scientific article; zbMATH DE number 3176450
From MaRDI portal
Publication:3843987
Cited in
(only showing first 100 items - show all)- Asymptotic properties of a conditional quantile estimator with randomly truncated data
- Recent advances in \(2+1\)-dimensional simulations of the pattern-forming Kuramoto-Sivashinsky equation
- Some properties of extreme stable laws and related infinitely divisible random variables
- On selfdecomposable Stieltjes transforms
- A generalized L^1-approach for a kernel estimator of conditional quantile with functional regressors: consistency and asymptotic normality
- Edgeworth expansions for stochastic approximation theory
- Random Riemann sum estimator versus Monte Carlo
- On the distribution of Hawkins' random ``primes
- Maximum likelihood estimation in the proportional hazards cure model
- Buckling analysis of cylindrical shells with cutouts including random boundary and geometric imperfections
- Real-time optimization using proper orthogonal decomposition: free surface shape prediction due to underwater bubble dynamics
- Locating the minimum of a function when the errors of observation have unknown density
- L_p-consistency of multivariate density estimates
- The mixed expansion of differential games with incomplete information
- Admissibility of the natural estimator of the mean of a Gaussian process
- Tests for model specification in the presence of alternative hypotheses
- A difficulty with the command allocation mechanism
- Foundations of risk measurement. II. Effects of gains on risk
- Some mixing properties of time series models
- Stochastic partitions of sub--fields of a probability measure space
- Least-squares state estimation of systems with state-dependent observation noise
- On the stochastic geometrical foundations of metric multidimensional scaling
- Sampling distribution for a class of estimators for nonregular linear processes
- Approximation for Abel sums of independent, identically distributed random variables
- A functional law of the iterated logarithm for associated sequences
- Expectations equilibria with dispersed forecasts
- An alternative approach to multiply self-decomposable probability measures on Banach spaces
- A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
- On some significance tests in cluster analysis
- Empirical Bayes estimation in a multiple linear regression model
- Linear least squares estimates and nonlinear means
- Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
- Strongly and weakly harmonizable stochastic processes of H-valued random variables
- An ergodic theorem on Banach lattices
- A metric approach to investigation of the stability of Pólya theorem on characterization of the normal distribution
- \(\epsilon\)-forced adaptive policy in age replacement
- Setwise convergence of solution measures of stochastic differential equations
- Markov decision processes with a minimum-variance criterion
- On the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\)
- On some bidimensional denumerable chains of infinite order
- On the asymptotic joint distribution of an unbounded number of sample extremes
- A central limit theorem for fuzzy random variables
- An improvement to the convolution method of calculating \(\psi\) (u)
- Restricted exponential forgetting in real-time identification
- The mean value of a fuzzy number
- Optimal growth in a stochastic environment: Some sensitivity and turnpike results
- A counterexample on the continuity of conditional expectations
- Strong equilibria of a repeated game with randomized strategies
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process
- Strong convergence of weighted sums of random elements through the equivalence of sequences of distributions
- The structure of SSB utilities for decision under uncertainty
- Maximal paths in random dynamic graphs
- Some results on the \(L_ p\)-convergence \((p\geq 1)\) of U-statistics
- Series representations and Karhunen processes
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
- Nonparameteric estimation in mixing sequences of random variables
- An almost-parametric estimate of regression
- A class of limit laws for a two-state Markov chain
- Paradoxes in conditional probability
- Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes
- Stability of random membership frequency and fuzzy statistics
- On the inequalities of Erdős-Turán and Berry-Esseen. I
- Clipped Gaussian processes are never M-step Markov
- Some asymptotic properties of an estimate of the survival function under dependence conditions
- Intrinsic estimation of the dependence structure for bivariate extremes
- Non-parametric estimation of conditional quantiles
- General branching processes as Markov fields
- A confidence headway for safe car-following
- Learning with a mutualistic teacher
- On the constructability of solution to a pair of two person search games
- Skew-product extensions of Markov operators and products of dependent random variables
- A fundamental property of Markov processes with an application to equivalence under time changes
- A spectral limit theorem on a non-linear stochastic process with non- additive, independent, linear components
- Semi-stable Markov processes in \(R^n\)
- Fuzzy random variables - I. Definitions and theorems
- State inverse and decorrelated state stochastic approximation
- Random environments and stochastic calculus
- Martingales valued in certain subspaces of \(L^1\)
- Some concepts of positive dependence for bivariate interchangeable distributions
- Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process
- The \(k\)-extended set-compound estimation problem in a nonregular family of distributions over \([\theta,\theta+1)\)
- On the weight distribution of spherical t-designs
- The set-compound one-stage estimation in the nonregular family of distributions over the interval \([\theta,\theta+1)\)
- On conditional expectation of random sets
- On the observation closest to the origin
- Consistency of a recursive nearest neighbor regression function estimate
- Additive functionals of several time-reversible Markov processes
- On the computer generation of random variables with a given characteristic function
- Time-evolution of the probability density under the action of a deterministic dynamical system
- Some limit theorems on an explosive model for time series, and their statistical applications
- Speed of convergence in nonparametric estimation of a multivariate mu- density and its mixed partial derivatives
- Estimation of prediction error variance
- Safe solution of a car-following problem
- Two strong limit theorems for processes with independent increments
- A note on the stochastic value loss assumption
- Recurrence and ergodicity of diffusions
- On some multivariate density estimates and empirical Bayes problems
- Is the between-population variance negligible in the total variance of heterozygosity? Case of a finite number of loci subject to the infinite- allele model in finite monoecious populations
- The use of the Karhunen-Loève procedure for the calculation of linear eigenfunctions
- Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3843987)