Pages that link to "Item:Q1915050"
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The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):
Displaying 50 items.
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Consistency and generalization bounds for maximum entropy density estimation (Q280753) (← links)
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy (Q282469) (← links)
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure (Q282547) (← links)
- Optimal classification and nonparametric regression for functional data (Q282559) (← links)
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- On the optimal estimation of probability measures in weak and strong topologies (Q282569) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Testing for monotonicity in unobservables under unconfoundedness (Q284318) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Statistical consistency of coefficient-based conditional quantile regression (Q290691) (← links)
- Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Specification tests in nonparametric regression (Q291106) (← links)
- Estimating the survival function based on the semi-Markov model for dependent censoring (Q291254) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Asymptotically efficient importance sampling for bootstrap (Q292319) (← links)
- Global rates of convergence of the MLEs of log-concave and \(s\)-concave densities (Q292869) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- Theoretical analysis of nonparametric filament estimation (Q292890) (← links)
- Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data (Q292892) (← links)
- Approximation and estimation of \(s\)-concave densities via Rényi divergences (Q292894) (← links)
- Composite quantile regression estimation for P-GARCH processes (Q295137) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Discussion of ``Identification, estimation and approximation of risk under interventions that depend on the natural value of treatment using observational data'', by Jessica Young, Miguel Hernán, and James Robins (Q306795) (← links)
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
- Optimal estimation for the functional Cox model (Q309740) (← links)
- Partially linear single-index proportional hazards model with current status data (Q311797) (← links)
- Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
- Spectral estimation for diffusions with random sampling times (Q311984) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Improving confidence set estimation when parameters are weakly identified (Q312102) (← links)
- Estimation and inference in an ecological inference model (Q312357) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Outcome-dependent sampling design and inference for Cox's proportional hazards model (Q313103) (← links)
- Quantile regression models for current status data (Q313114) (← links)
- A new joint model of recurrent event data with the additive hazards model for the terminal event time (Q314550) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← links)