Pages that link to "Item:Q1915050"
From MaRDI portal
The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):
Displaying 50 items.
- Volatility occupation times (Q385768) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Estimating restricted mean job tenures in semi-competing risk data compensating victims of discrimination (Q386736) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Quantile regression analysis of case-cohort data (Q391857) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- On the limit distribution of the well-distribution measure of random binary sequences (Q394254) (← links)
- Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response (Q394486) (← links)
- On asymptotic properties of Bayesian partially linear models (Q395922) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints (Q405362) (← links)
- Quantifying identifiability in independent component analysis (Q405369) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- Nonparametric estimation of the conditional mean residual life function with censored data (Q415594) (← links)
- On generic chaining and the smallest singular value of random matrices with heavy tails (Q418699) (← links)
- Robustness and generalization (Q420915) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- Checking for normality in linear mixed models (Q424315) (← links)
- Approximation of projections of random vectors (Q430975) (← links)
- Exploring the varying covariate effects in proportional odds models with censored data (Q432313) (← links)
- Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
- The uniform central limit theorem for the tent map (Q433602) (← links)
- Bivariate censored regression relying on a new estimator of the joint distribution function (Q433778) (← links)
- The least trimmed quantile regression (Q434955) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- A functional central limit theorem for empirical processes under a strong mixing condition (Q438672) (← links)
- Proving consistency of non-standard kernel estimators (Q438677) (← links)
- Learning sparse gradients for variable selection and dimension reduction (Q439003) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- \(U\)-statistic with side information (Q444948) (← links)
- Peakedness and peakedness ordering (Q444976) (← links)
- Consistency and robustness of tests and estimators based on depth (Q447613) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Error bounds for \(l^p\)-norm multiple kernel learning with least square loss (Q448851) (← links)
