A Useful Convergence Theorem for Probability Distributions

Cited in

(only showing first 100 items - show all)

Why the theorem of Scheffé should be rather called a theorem of Riesz
On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data
A direct approach to understanding posterior consistency of Bayesian regression problems
On the convergence of Shannon differential entropy, and its connections with density and entropy estimation
Uniformity in weak convergence
Some Remarks on Uniform Convergence
Approximate estimation of non-identifiable parameters in a convolution
Asymptotic equivalence of probability distributions with applications to some problems of asymptotic independence
On a stochastic logistic population model with time-varying carrying capacity
A note on Rosenblatt distributions
Robustness against conflicting prior information in regression
A remark on the incomparability of two criteria for a uniform convergence of probability measures
Refinements of Katz-Sarnak theory for the number of points on curves over finite fields
Robust heavy-tailed versions of generalized linear models with applications in actuarial science
Selecting iterated modified histograms
Efficiency of some tests when testing symmetry hypothesis
The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
Maximum selection and sorting with adversarial comparators
A sojourn limit theorem for gaussian processes with increasing variance
Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control
Ergodicity of filtering process by vanishing discount approach
A new Bayesian approach to robustness against outliers in linear regression
Continuity of composition operators in Sobolev spaces
Optimal portfolio policies under fixed and proportional transaction costs
Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
On the first trace formula for Schrödinger operators
A note on approximations in random variate generation
Robustness to outliers in location-scale parameter model using log-regularly varying distributions
Asymptotic Relative Efficiency of the Kendall and Spearman Correlation Statistics
Asymmetric kernel density estimation based on grouped data with applications to loss model
Lavrentiev gap for some classes of generalized Orlicz functions
Complete asymptotic expansions for the density function of \(t\)-distribution
Extension of the continuity theorems of Lebesgue integration
Some Smoothing Properties of the Star Product of Copulas
Markov decision processes with quasi-hyperbolic discounting
On some study of skew-t distributions
Robustness of iterated function systems of Lipschitz maps
The generalized two-sided beta distribution with applications in project risk analysis
Large deviations for the \(L_1\)-distance in kernel density estimation
Annealing stochastic approximation Monte Carlo algorithm for neural network training
Total variation convergence preserves conditional independence
On a Brownian motion conditioned to stay in an open set
Exact bounds on the closeness between the Student and standard normal distributions
A signed rank test for censored paired lifetimes
On the random fractional Bateman equations
Random variate generators for the Poisson-Poisson and related distributions
Comparing weak and strong convergence of density functions
Uniform rates of convergence for Markov chain transition probabilities
New multivariate product density estimators
Parameter selection in modified histogram estimates
Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
Markovian sequential control processes. Denumerable state space
On sampling of stationary increment processes
On the length of copula level curves
Complete asymptotic expansions related to the probability density function of the ^2-distribution
Locally most powerful rank tests for testing randomness and symmetry
Probabilistic analysis of a class of 2D-random heat equations via densities
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
Analytical study of performance of linear discriminant analysis in stochastic settings
On a problem of Simons and Johnson
Convergence in distribution of the Bernstein-Durrmeyer kernel and pointwise convergence of a generalised operator for functions of bounded variation
Asymptotic normality of poly-t desities
Matrix measures, random moments, and Gaussian ensembles
The \(k\)th power expectile regression
On extremal theory for self-similar processes
Self-affinities of planar curves: towards unified description of aesthetic curves
On the Asymptotic Behaviour of Superexponential Lévy Processes
Subgradient Langevin methods for sampling from nonsmooth potentials
Generalized Bayesian likelihood-free inference
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification
The Lindeberg-Feller theorem for positive definite densities
Nonparametric density estimates with improved . performance on given sets of densities
A convergence theorem for discrete probability distributions
Qualitative robustness in abstract inference
On lower tail probabilities of positive random sums
High precision numerical computation of principal points for univariate distributions
Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
Fréchet-Shohat theorem: stronger modes of convergence for a class of absolutely continuous distributions
Necessary conditions for the convergence of Kullback-Leibler's mean information
Bayesian indirect inference using a parametric auxiliary model
Asymptotic independence and individual ratio limit theorems
Interchanging a limit and an integral: necessary and sufficient conditions
Global Consensus Monte Carlo
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Hankel determinants of random moment sequences
Limits on log odds ratios for unidimensional item response theory models
A universal lower bound for the kernel estimate
Strongly Consistent Detection for Nonparametric Hypotheses
Sampling from non-smooth distributions through Langevin diffusion
Bernstein estimator for unbounded density function
Convergence in distribution of quotients of order statistics
Bayesian Bootstrap Spike-and-Slab LASSO
Maximal coupling and rare perturbation sensitivity analysis
Projection estimates of multivariate location
Phase transition for absorbed Brownian motion with drift
Limiting distribution of sums of nonnegative stationary random variables
Ergodicity and stability of a dynamical system perturbed by impulsive random interventions
Uniform \(L_1\)-distance large deviations in nonparametric density estimation
Zwei Stetigkeitsaussagen f�r eine gewisse Klasse von Operatoren �ber einem separablen Hilbertraum

This page was built for publication: A Useful Convergence Theorem for Probability Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5790299)