Argmax-stable marked empirical processes (Q1017817)

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Language	Label	Description	Also known as
English	Argmax-stable marked empirical processes	scientific article

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scholarly article

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Argmax-stable marked empirical processes (English)

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Statistics \& Probability Letters

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publication date

12 May 2009

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spl.2009.01.008

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On the fluctuations of sums of random variables

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On Some Distributions Related to the Statistic $D^+_n$

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Nonparametric estimation of a discontinuity in regression

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Weak convergence of non-stationary multivariate marked processes with applications to martingale testing

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The exact distribution of the maximizing point of the two-sample empirical process

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Weighted empirical processes in dynamic nonlinear models.

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Nonparametric model checks for time series

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Nonparametric model checks for regression

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Bootstrap Approximations in Model Checks for Regression

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Model checks for regression: an innovation process approach

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Model Checks for Generalized Linear Models

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPL.2009.01.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:1017817

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