The following pages link to Asymptotic Statistics (Q4497826):
Displaying 50 items.
- Adjusted chi-square test for degree-corrected block models (Q90068) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
- Multiscale Bayesian Survival Analysis (Q128917) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- Strong Allee effect in a stochastic logistic model with mate limitation and stochastic immigration (Q316947) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Asymptotics of hierarchical clustering for growing dimension (Q392113) (← links)
- \(p\)-value model selection criteria for exponential families of increasing dimension (Q464374) (← links)
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification (Q476236) (← links)
- Proportional hazards regression in the presence of missing study eligibility information (Q509837) (← links)
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (Q525596) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Generalised smooth tests of goodness of fit (Q715762) (← links)
- Informative statistical analyses using smooth goodness of fit tests (Q715765) (← links)
- On the efficiency of a semiparametric approach to the one-way layout (Q715777) (← links)
- Confidence bounds and narrowest reliable intervals in d-posterior approach (Q722300) (← links)
- On estimation of \(L_r\)-norms in Gaussian white noise models (Q783806) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Limit theorems for Jacobi ensembles with large parameters (Q824988) (← links)
- Factor copula models for right-censored clustered survival data (Q825281) (← links)
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- A beyond multiple robust approach for missing response problem (Q829749) (← links)
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling (Q830097) (← links)
- Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
- Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings (Q905225) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- A new approach to regression analysis of censored competing-risks data (Q1641904) (← links)
- Penalized principal logistic regression for sparse sufficient dimension reduction (Q1654232) (← links)
- Testing equality between several populations covariance operators (Q1656868) (← links)
- Bayesian inference for spectral projectors of the covariance matrix (Q1657873) (← links)
- Composite quantile regression for correlated data (Q1658431) (← links)
- The size of local bispectrum and trispectrum in a non-minimal inflation (Q1672300) (← links)
- Generalized fiducial inference for logistic graded response models (Q1695746) (← links)
- Geometry of the expected value set and the set-valued sample mean process (Q1711085) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Methods for estimation of convex sets (Q1730906) (← links)
- A distributed one-step estimator (Q1739027) (← links)
- Statistics with set-valued functions: applications to inverse approximate optimization (Q1739037) (← links)
- Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables (Q1739865) (← links)
- Principal weighted logistic regression for sufficient dimension reduction in binary classification (Q1740307) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
- Asymptotic theory in model diagnostic for general multivariate spatial regression (Q1751445) (← links)
- Bayesian variable selection for globally sparse probabilistic PCA (Q1786585) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
