Publication:3827451
From MaRDI portal
zbMath0673.62088MaRDI QIDQ3827451
Publication date: 1987
62P99: Applications of statistics
62N99: Survival analysis and censored data
62M99: Inference from stochastic processes
Related Items
Tensorial products of functional ARMA processes, Non- and semiparametric statistics: compared and contrasted, Weak-stationarity conditions for wavelet processes, A new semiparametric spatial model for panel time series, Nonparametric estimation of reliability and survival function for continuous-time finite Markov processes, Inner product spaces of integrands associated to subfractional Brownian motion, Optimal weights for general \(L^ 2\) distance estimators, The ARHD model, Unbiased nonparametric estimation of the derivative of the mean, Estimating the parametric component of nonlinear partial spline model, Exact rates in density support estimation, Sieve least squares estimation for partially nonlinear models, Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models, On depth measures and dual statistics. A methodology for dealing with general data, Maximal width learning of binary functions, Continuous versions of Radon-Nikodym derivatives as likelihood ratios, A generalization of Lagrange interpolation theorem, A semi-parametric censored regression estimator, Qualitative robustness in abstract inference, Strong consistency of a sieve estimator for the variance in nonlinear regression, Stochastic methods for neural systems, New developments in inference for temporal stochastic processes, Optimal unbiased statistical estimating functions for Hilbert space valued parameters, On the learnability of rich function classes, On robustness properties of bootstrap approximations, On estimating the mean function of a Gaussian process, Selection of alpha for alpha-hull in \(\mathbb{R}^ 2\), Statistical modeling of diffusion processes with free knot splines, Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets, Stationary Gaussian processes on the vertices of the \(k\)-cube., On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models., A note on margin-based loss functions in classification, Smoothed nonparametric estimation in window censored semi-Markov processes, Spectral representations for random densities, Infinite dimensional parameter identification for stochastic parabolic systems, Risk bounds in isotonic regression, On posterior consistency in nonparametric regression problems, Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case, Kernel estimation of density level sets, Sieves estimator of the operator of a functional autoregressive process
