The following pages link to Cube root asymptotics (Q916274):
Displayed 50 items.
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem (Q1897083) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
- Limit distribution theory for block estimators in multiple isotonic regression (Q1996768) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)
- Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems (Q2002577) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- The numerical bootstrap (Q2176627) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
- A unified study of nonparametric inference for monotone functions (Q2196204) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Semiparametric identification and estimation of discrete choice models for bundles (Q2208679) (← links)
- Large sample properties of the regression depth induced median (Q2216957) (← links)
- On the density of the supremum of the solution to the linear stochastic heat equation (Q2219497) (← links)
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
- Univariate log-concave density estimation with symmetry or modal constraints (Q2316606) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- Multiplicative-error models with sample selection (Q2343749) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- The effect of splitting on random forests (Q2347711) (← links)
- Smooth change point estimation in regression models with random design (Q2351700) (← links)
- Joint asymptotics for semi-nonparametric regression models with partially linear structure (Q2352744) (← links)
- Asymptotic normality of the \(L_k\)-error of the Grenander estimator (Q2368852) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- Consistent estimation of a convex density at the origin (Q2440598) (← links)
- Chernoff's density is log-concave (Q2444665) (← links)
- Optimal third root asymptotic bounds in the statistical estimation of thresholds (Q2466687) (← links)
- Hitting times for Gaussian processes (Q2468429) (← links)
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection (Q2473074) (← links)
- Mixed-rates asymptotics (Q2477061) (← links)
- The behavior of the NPMLE of a decreasing density near the boundaries of the support (Q2497180) (← links)
- The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)