The following pages link to (Q4742188):
Displayed 50 items.
- Inference on zero inflated ordinal models with semiparametric link (Q1796935) (← links)
- Identification of filtered white noises (Q1805757) (← links)
- Bayesian goodness-of-fit testing using infinite-dimensional exponential families (Q1807136) (← links)
- Multiple comparisons in interim analysis. (Q1818595) (← links)
- Confidence regions for the set of global maximizers of nonparametrically estimated curves. (Q1818617) (← links)
- Rates of convergence for the Gaussian mixture sieve. (Q1848816) (← links)
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. (Q1848903) (← links)
- Convergence rates for density estimation with Bernstein polynomials. (Q1848904) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. (Q1872855) (← links)
- Shape restricted nonparametric regression with Bernstein polynomials (Q1927049) (← links)
- Semi-nonparametric estimation with Bernstein polynomials (Q1928680) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Deconvolution estimation of mixture distributions with boundaries (Q1951116) (← links)
- Adaptive Bayesian density estimation with location-scale mixtures (Q1952098) (← links)
- The consistency of posterior distributions in nonparametric problems (Q1970478) (← links)
- Bayesian model selection and model averaging (Q1977906) (← links)
- Modal clustering using semiparametric mixtures and mode flattening (Q2029082) (← links)
- Tests and estimation strategies associated to some loss functions (Q2041653) (← links)
- Sieve estimation of option-implied state price density (Q2043257) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Bayesian random projection-based signal detection for Gaussian scale space random fields (Q2058557) (← links)
- Shape-constrained estimation in functional regression with Bernstein polynomials (Q2101402) (← links)
- Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
- Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
- A note on quadratic forms of stationary functional time series under mild conditions (Q2182632) (← links)
- Variational analysis of constrained M-estimators (Q2215758) (← links)
- First passage times for Slepian process with linear and piecewise linear barriers (Q2231312) (← links)
- Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics (Q2281203) (← links)
- Semiparametric sieve maximum likelihood estimation for accelerated hazards model with interval-censored data (Q2301055) (← links)
- Best linear predictor of a \(C_{[0, 1]}\)-valued functional autoregressive process (Q2322611) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Bayesian prediction for stochastic processes: theory and applications (Q2352338) (← links)
- Model selection by bootstrap penalization for classification (Q2384135) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces (Q2419665) (← links)
- Efficient estimation of the varying-coefficient partially linear proportional odds model with current status data (Q2422117) (← links)
- Prototype selection for parameter estimation in complex models (Q2428759) (← links)
- Learning bounds via sample width for classifiers on finite metric spaces (Q2440828) (← links)
- Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
- Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
- Asymptotic theory for the Cox model with missing time-dependent covariate (Q2497186) (← links)
- Sieve inference on possibly misspecified semi-nonparametric time series models (Q2512629) (← links)
- Rate of convergence for sieve estimator of the operator in ARB(1) process. (Q2568350) (← links)
- Approximating some Volterra type stochastic integrals with applications to parameter estimation. (Q2574562) (← links)
- Stochastic processes indexed by hypergroups. II (Q2640980) (← links)
- Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small (Q2642801) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)