Pages that link to "Item:Q2626438"

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 18 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)
• Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
• Semiparametric estimation in copula models (Q5718587) (← 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)