The following pages link to Winfried Stute (Q291100):
Displaying 50 items.
- Kernel adjusted density estimation (Q152938) (← links)
- Kernel adjusted nonparametric regression (Q152939) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- (Q384768) (redirect page) (← links)
- Empirical copulas for consecutive survival data (Q384769) (← links)
- (Q408096) (redirect page) (← links)
- Efficient estimation of moments in linear mixed models (Q408097) (← links)
- Limit infimum results for subsequences of partial sums and random sums of i.i.d. random variables (Q464473) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- A Baum-Katz theorem for i.i.d. random variables with higher order moments (Q466995) (← links)
- Convergence rates in the law of large numbers for arrays of martingale differences (Q483023) (← links)
- (Q586844) (redirect page) (← links)
- Purchase timing models in marketing: a review (Q734448) (← links)
- The data-smoothing aspect of Stein estimates (Q761716) (← links)
- Rank analogues of the likelihood ratio test for an ordered alternative in a two-way layout (Q761735) (← links)
- The oscillation behavior of empirical processes: The multivariate case (Q789842) (← links)
- Consistency for cross-validated nearest neighbor estimates in nonparametric regression (Q793461) (← links)
- Asymptotic normality of nearest neighbor regression function estimates (Q794079) (← links)
- Almost surely consistent nonparametric regression from recursive partitioning schemes (Q795439) (← links)
- On a class of stopping times for M-estimators (Q797943) (← links)
- A new smoothness quantification in kernel density estimation (Q806851) (← links)
- Testing independence in high dimensions (Q806858) (← links)
- The CLT under right censorship and reporting delays (Q866645) (← links)
- Nearest neighbor smoothing in linear regression (Q913419) (← links)
- Nonparametric survival analysis with time-dependent covariate effects: A penalized partial likelihood approach (Q920509) (← links)
- Nonparametric comparison of regression functions (Q990889) (← links)
- The central limit theorem under random truncation (Q1002542) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Martingale representations of the Lynden-Bell estimator with applications (Q1009721) (← links)
- Entropy conditions for \(L_{r}\)-convergence of empirical processes (Q1016138) (← links)
- Empirical distributions in selection bias models (Q1066588) (← links)
- One-sided and multi-sided rank tests against trend in the case of concordant observers (Q1066589) (← links)
- Averaged shifted histograms: Effective nonparametric density estimators in several dimensions (Q1074267) (← links)
- On almost sure convergence of conditional empirical distribution functions (Q1076415) (← links)
- Estimation of a symmetric distribution (Q1077102) (← links)
- Conditional empirical processes (Q1077107) (← links)
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence (Q1082006) (← links)
- Empirical processes associated with V-statistics and a class of estimators under random censoring (Q1082745) (← links)
- Parameter estimation in smooth empirical processes (Q1088326) (← links)
- The almost sure behavior of the oscillation modulus of the multivariate empirical process (Q1102664) (← links)
- Empirische Prozesse in der Datenanalyse. (Empirical processes in data analysis) (Q1104662) (← links)
- Kernel density and hazard function estimation in the presence of censoring (Q1113236) (← links)
- Theoretical comparison of bootstrap confidence intervals (Q1114258) (← links)
- Multinomial approximations for nonparametric experiments which minimize the maximal loss of Fisher information (Q1114266) (← links)
- The oscillation behavior of empirical processes (Q1166831) (← links)
- Empirical processes indexed by smooth functions (Q1167980) (← links)
- A law of the logarithm for kernel density estimators (Q1168663) (← links)
- Large sample theory of estimation in biased sampling regression models. I (Q1175384) (← links)
- Conditional \(U\)-statistics (Q1176155) (← links)
- A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227) (← links)
