Asymptotic Statistics

From MaRDI portal
Revision as of 14:49, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4223514

DOI10.1017/CBO9780511802256zbMath0910.62001OpenAlexW1460189015MaRDI QIDQ4223514

Aad W. van der Vaart

Publication date: 4 January 1999

Full work available at URL: https://doi.org/10.1017/cbo9780511802256




Related Items (only showing first 100 items - show all)

Left-censored dementia incidences in estimating cohort effectsConditional marginal expected shortfallStatistical approach for parameter identification by Turing patternsDetecting and modeling critical dependence structures between random inputs of computer modelsGoodness-of-fit test for latent block modelsGeneralized \(k\)-means in GLMs with applications to the outbreak of COVID-19 in the United StatesOn quantile based co-risk measures and their estimationA non-parametric test for comparing conditional ROC curvesRegression analysis of censored data with nonignorable missing covariates and application to Alzheimer diseaseBayesian clustering of skewed and multimodal data using geometric skewed normal distributionsDistributed subdata selection for big data via sampling-based approachNonparametric Bayesian inference for the spectral density based on irregularly spaced dataSequential online subsampling for thinning experimental designsTwo-sample Behrens-Fisher problems for high-dimensional data: a normal reference approachSemi-parametric homogeneity test and sample size calculation for a two-sample problem under an inequality constraintOn aggregation of subcritical Galton-Watson branching processes with regularly varying immigrationA heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizingDeconvolution with unknown error distributionOn asymptotically optimal tests under loss of identifiability in semiparametric modelsMultivariate flexible Pareto model: dependency structure, properties and characterizationsBahadur representations for the median absolute deviation and its modificationsOn pseudo-values for regression analysis in competing risks modelsThe multiple imputations based Kaplan-Meier estimatorSome comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distancesAsymptotic equivalence of spectral density estimation and Gaussian white noiseAsymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equationsRearranging Edgeworth-Cornish-Fisher expansionsOptimal transportation and the falsifiability of incompletely specified economic modelsEmpirical likelihood in some semiparametric modelsNonparametric inference from the M/G/1 workloadInference methods for discretely observed continuous-time stochastic volatility models: A commented overviewThe convolution theorem for estimating linear functionals in indirect nonparametric regression modelsLocal asymptotic mixed normality of transformed Gaussian models for random fields\(M\)-processes and applicationsSemiparametric maximum likelihood for missing covariates in parametric regressionAsymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded casesSome models and methods for the analysis of observational dataQuasi-likelihood estimation of a threshold diffusion processAggregation-robustness and model uncertainty of regulatory risk measuresQuantile residual lifetime for left-truncated and right-censored dataAsymptotic analysis of average case approximation complexity of Hilbert space valued random elementsEfficient calibration for imperfect computer modelsA Bernstein-von Mises theorem for smooth functionals in semiparametric modelsPartially linear transformation models with varying coefficients for multivariate failure time dataMultivariate coefficients of variation: comparison and influence functionsThe power envelope of panel unit root tests in case stationary alternatives offset explosive onesSpline-based sieve estimation in monotone constrained varying-coefficient partially linear EV modelOn the consistency of the maximum likelihood estimator for the three parameter lognormal distributionSemiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rankEfficient shrinkage in parametric modelsHigher-order asymptotics for scoring rulesPartial and average copulas and association measuresEfficient inference about the tail weight in multivariate Student \(t\) distributionsAsymptotic inference for a stochastic differential equation with uniformly distributed time delayA direct approach to inference in nonparametric and semiparametric quantile modelsDependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applicationsElliptical multiple-output quantile regression and convex optimizationNonparametric estimation of the conditional extreme-value index with random covariates and censoringOn qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson processJoint analysis of current count and current status dataThe Fine-Gray model under interval censored competing risks dataEmpirical likelihood inference for the odds ratio of two survival functions under right censoringBivariate one-sample optimal location test for spherical stable densities by Padé' methodsA half-region depth for functional dataSome edge correction methods for marked spatio-temporal point process modelsA tracking approach to parameter estimation in linear ordinary differential equationsInformation bounds for inverse problems with application to deconvolution and Lévy modelsConditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systemsA unified treatment for non-asymptotic and asymptotic approaches to minimax signal detectionBootstrap consistency for quadratic forms of sample averages with increasing dimensionInsurance pricing under ambiguityDecompounding random sums: a nonparametric approachAdditive risk model for current status data with a cured subgroupAnalysis of a semiparametric mixture model for competing risksUniform central limit theorems for kernel density estimatorsAdaptive goodness-of-fit tests based on signed ranksStatistical modeling of causal effects in continuous timeAsymptotic error rates in quantum hypothesis testingA LAN based Neyman smooth test for Pareto distributionsHigher order semiparametric frequentist inference with the profile samplerA wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time seriesStatistical estimation errors of VaR under ARCH returnsImproved predictive model selection\(k\)-sample test based on the common area of kernel density estimatorsProfile-kernel likelihood inference with diverging number of parametersMultivariate trimmed means based on the Tukey depthConvergence properties of sequential Bayesian \(D\)-optimal designsModel selection for Lévy measures in diffusion processes with jumps from discrete observationsScore test of fit for composite hypothesis in the GARCH\((1,1)\) modelParametric estimation and tests through divergences and the duality techniqueStatistical properties of the Hough transform estimator in the presence of measurement errorsMultiple solutions to the likelihood equations in the Behrens-Fisher problemMinimax estimation of the integral of a power of a densityComparison of nonparametric methods in nonlinear mixed effects modelsParametric estimation of change-points for actual event data in recurrent events modelsTests for zero-inflation and overdispersion: a new approach based on the stochastic convex orderMinimum-norm estimation for a bi-exponential survival modelMinimum Hellinger distance estimation in a two-sample semiparametric modelEstimation of the Birnbaum-Saunders regression model with current status dataLeast squares estimation of nonlinear spatial trends







This page was built for publication: Asymptotic Statistics