The following pages link to Cube root asymptotics (Q916274):
Displayed 50 items.
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem (Q1897083) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
- Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- Multiplicative-error models with sample selection (Q2343749) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- The effect of splitting on random forests (Q2347711) (← links)
- Asymptotic normality of the \(L_k\)-error of the Grenander estimator (Q2368852) (← links)
- Consistent estimation of a convex density at the origin (Q2440598) (← links)
- Chernoff's density is log-concave (Q2444665) (← links)
- Optimal third root asymptotic bounds in the statistical estimation of thresholds (Q2466687) (← links)
- Hitting times for Gaussian processes (Q2468429) (← links)
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection (Q2473074) (← links)
- Mixed-rates asymptotics (Q2477061) (← links)
- The behavior of the NPMLE of a decreasing density near the boundaries of the support (Q2497180) (← links)
- The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)
- Semiparametric identification of binary decision games of incomplete information with correlated private signals (Q2511795) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model (Q2852631) (← links)
- Testing equality of functions under monotonicity constraints (Q2863060) (← links)
- NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION (Q2890702) (← links)
- Exact Distribution of Argmax (Argmin) (Q2891059) (← links)
- Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444) (← links)
- Evaluating marker-guided treatment selection strategies (Q2927594) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL (Q3191833) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES (Q3408517) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
- Asymptotic confidence intervals for the length of the short<i>t</i> under random censoring (Q4850115) (← links)
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation (Q4870011) (← links)
- An Asymptotic Linear Representation for the Breslow Estimator (Q4929190) (← links)
- Robust Estimation in Binary Choice Models (Q5190602) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)
- On the Location of the Maximum of a Continuous Stochastic Process (Q5416547) (← links)
- Statistical properties of generalized discrepancies (Q5429507) (← links)
- Bootstrapping the shorth for regression (Q5429576) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)