Measure Theory and Probability Theory
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(only showing first 100 items - show all)- On computing the distribution function for the Poisson binomial distribution
- Projected estimation for large-dimensional matrix factor models
- Weighted kappa statistic for clustered matched-pair ordinal data
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Kappa statistic for clustered physician-patients polytomous data
- Large firms and within firm occupational reallocation
- Performance of power systems under sustained random perturbations
- Convolved subsampling estimation with applications to block bootstrap
- On optimal investment with processes of long or negative memory
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- Markov chain Monte Carlo sampling using a reservoir method
- Separation properties of \((n,m)\)-IFS attractors
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- Sensitivity equations for measure-valued solutions to transport equations
- Existence and uniqueness of solution for Stieltjes differential equations with several derivators
- Modelling cellular interactions and dynamics during kidney morphogenesis
- Toroidal \(b\)-divisors and Monge-Ampère measures
- System identification with binary-valued observations under both denial-of-service attacks and data tampering attacks: defense scheme and its optimality
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Estimation of the parameters in an expanding dynamic network model
- Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion
- Weak intermittency of stochastic heat equation under discretizations
- Nonparametric tests for multistate processes with clustered data
- Estimation of parameters of component lifetime distribution in a coherent system
- Direct probability integral method for stochastic response analysis of static and dynamic structural systems
- Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity
- Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
- A more powerful test of equality of high-dimensional two-sample means
- Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
- A decomposition for additive functionals of Lévy processes
- Negative entropy, zero temperature and Markov chains on the interval
- On generalized versions of central limit theorems for IF-events
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Equivalent descriptions of the Loewner energy
- Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion
- Fractal properties of MV-algebra pastings.
- Partial sum processes and continued fractions
- Controllability and controller-observer design for a class of linear time-varying systems
- When is a Markov chain regenerative?
- Some new maximum VC classes
- Introduction to probability and measure
- A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
- Revisiting comparisons of income inequality when Lorenz curves intersect
- Spliced sequences and summability with a rate
- CLT for approximating ergodic limit of SPDEs via a full discretization
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
- A user's guide to measure theoretic probability
- Quantitative stability analysis for distributionally robust optimization with moment constraints
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
- Asymptotic properties of the residual bootstrap for lasso estimators
- Thresholding least-squares inference in high-dimensional regression models
- A massive data framework for M-estimators with cubic-rate
- scientific article; zbMATH DE number 435515 (Why is no real title available?)
- scientific article; zbMATH DE number 444386 (Why is no real title available?)
- scientific article; zbMATH DE number 3874290 (Why is no real title available?)
- Central limit theorem in high dimensions: the optimal bound on dimension growth rate
- Optimal vaccination strategies and rational behaviour in seasonal epidemics
- Extrema of Luroth Digits and a zeta function limit relation
- Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler
- A new variance-based global sensitivity analysis technique
- Active Learning in Multi-armed Bandits
- Strong consistency of Lasso estimators
- Measure and probability
- scientific article; zbMATH DE number 3939625 (Why is no real title available?)
- Goodness-of-fit test for stochastic volatility models
- scientific article; zbMATH DE number 193660 (Why is no real title available?)
- On scale-mixture Birnbaum-Saunders distributions
- scientific article; zbMATH DE number 515978 (Why is no real title available?)
- The Berry-Esseen bound for -mixing random variables and its applications in nonparametric regression model
- A review of empirical likelihood methods for time series
- Spatially structured networks of pulse-coupled phase oscillators on metric spaces
- Real Analysis and Probability
- scientific article; zbMATH DE number 2123488 (Why is no real title available?)
- Monte Carlo methods for improper target distributions
- scientific article; zbMATH DE number 1416652 (Why is no real title available?)
- Exact Hausdorff and packing measures for random self-similar code-trees with necks
- Measure, integration and a primer on probability theory. Volume 1
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- A Glivenko-Cantelli bootstrap theorem for the foster-Greer-thorbecke poverty index
- What is Standard Brownian Motion?
- Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion
- Analytical results on the service performance of stochastic clearing systems
- A Projection Pursuit Forest Algorithm for Supervised Classification
- Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
- Precise asymptotics on the Birkhoff sums for dynamical systems
- The elements of multi-variate analysis for data science
- A new two-urn model
- Asymptotics of the \(L_p\)-norms of density estimators in the nonlinear autoregressive models
- Discrete approximation and quantification in distributionally robust optimization
- Nonparametric tests for transition probabilities in nonhomogeneous Markov processes
- Approximate solutions of randomized non-autonomous complete linear differential equations via probability density functions
- Ancestral inference for branching processes in random environments and an application to polymerase chain reaction
- On some random densities for random maps
- A basic course in measure and probability. Theory for applications
- An Introduction to Measure and Probability
- Convergence analysis for mathematical programs with distributionally robust chance constraint
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