Pages that link to "Item:Q2465368"

The following pages link to Introduction to empirical processes and semiparametric inference (Q2465368):

Displaying 50 items.

• Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
• Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
• A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
• Simultaneous critical values for \(t\)-tests in very high dimensions (Q637106) (← links)
• Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
• Asymptotic linear expansion of profile likelihood in the Cox mode (Q647756) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Maximum likelihood estimation in a partially observed stratified regression model with censored data (Q652613) (← links)
• Near universal consistency of the maximum pseudolikelihood estimator for discrete models (Q684065) (← links)
• Quantile regression for right-censored and length-biased data (Q692663) (← links)
• Multivariate varying coefficient model for functional responses (Q741801) (← links)
• Marginal hazard regression for correlated failure time data with auxiliary covariates (Q746126) (← links)
• Robust methods to improve efficiency and reduce bias in estimating survival curves in randomized clinical trials (Q746638) (← links)
• Quantifying the average of the time-varying hazard ratio via a class of transformations (Q747362) (← links)
• A functional inference for multivariate current status data with mismeasured covariate (Q747374) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Large sample results for frequentist multiple imputation for Cox regression with missing covariate data (Q778878) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin (Q825268) (← links)
• A varying-coefficient model for gap times between recurrent events (Q825272) (← links)
• On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
• Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
• On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
• Multivariate failure times regression with a continuous auxiliary covariate (Q847422) (← links)
• The dynamics of the stochastic shadow Gierer-Meinhardt system (Q888191) (← links)
• Efficient calibration for imperfect computer models (Q892237) (← links)
• The quantile process under random censoring (Q893069) (← links)
• Finite sample behavior of a sieve profile estimator in the single index mode (Q895013) (← links)
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• The Fine-Gray model under interval censored competing risks data (Q900812) (← links)
• Weighted Kolmogorov Smirnov testing: an alternative for Gene Set Enrichment Analysis (Q906217) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
• General frequentist properties of the posterior profile distribution (Q939665) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• The penalized profile sampler (Q1000565) (← links)
• Model checking for partially linear models with missing responses at random (Q1002346) (← links)
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process (Q1012532) (← links)
• Asymptotic theory of semiparametric \(Z\)-estimators for stochastic processes with applications to ergodic diffusions and time series (Q1043751) (← links)
• Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
• Asymptotic theory for relative-risk models with missing time-dependent covariates (Q1617004) (← links)
• Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
• A lack-of-fit test for generalized linear models via single-index techniques (Q1643005) (← links)
• Sieve maximum likelihood estimation for the proportional hazards model under informative censoring (Q1654279) (← links)
• Efficient and robust tests for semiparametric models (Q1656860) (← links)
• On the sign consistency of the Lasso for the high-dimensional Cox model (Q1661333) (← links)
• Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples (Q1667375) (← links)
• Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)