Empirical Processes with Applications to Statistics
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(only showing first 100 items - show all)- Testing for equality between two copulas
- Empirische Prozesse in der Datenanalyse. (Empirical processes in data analysis)
- Spectral based testing of the martingale hypothesis
- Consistency of modularity clustering on random geometric graphs
- A scoring criterion for rejection of clustered \(p\)-values
- On the asymptotics of a normal beta-transformed empirical process
- A review on ambiguity in stochastic portfolio optimization
- A conversation with Jon Wellner
- Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances
- Estimation of mean residual life based on ranked set sampling
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- Inference for conditional value-at-risk of a predictive regression
- Simultaneous testing of change-point location and of a regular parameter by Poisson observations
- Nonparametric adaptive inference of birth and death models in a large population limit
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Sample selection models with monotone control functions
- Hardy's inequality and its descendants: a probability approach
- Conditional empirical copula processes and generalized measures of association
- Improved inference for vaccine-induced immune responses via shape-constrained methods
- Extreme gaps between eigenvalues of Wigner matrices
- Empirical process of concomitants for partly categorial data and applications in statistics
- Spectral equivalence of Gaussian random functions: operator approach
- Minimax confidence intervals for the sliced Wasserstein distance
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- On the asymptotic distribution of the scan statistic for empirical distributions
- Nonparametric tests for multistate processes with clustered data
- Parametric measures of variability induced by risk measures
- Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas
- Impossible inference in econometrics: theory and applications
- Testing hypothesis on transition distributions of a Markov sequence
- Bi-\( s^\ast \)-concave distributions
- A parametric registration model for warped distributions with Wasserstein's distance
- A note on weighted least square distribution fitting and full standardization of the empirical distribution function
- Determinants of block Hankel matrices for random matrix-valued measures
- On partial-sum processes of ARMAX residuals
- Interference queueing networks on grids
- Efficient calculation of the joint distribution of order statistics
- Identifying groups of variables with the potential of being large simultaneously
- Convergence rates of least squares regression estimators with heavy-tailed errors
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- A censored copula model for micro-level claim reserving
- Asymptotic total variation tests for copulas
- A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions
- Gaussian processes centered at their online average, and applications
- On the empirical estimator of the boundary in inverse first-exit problems
- Local Dvoretzky-Kiefer-Wolfowitz confidence bands
- The characteristic function of Gaussian stochastic volatility models: an analytic expression
- Probability equivalent level of value at risk and higher-order expected shortfalls
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
- The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
- Empirical processes
- Statistical reconstruction and Karhunen-Loève expansion for multiphase random media
- Asymptotics of goodness-of-fit tests based on minimum p-value statistics
- Consistency of probability measure quantization by means of power repulsion-attraction potentials
- Rates of convergence for robust geometric inference
- Optimal detection of heterogeneous and heteroscedastic mixtures
- Fast and Accurate Langevin Simulations of Stochastic Hodgkin-Huxley Dynamics
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- Statistical tests based on empirical processes and related questions
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
- Robust topological inference: distance to a measure and kernel distance
- Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
- Asymptotic properties of plug-in level set estimators for right censored data
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations
- Goodness-of-fit test for the accelerated failure time model based on martingale residuals
- Markowitz portfolio selection for multivariate affine and quadratic Volterra models
- Running supremum of Brownian motion in dimension 2: exact and asymptotic results
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- scientific article; zbMATH DE number 7625158 (Why is no real title available?)
- Improving linear quantile regression for replicated data
- Robust control in a rough environment
- High precision implementation of Steck's recursion method for use in goodness-of-fit tests
- A class of distortion measures generated from expectile and its estimation
- The last zero-crossing of an iterated brownian motion with drift
- Fast calculation of boundary crossing probabilities for Poisson processes
- Quantifying the trade-off between income stability and the number of members in a pooled annuity fund
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals
- Asymptotic distribution of the conditional regret risk for selecting good exponential populations.
- Unitary transformations, empirical processes and distribution free testing
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
- Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Asymptotic behavior of some factorizations of random words
- The Laplace transform of the integrated Volterra Wishart process
- Break point detection for functional covariance
- A ranked-based estimator of the mean past lifetime with an application
- Exceedance control of the false discovery proportion via high precision inversion method of berk-Jones statistics
- On modified Anderson-Darling test statistics with asymptotic properties
- Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
- Computable aggregations of random variables
- Model-Robust Inference for Clinical Trials that Improve Precision by Stratified Randomization and Covariate Adjustment
- Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
- A class of estimators based on overlapping sample spacings
- Estimating the error distribution function in semiparametric additive regression models
- Direct density estimation of \(L\)-estimates via characteristic functions with applications
- A procedure to detect general association based on concentration of ranks
- Reconstruction of random fields concentrated on an unknown curve using irregularly sampled data
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