Asymptotic Statistics - MaRDI portal

DOI10.1017/CBO9780511802256MaRDI QIDQ4497826zbMATH OpenOpenAlexFDO

Authors A. W. van der Maart

Publication date 23 August 2000

Full work available at URL https://doi.org/10.1017/cbo9780511802256

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Asymptotic estimates using probability
Multiscale Bayesian survival analysis
Bayesian model averaging for multivariate extremes
Simultaneous adjustment of bias and coverage probabilities for confidence intervals
Significance testing in non-sparse high-dimensional linear models
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
A new approach to regression analysis of censored competing-risks data
Penalized principal logistic regression for sparse sufficient dimension reduction
Testing equality between several populations covariance operators
Bayesian inference for spectral projectors of the covariance matrix
Composite quantile regression for correlated data
The size of local bispectrum and trispectrum in a non-minimal inflation
Generalized fiducial inference for logistic graded response models
Geometry of the expected value set and the set-valued sample mean process
Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model
Methods for estimation of convex sets
A distributed one-step estimator
Statistics with set-valued functions: applications to inverse approximate optimization
Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
Principal weighted logistic regression for sufficient dimension reduction in binary classification
Filtered likelihood for point processes
Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
Asymptotic theory in model diagnostic for general multivariate spatial regression
Bayesian variable selection for globally sparse probabilistic PCA
A quantile correlated random coefficients panel data model
Robust tests in generalized linear models with missing responses
A note on bootstrap for Gupta's subset selection procedure
Optimal rates of entropy estimation over Lipschitz balls
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Local robust estimation of Pareto-type tails with random right censoring
Quantile regression under local misspecification
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
Analysis of ``learn-as-you-go (LAGO) studies
Empirical process results for exchangeable arrays
Safe adaptive importance sampling: a mixture approach
Minimax estimation of smooth optimal transport maps
The coupling method in extreme value theory
Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error
Principal component analysis for multivariate extremes
Consistent regression using data-dependent coverings
Density estimation on an unknown submanifold
A penalized likelihood approach for efficiently estimating a partially linear additive transformation model with current status data
A justification of conditional confidence intervals
Convergence rates for Bayesian estimation and testing in monotone regression
Bayesian multivariate quantile regression using dependent Dirichlet process prior
Uncertainty quantification in image segmentation using the Ambrosio-Tortorelli approximation of the Mumford-Shah energy
Stein 1956: Efficient nonparametric testing and estimation
Empirical tail copulas for functional data
Inference for a two-stage enrichment design
Estimation and clustering for partially heterogeneous single index model
A note on likelihood ratio tests for models with latent variables
The variation of the posterior variance and Bayesian sample size determination
A new RKHS-based global testing for functional linear model
Multiplier \(U\)-processes: sharp bounds and applications
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Geometrical smeariness -- a new phenomenon of Fréchet means
Empirical process theory for locally stationary processes
Online inference with multi-modal likelihood functions
Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
Posterior analysis of n in the binomial (n,p) problem with both parameters unknown -- with applications to quantitative nanoscopy
Robust and efficient mean estimation: an approach based on the properties of self-normalized sums
Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
Wasserstein statistics in one-dimensional location scale models
A problem in forensic science highlighting the differences between the Bayes factor and likelihood ratio
A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables
Analysis of multivariate non-Gaussian functional data: a semiparametric latent process approach
Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions
A minimax framework for quantifying risk-fairness trade-off in regression
Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors
Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series
A study of data-driven distributionally robust optimization with incomplete joint data under finite support
On the robustness of randomized classifiers to adversarial examples
On joint properties of vertices with a given degree or label in the random recursive tree
Locally associated graphical models and mixed convex exponential families
Improved estimators for semi-supervised high-dimensional regression model
Tumorigenesis and axons regulation for the pancreatic cancer: a mathematical approach
A class of weighted estimating equations for additive hazard models with covariates missing at random
Maximum likelihood estimation for score-driven models
Semiparametric testing with highly persistent predictors
Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
Wasserstein statistics in one-dimensional location-scale models
An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint
Spatial dependence and space-time trend in extreme events
On least squares estimation under heteroscedastic and heavy-tailed errors
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
Censored gamma regression with uncertain censoring status
Covariate-adjusted inference for differential analysis of high-dimensional networks
A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
General and feasible tests with multiply-imputed datasets
Testing independence and goodness-of-fit jointly for functional linear models
Optimal subsample selection for massive logistic regression with distributed data
Rates of convergence for random forests via generalized U-statistics
Motif-based tests for bipartite networks
Minimax bounds for estimating multivariate Gaussian location mixtures
Penalized estimation of threshold auto-regressive models with many components and thresholds
Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data
Minimal \(\sigma\)-field for flexible sufficient dimension reduction

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