Pages that link to "Item:Q3876732"
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The following pages link to The weighted empirical process of row independent random variables with arbitrary distribution functions (Q3876732):
Displayed 17 items.
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Central limit theorem for weighted martingales with applications (Q918024) (← links)
- Central limit theorems for stochastic processes under random entropy conditions (Q1077074) (← links)
- A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables (Q1151663) (← links)
- Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap (Q1916161) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Nonparametric estimators for percentile regression functions (Q3672901) (← links)
- Empirical and rank processes of observations and residuals (Q3681716) (← links)
- U-plot method for testing the goodness-of-fit of the power-law process (Q4266882) (← links)
- The predictive-sequential goodness-of-fit approach: a study of the exponential distribution case (Q4944014) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)
- Randomized empirical processes and confidence bands via virtual resampling (Q6123269) (← links)
- Application of Bernstein polynomials on estimating a distribution and density function in a triangular array (Q6176156) (← links)