Pages that link to "Item:Q1915050"
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The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):
Displayed 50 items.
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Two likelihood-based semiparametric estimation methods for panel count data with covariates (Q142028) (← links)
- Direct importance estimation for covariate shift adaptation (Q144623) (← links)
- Discrepancy, chaining and subgaussian processes (Q533745) (← links)
- Diffusion limits of limited processor sharing queues (Q535214) (← links)
- Uniqueness and approximate computation of optimal incomplete transportation plans (Q537127) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A test for the bidirectional stochastic order with an application to quality control theory (Q544077) (← links)
- Higher order inference on a treatment effect under low regularity conditions (Q544637) (← links)
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Entropy of convex hulls -- some Lorentz norm results (Q596803) (← links)
- Empirical processes with a bounded \(\psi_1\) diameter (Q602049) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints (Q604367) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors (Q604641) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
- Nonparametric estimation of a convex bathtub-shaped hazard function (Q605882) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Generalized density clustering (Q605923) (← links)
- On universal oracle inequalities related to high-dimensional linear models (Q605926) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions (Q607196) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
- Backward estimation of stochastic processes with failure events as time origins (Q614180) (← links)
- Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals (Q618155) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
- Sparsity in multiple kernel learning (Q620564) (← links)
- Nonparametric estimation of multivariate convex-transformed densities (Q620567) (← links)
- Tests for distributional treatment effects under unconfoundedness (Q621724) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- A maximal inequality and a functional central limit theorem for set-indexed empirical processes (Q678740) (← links)
- Asymptotics for the Tukey median (Q697461) (← links)
- Assessing goodness-of-fit of generalized logit models based on case-control data (Q697466) (← links)
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- On \(Z\)-estimation by rounded data (Q710781) (← links)