The following pages link to Sankhyā. Series A (Q288254):
Displayed 50 items.
- Asymptotic properties of minimum \(S\)-divergence estimator for discrete models (Q746043) (← links)
- Nonparametric confidence intervals for quantiles with randomized nomination sampling (Q746045) (← links)
- On regularities of mass phenomena (Q746048) (← links)
- Limit theorems for occupation rates of local empirical processes (Q746049) (← links)
- Martingale representations for functionals of Lévy processes (Q746050) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- Empirical Bayes test problem in continuous one-parameter exponential families under dependent samples (Q746054) (← links)
- Erratum to: ``A two-step PLS inspired method for linear prediction with group effect'' (Q746056) (← links)
- On methods controlling the false discovery rate (Q987084) (← links)
- Discussion: Controlling the false discovery rate (Q987085) (← links)
- Discussion: On methods controlling the false discovery rate (Q987086) (← links)
- Rejoinder to: On methods controlling the false discovery rate (Q987087) (← links)
- Analytic bias reduction for \(k\)-sample functionals (Q987088) (← links)
- Statistical analysis on manifolds: a nonparametric approach for inference on shape spaces (Q987089) (← links)
- Posterior consistency for some semi-parametric problems (Q987090) (← links)
- Estimation and testing in general multivariate linear models with Kronecker product covariance structure (Q987092) (← links)
- Trimmed ML estimation of contaminated mixtures (Q987094) (← links)
- Asymptotic properties of discrete Fourier transforms for spatial data (Q987096) (← links)
- Model selection in loglinear models using \(\phi\)-divergence measures and M\(\phi \)Es (Q987097) (← links)
- Noninformative priors under special patterns of the Fisher information matrix (Q987099) (← links)
- Double smoothing robust estimators in nonparametric regression (Q987102) (← links)
- What's so special about semiparametric methods? (Q987103) (← links)
- Discussion of Michael Kosorok's article: What's so special about semiparametric methods? (Q987104) (← links)
- Rejoinder to the discussion of my article ``What's so special about semiparametric methods?'' (Q987105) (← links)
- Confidence sets based on sparse estimators are necessarily large (Q987107) (← links)
- Bounds for the bias of estimators under contamination (Q987108) (← links)
- A note on properties of stationary waiting time distribution and its heavy traffic limit (Q987111) (← links)
- \(p\)-content of a \(p\)-parallelotope and its connection to likelihood ratio statistic (Q987113) (← links)
- On the characterization of life distributions via percentile residual lifetimes (Q987114) (← links)
- Unbiased invariant least squares estimation in a generalized growth curve model (Q987115) (← links)
- Some new independence properties of the inverse-Gaussian law (Q987116) (← links)
- On characterizations based on regression of linear combinations of record values (Q987117) (← links)
- Tests for a class of life distributions defined via the Laplace transform (Q987118) (← links)
- Sparsity and the possibility of inference (Q987760) (← links)
- A note on Fisher-Helstrom information inequality in pure state models (Q987761) (← links)
- Optimal smoothing with correlated data (Q987763) (← links)
- Characterizations of the beta distributions via some regression assumptions (Q987765) (← links)
- Random partition model and finitary Bayesian statistical inference (Q987766) (← links)
- Expansions for the joint distribution of the sample maximum and sample estimate (Q987767) (← links)
- Some further results on the winner's rent in the second-price business auction (Q987768) (← links)
- On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
- Discussion of ``On concentration for (regularized) empirical risk minimization'' by Sara van de Geer and Martin Wainwright (Q1688424) (← links)
- Discussion of the paper ``On concentration for (regularized) empirical risk minimization'' (Q1688425) (← links)
- On univariate convex regression (Q1688426) (← links)
- New asymptotic results in principal component analysis (Q1688427) (← links)
- Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
- Posterior contraction rates of density derivative estimation (Q1688429) (← links)
- The Bennett-Orlicz norm (Q1688430) (← links)
- Phase transition in inhomogenous Erdős-Rényi random graphs via tree counting (Q1744718) (← links)