Cube root asymptotics - MaRDI portal

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On depth measures and dual statistics. A methodology for dealing with general data
Limit distribution theory for maximum likelihood estimation of a log-concave density
Robust learning from bites for data mining
Estimating a concave distribution function from data corrupted with additive noise
Asymptotics for argmin processes: convexity arguments
Projection based scatter depth functions and associated scatter estimators
The excess-mass ellipsiod
Median regression for ordered discrete response
Asymptotics for multivariate trimming
On the arg max of a Gaussian process
Semiparametric estimation of a work-trip mode choice model
On the computation of semiparametric estimates in limited dependent variable models
Maximum score estimation of disequilibrium models and the role of anticipatory price-setting
A note on robust estimation of location
Distributional convergence of M-estimators under unusual rates
Some strong limit theorems for M-estimators
Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry
Asymptotic theory for nonparametric estimation of survival curves under order restrictions
The effect of long-range dependence on change-point estimators
Rates of convergence in the asymptotic normality for some local maximum estimators
An application and comparison of some flexible parametric and semi-parametric qualitative response models
Strong convergence rate of the least median absolute estimator in linear regression models
Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
Robust regression with high coverage.
M-estimation in linear models under nonstandard conditions.
Projection-based depth functions and associated medians
Asymptotic estimation theory of multipoint linkage analysis under perfect marker information.
Asymptotic normality of the \(L_1\) error of the Grenander estimator
A central limit theorem for multivariate generalized trimmed \(k\)-means
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
Asymptotics of reweighted estimators of multivariate location and scatter
A journey in single steps: robust one-step M-estimation in linear regression
A Monte Carlo comparison of several high breakdown and efficient estimators
Asymptotic properties of location estimators based on projection depth
Multiple break detection in the correlation structure of random variables
Model based bootstrap methods for interval censored data
Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
A consistent bootstrap procedure for the maximum score estimator
Best subset binary prediction
Confidence distributions and related themes
Limit theory in monotone function estimation
Random locations of periodic stationary processes
Divide and conquer in nonstandard problems and the super-efficiency phenomenon
Local M-estimation with discontinuous criterion for dependent and limited observations
On penalized estimation for dynamical systems with small noise
New distribution theory for the estimation of structural break point in mean
Generalized indirect inference for discrete choice models
On Bayesian oracle properties
The Hough transform estimator
A data-driven bandwidth selection method for the smoothed maximum score estimator
On the uniqueness of maximizers of Markov-Gaussian processes
Bahadur representation of M_m estimates
Functional stability of one-step GM-estimators in approximately linear regression
The limiting behavior of a modified maximal symmetric 2s-spacing with applications
Robust out-of-sample inference
Asymptotics for Lasso-type estimators.
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
Estimation of a convex function: Characterizations and asymptotic theory.
Likelihood ratio tests for monotone functions.
Analyzing bagging
Nonlinear minimization estimators in the presence of cointegrating relations.
Bootstrap critical values for tests based on the smoothed maximum score estimator
Bent-cable asymptotics when the bend is missing.
On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
Maximal type test statistics based on conditional processes
Bootstrap confidence intervals for isotonic estimators in a stereological problem
The linear stochastic order and directed inference for multivariate ordered distributions
On min-max majority and deepest points
A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
Rank estimation of a generalized fixed-effects regression model
Limit distribution theory for block estimators in multiple isotonic regression
Robust inference for threshold regression models
Semiparametric estimation of the random utility model with rank-ordered choice data
Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems
On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models
Model pursuit and variable selection in the additive accelerated failure time model
Robustness of the deepest projection regression functional
Estimating multiple breaks in mean sequentially with fractionally integrated errors
Optimal linear discriminators for the discrete choice model in growing dimensions
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
Change point analysis of covariance functions: a weighted cumulative sum approach
Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
Inference on a structural break in trend with mildly integrated errors
Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
Cube root weak convergence of empirical estimators of a density level set
Bootstrap confidence regions based on M-estimators under nonstandard conditions
The numerical bootstrap
Almost sure uniqueness of a global minimum without convexity
Group selection via adjusted weighted least absolute deviation regression
The moderate deviation principle for minimizers of convex processes
A unified study of nonparametric inference for monotone functions
Testing in high-dimensional spiked models
Semiparametric identification and estimation of discrete choice models for bundles
Large sample properties of the regression depth induced median
On the density of the supremum of the solution to the linear stochastic heat equation
Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations

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