PDFBibTeX XMLCite \textit{J. Di} and \textit{E. Kolaczyk}, J. Multivariate Anal. 101, No. 9, 1910--1926 (2010; Zbl 1203.62105) Full Text: DOI
Wang, Haiyan; Akritas, Michael G. Rank test for heteroscedastic functional data. (English) Zbl 1190.62096 J. Multivariate Anal. 101, No. 8, 1791-1805 (2010). MSC: 62G10 62G20 65C60 PDFBibTeX XMLCite \textit{H. Wang} and \textit{M. G. Akritas}, J. Multivariate Anal. 101, No. 8, 1791--1805 (2010; Zbl 1190.62096) Full Text: DOI
Liang, Han-Ying; Peng, Liang Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data. (English) Zbl 1185.62074 J. Multivariate Anal. 101, No. 5, 1043-1054 (2010). MSC: 62G07 62G20 62H12 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{L. Peng}, J. Multivariate Anal. 101, No. 5, 1043--1054 (2010; Zbl 1185.62074) Full Text: DOI
Sancetta, Alessio Nearest neighbor conditional estimation for Harris recurrent Markov chains. (English) Zbl 1175.62089 J. Multivariate Anal. 100, No. 10, 2224-2236 (2009). MSC: 62M05 62G08 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 100, No. 10, 2224--2236 (2009; Zbl 1175.62089) Full Text: DOI Link
Beran, Jan; Ghosh, Sucharita; Schell, Dieter On least squares estimation for long-memory lattice processes. (English) Zbl 1175.62101 J. Multivariate Anal. 100, No. 10, 2178-2194 (2009). MSC: 62M30 62M09 62M10 60F05 62P12 62E20 PDFBibTeX XMLCite \textit{J. Beran} et al., J. Multivariate Anal. 100, No. 10, 2178--2194 (2009; Zbl 1175.62101) Full Text: DOI
Fernández, Begoña; Muriel, Nelson Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations. (English) Zbl 1165.62336 J. Multivariate Anal. 100, No. 7, 1538-1550 (2009). MSC: 62M10 62G32 60G55 60G70 62M99 PDFBibTeX XMLCite \textit{B. Fernández} and \textit{N. Muriel}, J. Multivariate Anal. 100, No. 7, 1538--1550 (2009; Zbl 1165.62336) Full Text: DOI
Liang, Han-Ying; de Uña-Álvarez, Jacobo A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples. (English) Zbl 1159.62019 J. Multivariate Anal. 100, No. 6, 1219-1231 (2009). MSC: 62G07 62G20 62N01 62N02 PDFBibTeX XMLCite \textit{H.-Y. Liang} and \textit{J. de Uña-Álvarez}, J. Multivariate Anal. 100, No. 6, 1219--1231 (2009; Zbl 1159.62019) Full Text: DOI
Liang, Han-Ying; Li, Deli; Qi, Yongcheng Strong convergence in nonparametric regression with truncated dependent data. (English) Zbl 1151.62031 J. Multivariate Anal. 100, No. 1, 162-174 (2009). MSC: 62G08 62N02 62G20 62G07 PDFBibTeX XMLCite \textit{H.-Y. Liang} et al., J. Multivariate Anal. 100, No. 1, 162--174 (2009; Zbl 1151.62031) Full Text: DOI
Sancetta, Alessio Sample covariance shrinkage for high dimensional dependent data. (English) Zbl 1286.62054 J. Multivariate Anal. 99, No. 5, 949-967 (2008). MSC: 62H12 62C12 62J07 62M10 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 99, No. 5, 949--967 (2008; Zbl 1286.62054) Full Text: DOI Link
Lacour, Claire Adaptive estimation of the transition density of a particular hidden Markov chain. (English) Zbl 1286.62071 J. Multivariate Anal. 99, No. 5, 787-814 (2008). MSC: 62M05 62G05 62H12 PDFBibTeX XMLCite \textit{C. Lacour}, J. Multivariate Anal. 99, No. 5, 787--814 (2008; Zbl 1286.62071) Full Text: DOI arXiv
Sancetta, Alessio Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory. (English) Zbl 1116.62039 J. Multivariate Anal. 98, No. 7, 1376-1390 (2007). MSC: 62G07 62G20 33D99 PDFBibTeX XMLCite \textit{A. Sancetta}, J. Multivariate Anal. 98, No. 7, 1376--1390 (2007; Zbl 1116.62039) Full Text: DOI
Liebscher, Eckhard Strong convergence of estimators in nonlinear autoregressive models. (English) Zbl 1026.62088 J. Multivariate Anal. 84, No. 2, 247-261 (2003). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{E. Liebscher}, J. Multivariate Anal. 84, No. 2, 247--261 (2003; Zbl 1026.62088) Full Text: DOI
