The following pages link to (Q4374307):
Displayed 10 items.
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- A note on supremum of a Kiefer process (Q1365189) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Approximations for a multivariate hybrid process with applications to change-point detection (Q2437888) (← links)
- Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach (Q2868867) (← links)
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)