Approximation Theorems of Mathematical Statistics

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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A smooth block bootstrap for quantile regression with time series
The behavior of sequential confidence intervals under contamination
A simple recourse model for power dispatch under uncertain demand
Tests for properties of the percentile residual life function
Asymptotics of conditional empirical processes
Bootstrap choice of tuning parameters
Sequential confidence intervals based on generalized m-statistics
Information on parameters of interest decreases under transformations
scientific article; zbMATH DE number 1416514 (Why is no real title available?)
The probability weighted characteristic function and goodness-of-fit testing
On the consistency of rank transformed regression
Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
Detection threshold for non-parametric estimation
A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
Semi-parametric estimation of Pearson correlation coefficient under additive distortion measurement errors
Nonparametric frontier estimation: A robust approach.
Degenerate U- and V-statistics under weak dependence: asymptotic theory and bootstrap consistency
Multivariate control median test for right censored data
Information-Theoretic Distribution Test with Application to Normality
Comparing measures of location: some small-sample results when distributions differ in skewness and kurtosis under heterogeneity of variances
Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
The properties of the cross-match estimate and split sampling
Quantile regression under random censoring.
On the asymptotic distribution of residual autocovariances in VARX models with applications
Conditional distance correlation screening for sparse ultrahigh-dimensional models
Testing the Independence of Two Diagnostic Tests
Confidence distribution for the ability parameter of the Rasch model
Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin
Asymptotic normality of a generalized maximum mean discrepancy estimator
On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data
Misspecifying the likelihood for clustered binary data.
Multivariate Process Variability Monitoring
A study of the power and robustness of a new test for independence against contiguous alternatives
Restricted methods in symmetrical linear regression models
Fourth moments and independent component analysis
Fiducial inference under nonparametric situations
Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter
Asymptotic theorems for urn models with nonhomogeneous generating matrices
On divergence tests for composite hypotheses under composite likelihood
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
An equivalent formula for Pitman's asymptotic relative efficiency under weakened assumptions
L₂Version Of The Double Kernel Method
Local continuity of log-concave projection, with applications to estimation under model misspecification
A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons
Simulation methods of queues: An overview
Moment-type estimation from grouped samples
Dimension of model parameter space and operating characteristics in adaptive dose-finding studies
A note on the large sample properties of estimators based on generalized linear models for correlated pseudo-observations
Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
A contribution to multivariate L-moments: L-comoment matrices
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics
On robust tail index estimation for linear long-memory processes
Testing for parameter constancy in non-Gaussian time series
Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
Testing the random walk hypothesis through robust estimation of correlation
Approximation of the initial reserve for known ruin probabilities
ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
Sequential testing of process capability indices
\(L_ p\)-approximations of weighted partial sum processes
Extending the Mann-Whitney-Wilcoxon rank sum test to longitudinal regression analysis
Asymptotic properties for median cross-validated nearest neighbor median estimate in nonparametric regression
Asymptotic behavior of large Gaussian correlated Wishart matrices
Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
Calibrated Edgeworth expansions of finite population \(L\)-statistics
Non-Gaussian positive-definite matrix-valued random fields with constrained eigenvalues: application to random elasticity tensors with uncertain material symmetries
A note on mean testing for high dimensional multivariate data under non-normality
scientific article; zbMATH DE number 4186928 (Why is no real title available?)
The generalized sigmoidal quantile function
Mixtures of linear regressions
Analysis of multivariate survival data under semiparametric copula models
Identification and estimation in a third-price auction model
Feature screening via distance correlation learning
Strong convergence rate of the least median absolute estimator in linear regression models
Stress-strength reliability for doubly truncated random variables
A central limit theorem for projections of the cube
Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties
Improved methods for estimating fraction of missing information in multiple imputation
Testing for Concordance Ordering
Myopic loss aversion and margin of safety: the risk of value investing
Almost sure representations of weightedU-statistics with applications
Estimation for partially linear models with missing responses: the fixed design case
Gaussian limits of empirical multiparameter \(K\)-functions of homogeneous Poisson processes and tests for complete spatial randomness
Lens data depth and median
Estimation and variable selection in partial linear single index models with error-prone linear covariates
Categorical time semes with a recursive scheme and with covariates
Stabilized hard thresholding for an unknown noise level
Tests in a Case–control Design Including Relatives
A logistic regression point of view toward loss given default distribution estimation
Conditional generalized quantiles as systemic risk measures: properties, estimation, and application
The asymptotic normality of an intermediate order statistic of the ranges of sub-samples
Interval estimation of actuarial risk measures
On summed nonparametric dependence measures in high dimensions, fixed or large samples
Estimation of minimum and maximum correlation coefficients
Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach
Nonparametric and semiparametric estimation of the receiver operating characteristic curve
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
O-statistics and their applications
New derivations of the maximum likelihood estimator and the likelihood ratio test
ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES

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