The following pages link to Central limit theorems revisited (Q1976508):
Displaying 34 items.
- Regression when both response and predictor are functions (Q432289) (← links)
- Testing for the bivariate Poisson distribution (Q464397) (← links)
- A class of tests for the two-sample problem for count data (Q507879) (← links)
- Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Asymptotic data analysis on manifolds (Q997373) (← links)
- Testing for affine equivalence of elliptically symmetric distributions. (Q1421873) (← links)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. (Q1426348) (← links)
- Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
- Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
- Nonparametric tests for conditional symmetry (Q1792455) (← links)
- Testing for the Poisson-Tweedie distribution (Q1997632) (← links)
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function (Q2023453) (← links)
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses (Q2044344) (← links)
- Multi-sample comparison using spatial signs for infinite dimensional data (Q2084458) (← links)
- Bias reduction by projection on parametric models in Hilbertian nonparametric regression (Q2132015) (← links)
- Tests for circular symmetry of complex-valued random vectors (Q2161024) (← links)
- On goodness-of-fit tests for the Bell distribution (Q2175219) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Additive regression with Hilbertian responses (Q2215755) (← links)
- Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Convergence rates for kernel regression in infinite-dimensional spaces (Q2304253) (← links)
- Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
- A goodness-of-fit test for the compound Poisson exponential model (Q2692928) (← links)
- Testing for the symmetric component in skew distributions (Q2831017) (← links)
- On the Asymptotic Efficiency of Directional Models Checks for Regression (Q4609013) (← links)
- Extension of the continuity theorems of Lebesgue integration (Q6046602) (← links)
- Equivalence of asymptotic normality of the two sample pivot and the vector of standardized sample means (Q6167557) (← links)
- On estimators of the mean of Infinite dimensional data in finite populations (Q6178586) (← links)
- (Q6182467) (← links)
