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):
Displayed 50 items.
- Comparison of error distributions in nonparametric regression (Q871023) (← links)
- An empirical central limit theorem for dependent sequences (Q873610) (← links)
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters (Q873620) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- On the tractability of multivariate integration and approximation by neural networks (Q876822) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Covering, measure derivation and dimensions (Q877802) (← links)
- A semiparametric additive rates model for recurrent event data (Q878288) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- On singular values of matrices with independent rows (Q882877) (← links)
- Product-limit estimators of the survival function for two modified forms of current-status data (Q882880) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Modeling competing risks with a semi-parametric mixture model (Q886281) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- Estimates on compressed neural networks regression (Q889370) (← links)
- An additive-multiplicative rates model for multivariate recurrent events with event categories missing at random (Q889802) (← links)
- Efficient calibration for imperfect computer models (Q892237) (← links)
- Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Path-dependent estimation of a distribution under generalized censoring (Q893064) (← links)
- The quantile process under random censoring (Q893069) (← links)
- Half-region depth for stochastic processes (Q893170) (← links)
- Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model (Q893981) (← links)
- Robust estimation for spatial semiparametric varying coefficient partially linear regression (Q894868) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Adaptive Bayesian credible sets in regression with a Gaussian process prior (Q895012) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Sharp estimate on the supremum of a class of sums of small i.i.d. random variables (Q898400) (← links)
- Sharp tail distribution estimates for the supremum of a class of sums of i.i.d. random variables (Q898401) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Honest Bayesian confidence sets for the \(L^2\)-norm (Q899534) (← links)
- Data-driven ridge regression for Aalen's additive risk model (Q899662) (← links)
- Testing for central symmetry (Q900764) (← links)
- Joint analysis of current count and current status data (Q900799) (← links)
- The Fine-Gray model under interval censored competing risks data (Q900812) (← links)
- Copula-graphic estimators for the marginal survival function with censoring indicators missing at random (Q900927) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
- Large deviation principle for moderate deviation probabilities of bootstrap empirical measures (Q906009) (← links)
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- Estimation of conditional laws given an extreme component (Q906629) (← links)
- Nonparametric inference in multiplicative intensity model by discrete time observation (Q907019) (← links)
- Decompounding random sums: a nonparametric approach (Q907021) (← links)
- Uniform asymptotics for S- and MM-regression estimators (Q907023) (← links)
- A class of multi-sample nonparametric tests for panel count data (Q907090) (← links)