Uniform Convergence in Probability and Stochastic Equicontinuity
From MaRDI portal
Publication:3974415
Recommendations
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- scientific article; zbMATH DE number 775836
- Some remarks on the uniform weak convergence of stochastic processes
- A theorem on uniform convergence of stochastic functions with applications
Cited in
(91)- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
- A nonparametric distribution-free test for serial independence of errors
- Instrumental variable estimation of nonseparable models
- Non-standard inference for augmented double autoregressive models with null volatility coefficients
- Frequency domain generalized empirical likelihood method
- Partially adaptive estimation via a normal mixture
- An MCMC approach to classical estimation.
- Partially adaptive estimation of autoregressive processes via a normal mixture
- On Bayesian oracle properties
- Spatial Linear Regression with Covariate Measurement Errors: Inference and Scalable Computation in a Functional Modeling Approach
- scientific article; zbMATH DE number 775836 (Why is no real title available?)
- Nonparametric estimation of isotropic covariance function
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Asymptotic behavior of solutions: an application to stochastic NLP
- Regularized GMM for time-varying models with applications to asset pricing
- A note on spatial-temporal lattice modeling and maximum likelihood estimation
- On Testing the Equality of Mean and Quantile Effects
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
- A simple approach to maximum intractable likelihood estimation
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- On weak convergence of quantile-based empirical likelihood process for ROC curves
- Post-averaging inference for optimal model averaging estimator in generalized linear models
- Testing for structural changes in large dimensional factor models via discrete Fourier transform
- Random sets of uniform convergence
- Continuous approximations of stochastic evolutionary game dynamics
- Estimating FARIMA models with uncorrelated but non-independent error terms
- Uniform convergence of probability measures: Topological criteria
- A Projection-Based Nonparametric Test of Conditional Quantile Independence
- Testing for structural change in regression quantiles
- Are there common values in first-price auctions? A tail-index nonparametric test
- Uniform laws of large numbers and stochastic Lipschitz-continuity
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Estimating and testing a quantile regression model with interactive effects
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- On distributional autoregression and iterated transportation
- Spatial dynamic panel data models with correlated random effects
- A note on the infeasibility of some inference processes
- Leave-one-out cross-validation is risk consistent for Lasso
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- A family of empirical likelihood functions and estimators for the binary response model
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- On the approximate maximum likelihood estimation for diffusion processes
- The MLE of Aigner, Amemiya, and Poirier is \textit{not} the expectile MLE
- Locally Robust Semiparametric Estimation
- Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time-series models
- Distances on probability measures and random variables
- Testing the equality of several covariance functions for functional data: a supremum-norm based test
- Medoid splits for efficient random forests in metric spaces
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- scientific article; zbMATH DE number 7306886 (Why is no real title available?)
- An extended empirical saddlepoint approximation for intractable likelihoods
- Estimating the derivative function and counterfactuals in duration models with heterogeneity
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- Nonparametric estimation of marginal effects in regression-spline random effects models
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- On a converse to Scheffé's theorem
- Tests of specification for parametric and semiparametric models
- A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
- scientific article; zbMATH DE number 883426 (Why is no real title available?)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Exponential class of dynamic binary choice panel data models with fixed effects
- Remarks on uniform convergence of random variables and statistics
- Consistency without compactness of the parameter space in spatial econometrics
- On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
- Time series mixtures of generalized \(t\) experts: ML estimation and an application to stock return density forecasting
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
- Uniform convergence in extended probability of sub-gradients of convex functions
- Preface
- Efficient peer effects estimators with group effects
- Conditional density estimation using the local Gaussian correlation
- The locally Gaussian density estimator for multivariate data
- A condition for the identification of multivariate models with binary instruments
- Discriminating between long-range dependence and non-stationarity
- A simple characterization of almost uniform convergence by stochastic convergence
- Robust estimation and inference of spatial panel data models with fixed effects
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Forecasting in the presence of large shocks
- A dual approach to inference for partially identified econometric models
- Hyperlink regression via Bregman divergence
- Support vector regression with penalized likelihood
- Modeling nonlinear time series with local mixtures of generalized linear models
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
This page was built for publication: Uniform Convergence in Probability and Stochastic Equicontinuity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3974415)