The following pages link to Hall, Peter (Q162686):
Displayed 50 items.
- Estimation of distributions, moments and quantiles in deconvolution problems (Q955132) (← links)
- Choice of neighbor order in nearest-neighbor classification (Q955133) (← links)
- Methodology and convergence rates for functional linear regression (Q997371) (← links)
- Nonparametric estimation when data on derivatives are available (Q997381) (← links)
- Robustness of multiple testing procedures against dependence (Q1002162) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach'' (Q1042936) (← links)
- Using the bootstrap to quantify the authority of an empirical ranking (Q1043718) (← links)
- Robust nearest-neighbor methods for classifying high-dimensional data (Q1043737) (← links)
- Estimation of functional derivatives (Q1043741) (← links)
- Sets which determine the rate of convergence in the central limit theorem (Q1050704) (← links)
- On near neighbour estimates of a multivariate density (Q1051370) (← links)
- Orthogonal series methods for both qualitative and quantitative data (Q1052007) (← links)
- Limit theorems for estimators based on inverses of spacings of order statistics (Q1052734) (← links)
- Bounds on the rate of convergence of moments in the central limit theorem (Q1052735) (← links)
- Measuring the efficiency of trigonometric series estimates of a density (Q1056161) (← links)
- Heavy traffic approximations for busy period in an M/G/\(\infty\) queue (Q1059937) (← links)
- On the coverage of k-dimensional space by k-dimensional spheres (Q1068422) (← links)
- Resampling a coverage pattern (Q1072299) (← links)
- On continuum percolation (Q1073466) (← links)
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495) (← links)
- Limit theorems for the median deviation (Q1074974) (← links)
- Convergence determining sets in the central limit theorem (Q1076407) (← links)
- Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem (Q1079864) (← links)
- Large sample optimality of least squares cross-validation in density estimation (Q1080583) (← links)
- Three limit theorems for vacancy in multivariate coverage problems (Q1081950) (← links)
- Adaptive estimates of parameters of regular variation (Q1083792) (← links)
- On powerful distributional tests based on sample spacings (Q1083795) (← links)
- Clump counts in a mosaic (Q1084746) (← links)
- On the bootstrap and confidence intervals (Q1087271) (← links)
- On the number of bootstrap simulations required to construct a confidence interval (Q1087272) (← links)
- Cross-validation and the smoothing of orthogonal series density estimators (Q1089698) (← links)
- Products of independent, normally attracted random variables (Q1092503) (← links)
- Estimation of integrated squared density derivatives (Q1093274) (← links)
- On the minimization of absolute distance in kernel density estimation (Q1094032) (← links)
- Choice of kernel order in density estimation (Q1098510) (← links)
- Variable window width kernel estimates of probability densities (Q1098511) (← links)
- Estimating the direction in which a data set is most interesting (Q1098512) (← links)
- Exact convergence rate of bootstrap quantile variance estimator (Q1098513) (← links)
- The kernel method for unfolding sphere size distributions (Q1098610) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- Rate of convergence in bootstrap approximations (Q1109447) (← links)
- On the use of compactly supported density estimates in problems of discrimination (Q1110948) (← links)
- Theoretical comparison of bootstrap confidence intervals (Q1114258) (← links)
- On confidence bands in nonparametric density estimation and regression (Q1115059) (← links)
- On the amount of noise inherent in bandwidth selection for a kernel density estimator (Q1117628) (← links)
- Performance of balanced bootstrap resampling in distribution function and quantile problems (Q1118246) (← links)
- On smoothing and the bootstrap (Q1120222) (← links)
- Minimizing \(L_ 1\) distance in nonparametric density estimation (Q1120929) (← links)
- Akaike's information criterion and Kullback-Leibler loss for histogram density estimation (Q1122259) (← links)
- A local cross-validation algorithm (Q1122896) (← links)