The following pages link to Cube root asymptotics (Q916274):
Displayed 50 items.
- On the arg max of a Gaussian process (Q1202290) (← links)
- Semiparametric estimation of a work-trip mode choice model (Q1260682) (← links)
- On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
- A note on robust estimation of location (Q1314716) (← links)
- Distributional convergence of M-estimators under unusual rates (Q1341356) (← links)
- Some strong limit theorems for M-estimators (Q1343580) (← links)
- Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry (Q1352144) (← links)
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions (Q1354404) (← links)
- An application and comparison of some flexible parametric and semi-parametric qualitative response models (Q1392154) (← links)
- Strong convergence rate of the least median absolute estimator in linear regression models (Q1402945) (← links)
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
- Robust regression with high coverage. (Q1423178) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Projection-based depth functions and associated medians (Q1431435) (← links)
- Asymptotic estimation theory of multipoint linkage analysis under perfect marker information. (Q1434005) (← links)
- Asymptotic normality of the \(L_1\) error of the Grenander estimator (Q1568274) (← links)
- A central limit theorem for multivariate generalized trimmed \(k\)-means (Q1568311) (← links)
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location (Q1578279) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
- A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Asymptotic properties of location estimators based on projection depth (Q1612935) (← links)
- Multiple break detection in the correlation structure of random variables (Q1623527) (← links)
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals (Q1640650) (← links)
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Confidence distributions and related themes (Q1698988) (← links)
- Limit theory in monotone function estimation (Q1730902) (← links)
- Random locations of periodic stationary processes (Q1730936) (← links)
- Divide and conquer in nonstandard problems and the super-efficiency phenomenon (Q1731052) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Generalized indirect inference for discrete choice models (Q1754519) (← links)
- On Bayesian oracle properties (Q1757672) (← links)
- The Hough transform estimator (Q1766121) (← links)
- A data-driven bandwidth selection method for the smoothed maximum score estimator (Q1787697) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications (Q1807181) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Multiscale maximum likelihood analysis of a semiparametric model, with applications. (Q1848906) (← links)
- Estimation of a convex function: Characterizations and asymptotic theory. (Q1848920) (← links)
- Likelihood ratio tests for monotone functions. (Q1848921) (← links)