Pages that link to "Item:Q1915050"
From MaRDI portal
The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):
Displayed 50 items.
- Rates of strong consistencies of the regression function estimator for functional stationary ergodic data (Q710795) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- A new goodness-of-fit test for certain bivariate distributions applicable to traffic accidents (Q713741) (← links)
- Nonparametric binary regression using a Gaussian process prior (Q713768) (← links)
- How close is the sample covariance matrix to the actual covariance matrix? (Q715740) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- On the random effects Cox model with time-varying regression parameter (Q715790) (← links)
- A Skorohod representation theorem for uniform distance (Q718887) (← links)
- A high-dimensional Wilks phenomenon (Q718891) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- On the minimal penalty for Markov order estimation (Q718903) (← links)
- Concentration estimates for the moving least-square method in learning theory (Q719353) (← 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)
- 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)