The following pages link to (Q2772105):
Displaying 50 items.
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- On the asymptotic properties of the Bernstein estimator of the multivariate distribution function (Q273747) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Goodness of fit tests for the Haar measure, Waton's duplication identity and representations of compact groups (Q387763) (← links)
- Jackknife empirical likelihood tests for distribution functions (Q434573) (← links)
- Almost sure central limit theorem of sample quantiles (Q454465) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
- Inference with a contrast-based posterior distribution and application in spatial statistics (Q537383) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Process monitoring with multivariate \(p\)-control chart (Q613743) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy (Q990884) (← links)
- A method for analyzing disease-specific mortality with missing cause of death information (Q995810) (← links)
- Approximate distribution of demerit statistic -- a bounding approach (Q1023670) (← links)
- Smooth conditional distribution estimators using Bernstein polynomials (Q1654241) (← links)
- Application of the delta method to functions of the sample mean when observations are dependent (Q1685282) (← links)
- Large-scale kernel methods for independence testing (Q1702289) (← links)
- Success probability of multiple/multidimensional linear cryptanalysis under general key randomisation hypotheses (Q1749795) (← links)
- Estimating complex covariance by observing two variables at a time (Q1757926) (← links)
- Three-stage semi-parametric inference: control variables and differentiability (Q2000862) (← links)
- On multiple imputation for unbalanced ranked set samples with applications in quantile estimation (Q2032326) (← links)
- On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials (Q2041202) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies (Q2057949) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Quantile Jensen's inequalities (Q2072852) (← links)
- QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
- Digamma distribution as a limit for the integral balance index (Q2107854) (← links)
- Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach (Q2189123) (← links)
- Moment inequalities for matrix-valued U-statistics of order 2 (Q2279328) (← links)
- Estimation of the reliability parameter for three-parameter Weibull models (Q2307243) (← links)
- General local rank estimation for single-index varying coefficient models (Q2317307) (← links)
- Dimension reduction for kernel-assisted M-estimators with missing response at random (Q2317886) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Robustness issues for \textsc{cub} models (Q2397990) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- Empirical likelihood test via estimating equations (Q2431584) (← links)
- A quantitative weak law of large numbers and its application to the delta method (Q2439215) (← links)
- Maximum likelihood estimators based on discrete component lifetimes of a \(k\)-out-of-\(n\) system (Q2666055) (← links)
- Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias (Q2861820) (← links)
- Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables (Q2932771) (← links)
- Statistical properties of $b$-adic diaphonies (Q2953208) (← links)
- Least squares regression methods for clustered ROC data with discrete covariates (Q3188685) (← links)
- (Q3319610) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
