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.
- Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates (Q764508) (← links)
- Approximation properties of certain operator-induced norms on Hilbert spaces (Q765689) (← links)
- Asymptotic normality of support vector machine variants and other regularized kernel methods (Q765834) (← links)
- Semiparametric mixture of regression models under unimodal error distribution (Q777849) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Large sample results for frequentist multiple imputation for Cox regression with missing covariate data (Q778878) (← links)
- Nonparametric MANOVA in meaningful effects (Q778880) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. I: Schrödinger equation (Q783749) (← links)
- A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
- Functional inference in semiparametric models using the piggyback bootstrap (Q816375) (← links)
- An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model (Q817976) (← links)
- On invariant distribution function estimation for continuous-time stationary processes (Q817978) (← links)
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- Accelerated failure time model for data from outcome-dependent sampling (Q825198) (← links)
- EM algorithm for the additive risk mixture cure model with interval-censored data (Q825204) (← links)
- An additive hazards cure model with informative interval censoring (Q825223) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces (Q826973) (← links)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores (Q826977) (← links)
- Censored mean variance sure independence screening for ultrahigh dimensional survival data (Q830110) (← links)
- Regression analysis of censored data with nonignorable missing covariates and application to Alzheimer disease (Q830487) (← links)
- Two-sample tests for multivariate functional data with applications (Q830490) (← links)
- Huber-type principal expectile component analysis (Q830604) (← links)
- Estimation of a distribution function with increasing failure rate average (Q830720) (← links)
- Asymptotic theory for the semiparametric accelerated failure time model with missing data (Q834343) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
- Properties and refinements of the fused Lasso (Q834368) (← links)
- Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Sparsity in penalized empirical risk minimization (Q838303) (← links)
- On the hyperplane conjecture for random convex sets (Q839915) (← links)
- Evaluating bias correction in weighted proportional hazards regression (Q841053) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- A quantile-copula approach to conditional density estimation (Q842926) (← links)
- Semiparametric estimation of survival function when data are subject to dependent censoring and left truncation (Q844865) (← links)
- On the asymptotic behavior of general projection-pursuit estimators under the common principal components model (Q844878) (← links)
- PRIM analysis (Q847410) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Spectral estimation of the fractional order of a Lévy process (Q847639) (← links)
- Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model (Q847641) (← links)