Gao, Jiti; Tong, Howell; Wolff, Rodney Model specification tests in nonparametric stochastic regression models. (English) Zbl 1030.62032 J. Multivariate Anal. 83, No. 2, 324-359 (2002). MSC: 62G08 62E20 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{J. Gao} et al., J. Multivariate Anal. 83, No. 2, 324--359 (2002; Zbl 1030.62032) Full Text: DOI
Polonik, Wolfgang; Yao, Qiwei Set-indexed conditional empirical and quantile processes based on dependent data. (English) Zbl 0992.62094 J. Multivariate Anal. 80, No. 2, 234-255 (2002). MSC: 62M99 62G30 62G20 PDFBibTeX XMLCite \textit{W. Polonik} and \textit{Q. Yao}, J. Multivariate Anal. 80, No. 2, 234--255 (2002; Zbl 0992.62094) Full Text: DOI Link
Hariz, Samir Ben Limit theorems for the nonlinear functional of stationary Gaussian processes. (English) Zbl 1016.60021 J. Multivariate Anal. 80, No. 2, 191-216 (2002). Reviewer: Jean-Claude Massé (Quebec) MSC: 60E15 60F17 PDFBibTeX XMLCite \textit{S. B. Hariz}, J. Multivariate Anal. 80, No. 2, 191--216 (2002; Zbl 1016.60021) Full Text: DOI
Zhou, Yong; Liang, Hua Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence. (English) Zbl 0948.62026 J. Multivariate Anal. 73, No. 1, 136-154 (2000). MSC: 62G07 62G20 60F17 62G05 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{H. Liang}, J. Multivariate Anal. 73, No. 1, 136--154 (2000; Zbl 0948.62026) Full Text: DOI
Doukhan, Paul; Gassiat, Elisabeth Quadratic deviation of penalized mean squares regression estimates. (English) Zbl 0799.62041 J. Multivariate Anal. 41, No. 1, 89-101 (1992). Reviewer: E.Khmaladze (Moskva) MSC: 62G10 62G20 62G07 PDFBibTeX XMLCite \textit{P. Doukhan} and \textit{E. Gassiat}, J. Multivariate Anal. 41, No. 1, 89--101 (1992; Zbl 0799.62041) Full Text: DOI
Fraiman, Ricardo; Pérez Iribarren, Gonzalo Nonparametric regression estimation in models with weak error’s structure. (English) Zbl 0734.62046 J. Multivariate Anal. 37, No. 2, 180-196 (1991). Reviewer: H.Liero (Berlin) MSC: 62G07 62G20 62E20 PDFBibTeX XMLCite \textit{R. Fraiman} and \textit{G. Pérez Iribarren}, J. Multivariate Anal. 37, No. 2, 180--196 (1991; Zbl 0734.62046) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes. (English) Zbl 0721.60036 J. Multivariate Anal. 36, No. 2, 204-221 (1991). Reviewer: K.Kubilius (Vilnius) MSC: 60F17 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 36, No. 2, 204--221 (1991; Zbl 0721.60036) Full Text: DOI
Vieu, Philippe Quadratic errors for nonparametric estimates under dependence. (English) Zbl 0751.62022 J. Multivariate Anal. 39, No. 2, 324-347 (1991). Reviewer: H.Liero (Potsdam) MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{P. Vieu}, J. Multivariate Anal. 39, No. 2, 324--347 (1991; Zbl 0751.62022) Full Text: DOI
Yakowitz, Sidney Nonparametric density and regression estimation for Markov sequences without mixing assumptions. (English) Zbl 0701.62049 J. Multivariate Anal. 30, No. 1, 124-136 (1989). MSC: 62G05 62M05 62M10 PDFBibTeX XMLCite \textit{S. Yakowitz}, J. Multivariate Anal. 30, No. 1, 124--136 (1989; Zbl 0701.62049) Full Text: DOI
Harel, Michel; Puri, Madan L. Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models. (English) Zbl 0693.62023 J. Multivariate Anal. 31, No. 2, 258-265 (1989). Reviewer: H.N.Nagaraja MSC: 62E20 60F05 62G30 60B10 62M10 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 31, No. 2, 258--265 (1989; Zbl 0693.62023) Full Text: DOI
Harel, Michel; Puri, Madan L. Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes. (English) Zbl 0683.60007 J. Multivariate Anal. 30, No. 2, 181-204 (1989). Reviewer: K.Yoshihara MSC: 60B10 60F05 PDFBibTeX XMLCite \textit{M. Harel} and \textit{M. L. Puri}, J. Multivariate Anal. 30, No. 2, 181--204 (1989; Zbl 0683.60007) Full Text: DOI
Boente, Graciela; Fraiman, Ricardo Consistency of a nonparametric estimate of a density function for dependent variables. (English) Zbl 0664.62038 J. Multivariate Anal. 25, No. 1, 90-99 (1988). MSC: 62G05 60G10 PDFBibTeX XMLCite \textit{G. Boente} and \textit{R. Fraiman}, J. Multivariate Anal. 25, No. 1, 90--99 (1988; Zbl 0664.62038) Full Text: DOI