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.
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Testing functional inequalities (Q528113) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- Two-parameter process limits for an infinite-server queue with arrival dependent service times (Q529422) (← links)
- Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale (Q529427) (← links)
- Instrumental variable methods for recovering continuous linear functionals (Q530591) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Discrepancy, chaining and subgaussian processes (Q533745) (← links)
- Diffusion limits of limited processor sharing queues (Q535214) (← links)
- Uniqueness and approximate computation of optimal incomplete transportation plans (Q537127) (← links)
- Asymptotic power of tests of normality under local alternatives (Q538134) (← links)
- A test for the bidirectional stochastic order with an application to quality control theory (Q544077) (← links)
- Higher order inference on a treatment effect under low regularity conditions (Q544637) (← links)
- Invariant measures for dissipative systems and generalised Banach limits (Q548102) (← links)
- Approximation by log-concave distributions, with applications to regression (Q548533) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
- Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562) (← links)
- Some new almost sure results on the functional increments of the uniform empirical process (Q550137) (← links)
- Approximation of frame based missing data recovery (Q550489) (← links)
- Concentration estimates for learning with \(\ell ^{1}\)-regularizer and data dependent hypothesis spaces (Q550498) (← links)
- Tempered stable laws as random walk limits (Q552989) (← links)
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Entropy of convex hulls -- some Lorentz norm results (Q596803) (← links)
- Empirical processes with a bounded \(\psi_1\) diameter (Q602049) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints (Q604367) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors (Q604641) (← links)
- The Dantzig selector and sparsity oracle inequalities (Q605023) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
- Nonparametric estimation of a convex bathtub-shaped hazard function (Q605882) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Generalized density clustering (Q605923) (← links)
- On universal oracle inequalities related to high-dimensional linear models (Q605926) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions (Q607196) (← links)
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions (Q608320) (← links)
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
- Backward estimation of stochastic processes with failure events as time origins (Q614180) (← links)
- Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals (Q618155) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)