The following pages link to (Q3999009):
Displaying 50 items.
- Minimization and estimation of the variance of prediction errors for cross-validation designs (Q146416) (← links)
- A new nonparametric bivariate test for two sample location problem (Q257505) (← links)
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Nonparametric frontier estimation via local linear regression (Q288362) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- Jackknife empirical likelihood for linear transformation models with right censoring (Q314584) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems (Q332667) (← links)
- Resampling methods for the nonparametric and generalized Behrens-Fisher problems (Q354225) (← links)
- Moderate deviations via cumulants (Q354766) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- A nonparametric two-sample test applicable to high dimensional data (Q391926) (← links)
- On HNBUE class after specific age (Q392261) (← links)
- Classifier variability: accounting for training and testing (Q411930) (← links)
- New empirical likelihood inference for linear transformation models (Q419260) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← links)
- Strong law of large numbers for weighted \(U\)-statistics: Application to incomplete \(U\)-statistics (Q426718) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Consistency and robustness of tests and estimators based on depth (Q447613) (← links)
- New robust tests for the parameters of the Weibull distribution for complete and censored data (Q457049) (← links)
- A class of nonparametric tests for testing homogeneity of variances against ordered alternatives based on subsample extrema (Q478347) (← links)
- \(U\)-statistics of Ornstein-Uhlenbeck branching particle system (Q482785) (← links)
- Depth estimators and tests based on the likelihood principle with application to regression (Q558064) (← links)
- Concordance measures for multivariate non-continuous random vectors (Q604355) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- Robustness and monotonicity properties of generalized correlation coefficients (Q607215) (← links)
- Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals (Q618155) (← links)
- Identifying the finite dimensionality of curve time series (Q620552) (← links)
- A link-free method for testing the significance of predictors (Q631622) (← links)
- Empirical likelihood inference for the accelerated failure time model (Q633055) (← links)
- Data depth for simple orthogonal regression with application to crack orientation (Q641760) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- \(U\)-statistics based on spacings (Q651070) (← links)
- Convergence of \(U\)-statistics for interacting particle systems (Q662874) (← links)
- A comparative study on a permutation statistic (Q713644) (← links)
- On testing exponentiality against new better than used of specified age (Q713740) (← links)
- On a two-treatment adaptive allocation rule for continuous response (Q713792) (← links)
- An efficient nonparametric test for bivariate two-sample location problem (Q713823) (← links)
- Asymptotics of Oja median estimate (Q730725) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- A remark on strong law of large numbers for weighted \(U\)-statistics (Q741244) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Counting loopy graphs with given degrees (Q763074) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Improved \(U\)-tests for variance components in one-way random effects models (Q783268) (← links)
- Empirical likelihood based on synthetic right censored data (Q826710) (← links)
- Probability weighted moments properties for small samples (Q871037) (← links)
