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.
- Adaptive nonparametric Bayesian inference using location-scale mixture priors (Q620549) (← links)
- Sparsity in multiple kernel learning (Q620564) (← links)
- Nonparametric estimation of multivariate convex-transformed densities (Q620567) (← links)
- Tests for distributional treatment effects under unconfoundedness (Q621724) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes (Q623492) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Goodness of fit test for ergodic diffusions by tick time sample scheme (Q625318) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling (Q634656) (← links)
- On an exponential bound for the Kaplan-Meier estimator (Q636147) (← links)
- Sharper lower bounds on the performance of the empirical risk minimization algorithm (Q637070) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Nonparametric least squares estimation of a multivariate convex regression function (Q638807) (← links)
- Optimal calibration for multiple testing against local inhomogeneity in higher dimension (Q639876) (← links)
- Semi-supervised learning with the help of Parzen windows (Q640960) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Uniform convergence of nonparametric regressions in competing risk models with right censoring (Q643235) (← links)
- Semiparametric additive intensity model with frailty for recurrent events (Q644627) (← links)
- Sieve least squares estimator for partial linear models with current status data (Q646761) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Asymptotic linear expansion of profile likelihood in the Cox mode (Q647756) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- Efficiency of profile likelihood in semi-parametric models (Q652603) (← links)
- Uniform in bandwidth exact rates for a class of kernel estimators (Q652606) (← links)
- Maximum likelihood estimation in a partially observed stratified regression model with censored data (Q652613) (← links)
- Classification with non-i.i.d. sampling (Q652859) (← links)
- Uniform bounds for norms of sums of independent random functions (Q653305) (← links)
- A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← links)
- Analysis of error propagation in particle filters with approximation (Q657703) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Poincaré inequality in mean value for Gaussian polytopes (Q664340) (← links)
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors (Q664347) (← links)
- A maximal inequality and a functional central limit theorem for set-indexed empirical processes (Q678740) (← links)
- Quantile regression for right-censored and length-biased data (Q692663) (← links)
- Non parametric estimation of the structural expectation of a stochastic increasing function (Q692960) (← links)
- A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
- Modeling left-truncated and right-censored survival data with longitudinal covariates (Q693732) (← links)
- Asymptotics for the Tukey median (Q697461) (← links)
- Assessing goodness-of-fit of generalized logit models based on case-control data (Q697466) (← links)
- A series expansion of fractional Brownian motion (Q706329) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- On \(Z\)-estimation by rounded data (Q710781) (← links)