The following pages link to Bernoulli (Q61790):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Rearranged dependence measures (Q74042) (← links)
- Kernel Estimation of Relative Risk (Q76611) (← links)
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- A MOSUM procedure for the estimation of multiple random change points (Q92616) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Empirical Bayes posterior concentration in sparse high-dimensional linear models (Q125752) (← links)
- A nonparametric two-sample hypothesis testing problem for random graphs (Q126088) (← links)
- Excess Functions and Estimation of the Extreme-Value Index (Q130023) (← links)
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- A simple nonparametric estimator of a strictly monotone regression function (Q138473) (← links)
- Functional data analysis in an operator-based mixed-model framework (Q143620) (← links)
- A consistent test of independence based on a sign covariance related to Kendall’s tau (Q146196) (← links)
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- The number of accessible paths in the hypercube (Q265261) (← links)
- Long time behavior of stochastic hard ball systems (Q265264) (← links)
- Infinite-dimensional statistical manifolds based on a balanced chart (Q265266) (← links)
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations (Q265269) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Consistency, efficiency and robustness of conditional disparity methods (Q265273) (← links)
- Dynamic density estimation with diffusive Dirichlet mixtures (Q265276) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Sharp ellipticity conditions for ballistic behavior of random walks in random environment (Q265281) (← links)
- \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284) (← links)
- Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximum (Q265287) (← links)
- Non-Gaussian semi-stable laws arising in sampling of finite point processes (Q265290) (← links)
- Behavior of R-estimators under measurement errors (Q265293) (← links)
- Excursion probability of Gaussian random fields on sphere (Q265295) (← links)
- Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Exchangeable exogenous shock models (Q265306) (← links)
- Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests (Q282530) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Integration theory for infinite dimensional volatility modulated Volterra processes (Q282536) (← links)
- New results on mixture and exponential models by Orlicz spaces (Q282538) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure (Q282547) (← links)
- Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case (Q282550) (← links)
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes (Q282551) (← links)
- Robust estimation on a parametric model via testing (Q282553) (← links)
- Functional limit theorems for generalized variations of the fractional Brownian sheet (Q282556) (← links)
- Approximation of improper priors (Q282558) (← links)
- Optimal classification and nonparametric regression for functional data (Q282559) (← links)
