scientific article
From MaRDI portal
Publication:3827451
zbMath0673.62088MaRDI QIDQ3827451
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics (62P99) Survival analysis and censored data (62N99) Inference from stochastic processes (62M99)
Related Items (50)
Shape classification based on interpoint distance distributions ⋮ A generalization of Lagrange interpolation theorem ⋮ A semi-parametric censored regression estimator ⋮ A neural network demand system with heteroskedastic errors ⋮ An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals ⋮ Fusion of hard and soft information in nonparametric density estimation ⋮ Sieves estimator of functional autoregressive process ⋮ The ARHD model ⋮ Qualitative robustness in abstract inference ⋮ Selection of alpha for alpha-hull in \(\mathbb{R}^ 2\) ⋮ A new nonlinear similarity measure for multichannel signals ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ On posterior consistency in nonparametric regression problems ⋮ Statistical modeling of diffusion processes with free knot splines ⋮ Sieve maximum likelihood estimation of the spatial autoregressive Tobit model ⋮ Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets ⋮ Stationary Gaussian processes on the vertices of the \(k\)-cube. ⋮ Unbiased nonparametric estimation of the derivative of the mean ⋮ On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. ⋮ Estimating the parametric component of nonlinear partial spline model ⋮ Strong consistency of a sieve estimator for the variance in nonlinear regression ⋮ Tensorial products of functional ARMA processes ⋮ Exact rates in density support estimation ⋮ Stochastic methods for neural systems ⋮ New developments in inference for temporal stochastic processes ⋮ Non- and semiparametric statistics: compared and contrasted ⋮ Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case ⋮ Kernel estimation of density level sets ⋮ Sieves estimator of the operator of a functional autoregressive process ⋮ Varying coefficient functional autoregressive model with application to the U.S. treasuries ⋮ A note on margin-based loss functions in classification ⋮ Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes ⋮ Weak-stationarity conditions for wavelet processes ⋮ Smoothed nonparametric estimation in window censored semi-Markov processes ⋮ A new semiparametric spatial model for panel time series ⋮ Sieve least squares estimation for partially nonlinear models ⋮ Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models ⋮ Inner product spaces of integrands associated to subfractional Brownian motion ⋮ On depth measures and dual statistics. A methodology for dealing with general data ⋮ Generalized runs tests for the IID hypothesis ⋮ Optimal unbiased statistical estimating functions for Hilbert space valued parameters ⋮ Spectral representations for random densities ⋮ Infinite dimensional parameter identification for stochastic parabolic systems ⋮ Maximal width learning of binary functions ⋮ Continuous versions of Radon-Nikodym derivatives as likelihood ratios ⋮ Risk bounds in isotonic regression ⋮ On the learnability of rich function classes ⋮ Optimal weights for general \(L^ 2\) distance estimators ⋮ On robustness properties of bootstrap approximations ⋮ On estimating the mean function of a Gaussian process
This page was built for publication:
