scientific article; zbMATH DE number 3517666

Publication date 1976

Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited in

(only showing first 100 items - show all)

A Renewal Theorem for Random Walks in Multidimensional Time
Generalized bartlett correction
Transformed goodness-of-fit statistics for a generalized linear model of binary data
Smoothed analysis of condition numbers and complexity implications for linear programming
ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
Improvement of the test of independence among groups of factors in a multi-way contingency table
Simple universal bounds for Chebyshev-type quadratures
Asymptotics of fundamental solutions for time fractional equations with convolution kernels
One-sided confidence intervals in discrete distributions
An upper bound for the number of functions satisfying the strict avalanche criterion
Approximate poisson confidence limits
Nonparametric estimation of the measurement error model using multiple indicators.
A note on bootstrap for Gupta's subset selection procedure
On integro-local CLT for sums of independent random vectors
Third order efficient tests in exponential lattice models
Asymptotic comparison of negative multinomial and multivariate normal experiments
Central limit theorem in high dimensions: the optimal bound on dimension growth rate
Confidence intervals for a binomial proportion and asymptotic expansions
Asymptotic expansions for statistics computed from spatial data
Testing poissonity of a large number of populations
scientific article; zbMATH DE number 7033721 (Why is no real title available?)
Third order efficiency of conditional tests for exponential families
Berry-Esseen bounds in the entropic central limit theorem
Improved transformed deviance statistic for testing a logistic regression model
Edgeworth expansions for GEL estimators
Rate of convergence and large deviation for the infinite color Pólya urn schemes
A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes
On the accuracy of normal approximation
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
Comparing the distributions of sums of independent random vectors
Deterministic diffusion
Bootstrap testing of the rank of a matrix via least-squared constrained estimation
Strong approximation of the empirical process of GARCH sequences
Kesar Singh's contributions to statistical methodology
Asymptotic approximations for the distributions of the multinomial goodness-of-fit statistics under local alternatives
On the microscopic validity of the Wulff construction and of the generalized Young equation
Saddlepoint expansions in linear regression.
The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence
Accuracy of the bootstrap approximation
Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
The rate of convergence in the central limit theorem for non-stationary dependent random vectors
Quantitative recurrence results for random walks
Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
Asymptotic distribution theory for the kalman filter state estimator
The stepping stone model. II: Genealogies and the infinite sites model
Some notes on multivariate generalized Pareto distributions
Third-order efficiency of conditional tests in exponential models: The lattice case
The arcsine law as a universal aging scheme for trap models
Convergence rate estimate in central limit theorem for m-dependent random vectors
Approximate maximum likelihood estimation in linear regression
Decay of convolved densities via Laplace transform
Asymptotic expansions for potential functions of I.I.D. random fields
The accuracy of merging approximation in generalized St. Petersburg games
Asymptotic properties of \(M\)-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular
Higher-order approximations for interval estimation in binomial settings
On the asymptotic properties of smoothed estimators of the classification error rate
Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
On Moderate Deviations of Sums ofm-Dependent Random Vectors
Adjusted empirical likelihood method for quantiles
Expansion for moments of regression quantiles with applications to nonparametric testing
Inference about the regression parameters using median-ranked set sampling
Improved chi-squared tests for a composite hypothesis
Facts about the gaussian probability density function
Inference for identifiable parameters in partially identified econometric models
Moment bounds for non-linear functionals of the periodogram
On the behaviour at infinity of solutions to nonlocal parabolic type problems
Rates of convergence in the asymptotic normality for some local maximum estimators
Making statistical inferences about linkage errors
Generalization and refinement of the integro-local Stone theorem for sums of random vectors
Deviations from the circular law
Expansions for von Mises functionals
BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
scientific article; zbMATH DE number 4073644 (Why is no real title available?)
Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
On the use of asymptotic expansion in computing the null distribution of page's L-statistic
Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
Analytical calculations of various powers assuming normality
The distribution of maxima of approximately Gaussian random fields
Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
The accuracy and the computational complexity of a multivariate binned kernel density estima\-tor.
The distribution of overlaps between eigenvectors of Ginibre matrices
A Berry-Esseen theorem for sample quantiles under weak dependence
Extensions of results of Komlós, Major, and Tusnády to the multivariate case
Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
Corrected normal approximation for the probability of ruin within finite time
High-dimensional central limit theorems by Stein's method
A New Approach to the Summation Theory of Random Variables Connected in a MARKOV Chain
Probability and quantile estimation from individually micro-aggregated data
A note on the second order universality at the edge of Coulomb gases on the plane
What can or can't be estimated in branching and related processes?
Asymptotic expansion of an estimator for the Hurst coefficient
Shortening the distance between Edgeworth and Berry-Esseen in the classical case
Smooth predictive model fitting in regression
On miminum modulus of trigonometric polynomials with random coefficients
Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
On the second-order properties of empirical likelihood with moment restrictions
On the Edgeworth expansion for the sum of a function of uniform spacings
Probability inequalities for sums of absolutely regular processes and their applications
Detector relative efficiency analysis in non-Gaussian noise

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