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.
- Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model (Q314587) (← links)
- Tree-based censored regression with applications in insurance (Q315407) (← links)
- A dynamic learning algorithm for online matching problems with concave returns (Q319996) (← links)
- A nonparametric test for the evaluation of group sequential clinical trials with covariate information (Q321918) (← links)
- Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
- Entropy numbers of functions on \([-1,1]\) with Jacobi weights (Q323890) (← links)
- Frequentistic approximations to Bayesian prevision of exchangeable random elements (Q324676) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings (Q335636) (← links)
- Upper bounds on product and multiplier empirical processes (Q335637) (← links)
- Convergence of quantile and depth regions (Q335640) (← links)
- Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics (Q335642) (← links)
- A law of the iterated logarithm for Grenander's estimator (Q335664) (← links)
- The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models (Q337781) (← links)
- Powerful nonparametric checks for quantile regression (Q338398) (← links)
- Estimation of a time-dependent density (Q338410) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Measuring human development: a stochastic dominance approach (Q356754) (← links)
- Single index regression models in the presence of censoring depending on the covariates (Q358124) (← links)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Asymptotics of stationary points of local simplicial depth in the univariate case (Q359393) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- Inverse statistical learning (Q364201) (← links)
- Adaptive confidence sets in \(L^2\) (Q365709) (← links)
- Statistical inference for right-censored data with nonignorable missing censoring indicators (Q365858) (← links)
- Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness (Q366980) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- Sharp learning rates of coefficient-based \(l^q\)-regularized regression with indefinite kernels (Q370936) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- Sparse non Gaussian component analysis by semidefinite programming (Q374189) (← links)
- The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Large sample properties for a class of copulas in bivariate survival analysis (Q378913) (← links)
- Consistent estimation for discretely observed Markov jump processes with an absorbing state (Q379949) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Estimation in semiparametric models with missing data (Q379991) (← links)
- Learning with coefficient-based regularization and \(\ell^1\)-penalty (Q380980) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Estimation in a change-point hazard regression model with long-term survivors (Q383933) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- Estimation of distributions with the new better than used in expectation property (Q385094) (← links)
- M-estimation for the partially linear regression model under monotonic constraints (Q385097) (← links)
- Pointwise and uniform moderate deviations for nonparametric regression function estimator on functional data (Q385103) (← links)
