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.
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Density ratio model for multivariate outcomes (Q730445) (← links)
- Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Oracle inequalities for support vector machines that are based on random entropy numbers (Q731974) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Nonparametric hypothesis testing for intensity of the Poisson process (Q734527) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data (Q734568) (← links)
- Robust penalized quantile regression estimation for panel data (Q736536) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Analysis of sparse MIMO radar (Q741258) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Multivariate varying coefficient model for functional responses (Q741801) (← links)
- Parametric estimation. Finite sample theory (Q741810) (← links)
- Estimation in functional linear quantile regression (Q741818) (← links)
- Machine learning with squared-loss mutual information (Q742658) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho (Q745523) (← links)
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- The Gini concentration test for survival data (Q745980) (← links)
- Variable selection in the accelerated failure time model via the bridge method (Q746027) (← links)
- A copula model for bivariate hybrid censored survival data with application to the MACS study (Q746036) (← links)
- Semiparametric proportional means model for marker data contingent on recurrent event (Q746038) (← links)
- Limit theorems for occupation rates of local empirical processes (Q746049) (← links)
- Additive transformation models for clustered failure time data (Q746061) (← links)
- Estimating treatment effects on the marginal recurrent event mean in the presence of a terminating event (Q746073) (← links)
- Maximum likelihood analysis of semicompeting risks data with semiparametric regression models (Q746119) (← links)
- Cox regression for mixed case interval-censored data with covariate errors (Q746150) (← links)
- Imputation for semiparametric transformation models with biased-sampling data (Q746162) (← links)
- Semiparametric additive marginal regression models for multiple type recurrent events (Q746164) (← links)
- Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
- Estimation of odds of concordance based on the Aalen additive model (Q746413) (← links)
- An additive-multiplicative rates model for recurrent event data with informative terminal event (Q746415) (← links)
- Evaluating subject-level incremental values of new markers for risk classification rule (Q746491) (← links)
- Cross-ratio estimation for bivariate failure times with left truncation (Q746523) (← links)
- Estimation in a competing risks proportional hazards model under length-biased sampling with censoring (Q746623) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Regression analysis of informative current status data with the additive hazards model (Q747361) (← links)
- A functional inference for multivariate current status data with mismeasured covariate (Q747374) (← links)