scientific article; zbMATH DE number 3517666
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Publication:4097679
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(only showing first 100 items - show all)- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- A Berry-Esseen theorem for sample quantiles under weak dependence
- Equality constraints in multiobjective robust design optimization: Decision making problem
- Coverage of generalized confidence intervals
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
- Probabilities of moderate deviations in the multidimensional case
- Multisequences of multidimensional positive linear operators
- Consistency and asymptotic normality of least absolute value estimates
- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
- Uniform normal approximation orders for families of dominated measures
- Approximation of Markov chains defined by recursion relations
- A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
- Edgeworth expansions for sampling without replacement from finite populations
- Two-dimensional approximation of U-statistics
- Ideal quadratic metrics
- Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem
- Asymptotic expansion of the power function of the two-sample binomial test with and without randomization
- Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
- Optimal local Gaussian approximation of an exponential family
- Third order efficient tests in exponential lattice models
- Dependence of the Berry-Esseen estimate on the dimension
- Approximation of convolutions of multidimensional distributions
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
- The existence of optimal contracts in the principal-agent model
- On the Edgeworth expansion for the sum of a function of uniform spacings
- Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
- A note on asymptotic expansions for Markov chains using operator theory
- Unusual properties of bootstrap confidence intervals in regression problems
- On the asymptotic properties of smoothed estimators of the classification error rate
- The rate of convergence in the central limit theorem for non-stationary dependent random vectors
- Sharp orders of convergence in the random central limit theorem
- Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
- Asymptotic expansions for potential functions of I.I.D. random fields
- On the microscopic validity of the Wulff construction and of the generalized Young equation
- Local limit theorems for sums of independent random vectors
- Local limit theorems on the convergence of Markov chains to diffusion processes
- On the long term behavior of some finite particle systems
- Detector relative efficiency analysis in non-Gaussian noise
- A note on Edgeworth expansions for the lattice case
- \(L_ 1\) nonuniform central limit bounds for generalized rank statistics
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Asymptotic expansions for conditional distributions
- Third order efficiency of conditional tests for exponential families
- Condorcet proportions and Kelly's conjectures
- Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
- Second-order optimality of randomized estimation and test procedures
- Asymptotic expansion for the density of sums of independent random vectors from \(R^ k\).
- Bahadur deficiency of likelihood ratio tests in exponential families
- The speed of convergence of prices in random exchange economies
- On the accuracy of normal approximation
- Asymptotic expansions for distribution functions and densities of sums of independent random vectors
- Asymptotic variance estimation in multivariate distributions
- Distribution sensitivity in stochastic programming
- Stability analysis for stochastic programs
- Accuracy of the bootstrap approximation
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Effects of misspecification of lag structure in certain two-variable distributed lag models
- The best asymptotic constant of a class of approximation operators
- Edgeworth expansions for errors-in-variables models
- On the bias of order statistics in non-i.i.d. samples
- Error inference for nonparametric regression
- A third-order optimum property of the maximum likelihood estimator
- The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence
- General theorems on rates of convergence in distribution of random variables I. General limit theorems
- A note on rates of convergence in the multidimensional CLT for maximum partial sums
- Convergence rate estimate in central limit theorem for m-dependent random vectors
- Approximate maximum likelihood estimation in linear regression
- What can or can't be estimated in branching and related processes?
- Nonparametric estimation of the measurement error model using multiple indicators.
- On the rate of convergence in the local limit theorem for densities
- On miminum modulus of trigonometric polynomials with random coefficients
- Estimated stochastic programs with chance constraints
- Tails in harnesses
- Rate of convergence for the modified Szász-Mirakyan operators on functions of bounded variation
- Asymptotically strategy-proof Walrasian exchange
- Edgeworth expansions in very-high-dimensional problems
- Asymptotic Bayesian analysis based on a limited information estimator
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
- On the asymptotical behavior of the constant in the Berry-Esseen inequality
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Convergence rates for stopped random sums
- On approximations to generalized Poisson distributions
- Rates of convergence in the asymptotic normality for some local maximum estimators
- Edgeworth expansions for nonparametric distribution estimation with applications
- Higher-order Bartlett-type adjustment
- Bootstrap by sequential resampling
- Parameter estimation and hypothesis testing in stationary vector time series
- The periodogram at the Fourier frequencies
- On polynomial complexity of a stochastic algorithm for mixed zero-one programs.
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- Nonlinear stochastic programming by Monte-Carlo estimators
- An application of Lévy's inversion formula for higher order asymptotic expansion
- Stochastic Airy semigroup through tridiagonal matrices
- Border aggregation model
- Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum
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