Pages that link to "Item:Q5727754"
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The following pages link to Relations between Weak and Uniform Convergence of Measures with Applications (Q5727754):
Displayed 50 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- On the properties of solutions set for measure driven differential inclusions (Q260774) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- A Glivenko-Cantelli theorem for almost additive functions on lattices (Q347474) (← links)
- The limiting behaviour of a stochastic patch occupancy model (Q365685) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Large-sample confidence intervals for risk measures of location-scale families (Q419329) (← links)
- Detecting and estimating changes in dependent functional data (Q432320) (← links)
- On the interspike-intervals of periodically-driven integrate-and-fire models (Q465417) (← links)
- Non-parametric hypothesis testing procedures and applications to demand analysis (Q580848) (← links)
- Consistent estimation of limited dependent variable models despite misspecification of distribution (Q580866) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Projection pursuit exploratory data analysis (Q673160) (← links)
- Some limit theorems on the eigenvectors of large dimensional sample covariance matrices (Q802194) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Multidimensional trimming based on projection depth (Q869968) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Markov control models with unknown random state-action-dependent discount factors (Q889107) (← links)
- On almost symmetric sequences in \(L_ p\) (Q917148) (← links)
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator (Q1059977) (← links)
- Fibering method in some probabilistic problems (Q1061413) (← links)
- Distribution of a random power series (Q1064651) (← links)
- The existence of fully rational expectations approximate equilibria with noisy price observations (Q1067556) (← links)
- The multivariate Laplace-de Moivre theorem (Q1070644) (← links)
- On the asymptotic properties of smoothed estimators of the classification error rate (Q1102667) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Bounds for the uniform deviation of empirical measures (Q1167976) (← links)
- Backward and forward recurrence times, and their interrelationships in Bellman-Harris branching processes (Q1170829) (← links)
- Fourier transforms in function-space and parabolic differential equations (Q1232049) (← links)
- A note on the maximum probability property of MLE's in multiparameter exponential families (Q1241949) (← links)
- Modes of convergence of Markov chain transition probabilities (Q1243523) (← links)
- Limit theorems for products of random linear transformations on the line (Q1244561) (← links)
- Measures on topological spaces (Q1273572) (← links)
- The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
- Continuity of the distribution of a random generalized power series (Q1316949) (← links)
- On the efficiency of multivariate spatial sign and rank tests (Q1359413) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
- Asymptotics of generalized depth-based spread processes and applications (Q1755133) (← links)
- Normalized convergence of random variables (Q1816142) (← links)
- Semiparametric analysis of binary response from response-based samples (Q1821477) (← links)
- On minimizing sequences for \(k\)-centres (Q1867259) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)