The following pages link to Bodhisattva Sen (Q274034):
Displaying 37 items.
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- (Q372133) (redirect page) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- (Q405358) (redirect page) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Nonparametric least squares estimation of a multivariate convex regression function (Q638807) (← links)
- Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
- On a nonparametric notion of residual and its applications (Q899668) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- On univariate convex regression (Q1688426) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Divide and conquer in nonstandard problems and the super-efficiency phenomenon (Q1731052) (← links)
- A conversation with Michael Woodroofe (Q1790353) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- A continuous mapping theorem for the smallest argmax functional (Q1952192) (← links)
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density (Q2008616) (← links)
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation (Q2039786) (← links)
- Optimal inference with a multidimensional multiscale statistic (Q2074288) (← links)
- High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing (Q2131264) (← links)
- Adaptive risk bounds in univariate total variation denoising and trend filtering (Q2176616) (← links)
- On matrix estimation under monotonicity constraints (Q2405214) (← links)
- On risk bounds in isotonic and other shape restricted regression problems (Q2515496) (← links)
- Testing independence and goodness-of-fit in linear models (Q2934770) (← links)
- Covering Numbers for Convex Functions (Q2989293) (← links)
- Threshold estimation based on a p-value framework in dose-response and regression settings (Q3107979) (← links)
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression (Q3304846) (← links)
- A pseudolikelihood method for analyzing interval censored data (Q3512680) (← links)
- (Q3580543) (← links)
- Composite Difference-Max Programs for Modern Statistical Estimation Problems (Q4562249) (← links)
- On Fractile Transformation of Covariates in Regression (Q4916468) (← links)
- A Computational Framework for Multivariate Convex Regression and Its Variants (Q5229914) (← links)
- Estimation of a Two-component Mixture Model with Applications to Multiple Testing (Q5378374) (← links)
