The following pages link to Cube root asymptotics (Q916274):
Displayed 50 items.
- Semiparametric identification of binary decision games of incomplete information with correlated private signals (Q2511795) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- Binary response correlated random coefficient panel data models (Q2516313) (← links)
- Concordance and value information criteria for optimal treatment decision (Q2656587) (← links)
- Statistical thresholds for tensor PCA (Q2657928) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- A General Framework for Stochastic Traveling Waves and Patterns, with Application to Neural Field Equations (Q2790857) (← links)
- STRUCTURAL THRESHOLD REGRESSION (Q2826005) (← 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)
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model (Q2957762) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- Interpretable Dynamic Treatment Regimes (Q3121178) (← links)
- A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← 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)
- Asymmetric cusp estimation in regression models (Q3462156) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Quantile-Optimal Treatment Regimes (Q4559705) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← 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)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- (Q4998899) (← links)
- Distributed estimation and its fast algorithm for change-point in location models* (Q5046816) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Semi-parametric estimation of multinomial choice model with unobserved heterogeneity (Q5057341) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- On the location of the maximum of a process: Lévy, Gaussian and Random field cases (Q5086464) (← links)
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand (Q5138614) (← links)
- (Q5148992) (← links)
- (Q5149257) (← links)
- Karhunen–Loeve expansion for the additive two-sided Brownian motion (Q5160239) (← links)
- Robust Estimation in Binary Choice Models (Q5190602) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)