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The Least Squares Method in Heteroscedastic Censored Regression Models

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Asymptotics in Statistics and Probability
This chapter is in the book Asymptotics in Statistics and Probability
© 2018 Walter de Gruyter GmbH, Berlin/Munich/Boston

© 2018 Walter de Gruyter GmbH, Berlin/Munich/Boston

Chapters in this book

  1. Frontmatter I
  2. Contents V
  3. Preface XI
  4. Contributors XIII
  5. George Gregory Roussas: Biographical Sketch XVII
  6. REACT Trend Estimation In Correlated Noise 1
  7. Higher Order Analysis at Lebesgue Points 17
  8. Regression Analysis for Multivariate Failure Time Observations 33
  9. Local Estimation of a Biometric Function with Covariate Effects 47
  10. The Estimation of Conditional Densities 71
  11. Functional Limit Theorems for Induced Order Statistics of a Sample from a Domain of Attraction of α-Stable Law, α ∈(0,2) 85
  12. Limit Laws for Kernel Density Estimators for Kernels with Unbounded Supports 117
  13. Inequalities for a New Data-Based Method for Selecting Nonparametric Density Estimates 133
  14. B-Fuzzy Stochastics 155
  15. Detecting Jumps in Nonparametric Regression 171
  16. Some Recent Results on Inference Based on Spacings 185
  17. Extending Correlation and Regression from Multivariate to Functional Data 197
  18. Estimation of Conditional Distribution Function and its Quantiles Involving Measurement Errors 211
  19. On the Estimation of a Distribution Function from Noisy Observations in Time Series 223
  20. Nonparametric Estimation of Conditional Survival Under Destructive Testing 243
  21. Local Polynomial Fitting of Continuous-Time Processes From Discrete-Time Observations: Strong Consistency and Rates 259
  22. A Central Limit Theorem for an Array of Strong Mixing Random Fields 289
  23. The Continuous-Path Block-Bootstrap 305
  24. Nonparametric Estimation of Partial Derivatives of a Multivariate Probability Density by the Method of Wavelets 321
  25. Limit Theorems for Fuzzy Random Variables 331
  26. Statistical Analysis of Doubly Censored Data Under Support Constraints 347
  27. Limit Theorems for Exchangeable Random Elements and Random Sets 367
  28. The Least Squares Method in Heteroscedastic Censored Regression Models 379
  29. L1 Estimates for an Additive Regression Type Function Under Dependence 393
  30. Estimating L1 Error of Kernel Estimator: Convergence Monitoring of Markov Samplers 401
  31. APPENDIX: The Publications of George Gregory Roussas 423
https://doi.org/10.1515/9783110942002-026

Chapters in this book

  1. Frontmatter I
  2. Contents V
  3. Preface XI
  4. Contributors XIII
  5. George Gregory Roussas: Biographical Sketch XVII
  6. REACT Trend Estimation In Correlated Noise 1
  7. Higher Order Analysis at Lebesgue Points 17
  8. Regression Analysis for Multivariate Failure Time Observations 33
  9. Local Estimation of a Biometric Function with Covariate Effects 47
  10. The Estimation of Conditional Densities 71
  11. Functional Limit Theorems for Induced Order Statistics of a Sample from a Domain of Attraction of α-Stable Law, α ∈(0,2) 85
  12. Limit Laws for Kernel Density Estimators for Kernels with Unbounded Supports 117
  13. Inequalities for a New Data-Based Method for Selecting Nonparametric Density Estimates 133
  14. B-Fuzzy Stochastics 155
  15. Detecting Jumps in Nonparametric Regression 171
  16. Some Recent Results on Inference Based on Spacings 185
  17. Extending Correlation and Regression from Multivariate to Functional Data 197
  18. Estimation of Conditional Distribution Function and its Quantiles Involving Measurement Errors 211
  19. On the Estimation of a Distribution Function from Noisy Observations in Time Series 223
  20. Nonparametric Estimation of Conditional Survival Under Destructive Testing 243
  21. Local Polynomial Fitting of Continuous-Time Processes From Discrete-Time Observations: Strong Consistency and Rates 259
  22. A Central Limit Theorem for an Array of Strong Mixing Random Fields 289
  23. The Continuous-Path Block-Bootstrap 305
  24. Nonparametric Estimation of Partial Derivatives of a Multivariate Probability Density by the Method of Wavelets 321
  25. Limit Theorems for Fuzzy Random Variables 331
  26. Statistical Analysis of Doubly Censored Data Under Support Constraints 347
  27. Limit Theorems for Exchangeable Random Elements and Random Sets 367
  28. The Least Squares Method in Heteroscedastic Censored Regression Models 379
  29. L1 Estimates for an Additive Regression Type Function Under Dependence 393
  30. Estimating L1 Error of Kernel Estimator: Convergence Monitoring of Markov Samplers 401
  31. APPENDIX: The Publications of George Gregory Roussas 423
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