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.
- 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)
- Analysis of a semiparametric mixture model for competing risks (Q907102) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Using the doubling dimension to analyze the generalization of learning algorithms (Q923877) (← links)
- An optimal series expansion of the multiparameter fractional Brownian motion (Q927255) (← links)
- Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925) (← links)
- Uniform central limit theorems for kernel density estimators (Q929370) (← links)
- Current status data with competing risks: consistency and rates of convergence of the MLE (Q930644) (← links)
- Current status data with competing risks: Limiting distribution of the MLE (Q930645) (← links)
- A general trimming approach to robust cluster analysis (Q930658) (← links)
- Rates of contraction of posterior distributions based on Gaussian process priors (Q930663) (← links)
- Statistical modeling of causal effects in continuous time (Q930665) (← links)
- Obtaining fast error rates in nonconvex situations (Q933417) (← links)
- Representations of isotropic Gaussian random fields with homogeneous increments (Q937478) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Multiscale inference about a density (Q939663) (← links)
- Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
- General frequentist properties of the posterior profile distribution (Q939665) (← links)
- A subgaussian embedding theorem (Q940752) (← links)
- Convergence in law of partial sum processes in \(p\)-variation norm (Q946145) (← links)
- Nonparametric estimation of the bivariate survival function with left-truncated and right-censored data (Q951070) (← links)
- Asymptotic theory for maximum likelihood in nonparametric mixture models (Q951805) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- On Gauss quadrature and partial cross validation (Q956841) (← links)
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity (Q958761) (← links)
- Trimmed and Winsorized means based on a scaled deviation (Q958793) (← links)
- Multivariate trimmed means based on the Tukey depth (Q958794) (← links)
- Convergence properties of sequential Bayesian \(D\)-optimal designs (Q958799) (← links)
- Statistical properties of the Hough transform estimator in the presence of measurement errors (Q958911) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model (Q962362) (← links)
- An inverse-probability-weighted approach to the estimation of distribution function with middle-censored data (Q963874) (← links)
- Boundary non-crossings of Brownian pillow (Q966499) (← links)
- A few remarks on the operator norm of random Toeplitz matrices (Q966501) (← links)
- On \(L^{\infty }\) convergence of Neumann series approximation in missing data problems (Q968475) (← links)
- Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data (Q968486) (← links)
- Estimation of a distribution under generalized censoring (Q968503) (← links)