Pages that link to "Item:Q2626438"
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The following pages link to On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm (Q2626438):
Displaying 45 items.
- Support points (Q1991669) (← links)
- On metric spaces of subcopulas (Q2049230) (← links)
- Limitations of the Wasserstein MDE for univariate data (Q2103964) (← links)
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data (Q2181545) (← links)
- Das Gesetz vom iterierten Logarithmus für empirische Verteilungsfunktionen im \(R^k\) (Q2265734) (← links)
- Rate of strong consistency for nonparametric estimators based on twice censored data (Q2339559) (← links)
- The asymptotic law of the local oscillation modulus of the empirical process (Q2365875) (← links)
- On a distribution form of subcopulas (Q2658020) (← links)
- On properties of empirical and related random processes (Q2683604) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Average equidistribution and statistical independence properties of digital inversive pseudorandom numbers over parts of the period (Q2781225) (← links)
- Asymptotocally nonparametric tests with censored paired data (Q3347112) (← links)
- Robust estimation in the multivariate normal model with variance components (Q3462121) (← links)
- Estimating critical path and arc probabilities in stochastic activity networks (Q3696849) (← links)
- A LIL type result for the product limit estimator (Q3886672) (← links)
- The rate of strong uniform consistency for the product-limit estimator (Q3949738) (← links)
- On stopping times for fixed-width confidence regions (Q4013271) (← links)
- On the autocorrelation structure of inversive congruential pseudorandom number sequences (Q4019005) (← links)
- Entropy and maximal spacings for random partitions (Q4124026) (← links)
- Strongly consistent estimators of k-th order regression curves and rates of convergence (Q4155696) (← links)
- Some Exponential Moments of Sums of Independent Random Variables (Q4187054) (← links)
- Quasi-Monte Carlo methods and pseudo-random numbers (Q4190029) (← links)
- A product‐limit estimator for use with length‐biased data (Q4206235) (← links)
- Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers (Q4293977) (← links)
- On Generalized Inversive Congruential Pseudorandom Numbers (Q4305967) (← links)
- Rates of convergence for an estimator of a density function based on jacobi polynomials (Q4337311) (← links)
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests (Q4347033) (← links)
- Minimum Kolmogorov Distance Estimates for Multivariate Parametrized Families (Q4353738) (← links)
- Inversive congruential pseudorandom numbers: distribution of triples (Q4372639) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- Compound inversive congruential pseudorandom numbers: an average-case analysis (Q4878543) (← links)
- Pseudorandom vector generation by the compound inversive method (Q4878577) (← links)
- Institutions and Economic Outcomes: A Dominance-Based Analysis (Q5080543) (← links)
- Estimating checkerboard approximations with sample <i>d</i>-copulas (Q5086373) (← links)
- Testing exchangeability of copulas in arbitrary dimension (Q5266553) (← links)
- Probability estimates for the distribution of Kolmogorov distance in the worst direction (Q5288874) (← links)
- Statistical properties of generalized discrepancies (Q5429507) (← links)
- On the deviations in the Skorokhod-Strassen approximation scheme (Q5568857) (← links)
- Skorohod embedding of multivariate RV's, and the sample DF (Q5684016) (← links)
- Semiparametric estimation in copula models (Q5718587) (← links)
- A Monte Carlo Technique with Quasirandom Points for the Stochastic Shortest Path Problem (Q5748713) (← links)
- A Simple Density-Based Empirical Likelihood Ratio Test for Independence (Q5877660) (← links)
- Accurate error control in high‐dimensional association testing using conditional false discovery rates (Q6091686) (← links)
- Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (Q6097546) (← links)
- Fitting copulas in the case of missing data (Q6581349) (← links)
