scientific article; zbMATH DE number 3517666
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(only showing first 100 items - show all)- Approximations for multivariate U-statistics
- Smooth predictive model fitting in regression
- Limit theorems for empirical Fréchet means of independent and non-identically distributed manifold-valued random variables
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
- Second-order power comparison of tests
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
- Global asymptotic stability results for multisector models of optional growth under uncertainty when future utilities are discounted
- Improved confidence regions based on Edgeworth expansions
- The FEXP estimator for potentially non-stationary linear time series.
- Fisher information and the central limit theorem
- Asymptotic expansions for sums of weakly dependent random vectors
- THE DISTRIBUTION OF PERIODOGRAM ORDINATES
- Transformed goodness-of-fit statistics for a generalized linear model of binary data
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Improved chi-squared tests for a composite hypothesis
- Smoothed analysis of condition numbers and complexity implications for linear programming
- An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Asymptotic expansions in functional limit theorems
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Asymptotic variance estimation in multivariate distributions
- On the second-order properties of empirical likelihood with moment restrictions
- On approximations to generalized Poisson distributions
- Asymptotic approximations for the distributions of the multinomial goodness-of-fit statistics under local alternatives
- Bootstrap validity for the score test when instruments may be weak
- Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density
- Stability analysis for stochastic programs
- Higher-order approximations for interval estimation in binomial settings
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- One-sided confidence intervals in discrete distributions
- Dependence of the Berry-Esseen estimate on the dimension
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
- Improved transformed deviance statistic for testing a logistic regression model
- A third-order optimum property of the maximum likelihood estimator
- Second-order powers of a class of tests in the presence of a nuisance parameter
- The arcsine law as a universal aging scheme for trap models
- Berry-Esseen bounds in the entropic central limit theorem
- On the accuracy of empirical likelihood confidence regions for linear regression model
- On roots of random polynomials
- Limiting spectral distribution of a special circulant
- Inference for identifiable parameters in partially identified econometric models
- Asymptotic expansions in the conditional central limit theorem
- Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
- On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
- An asymptotic minimax risk bound for estimation of a linear functional relationship
- Some higher-order theory for a consistent non-parametric model specification test
- Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
- Global nonparametric estimation of conditional quantile functions and their derivatives
- Testing linear restrictions in linear models with empirical likelihood
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
- Nonparametric estimation of the measurement error model using multiple indicators.
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- Shortening the distance between Edgeworth and Berry-Esseen in the classical case
- Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance
- On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
- Differing averaged and quenched large deviations for random walks in random environments in dimensions two and three
- Asymptotic expansions in the central limit theorem under moment conditions
- Refinements of the Gibbs conditioning principle
- The accuracy of merging approximation in generalized St. Petersburg games
- Deviations from the circular law
- Limit theorems for monotone Markov processes
- Partial mixing and Edgeworth expansion
- scientific article; zbMATH DE number 4073644 (Why is no real title available?)
- On the uniform asymptotic validity of subsampling and the bootstrap
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
- Asymptotic approximations for some distributions of ratios
- Weak invariance principles for local time
- The stepping stone model. II: Genealogies and the infinite sites model
- The periodogram of an i.i.d. sequence.
- scientific article; zbMATH DE number 775091 (Why is no real title available?)
- The distribution of maxima of approximately Gaussian random fields
- On the spectrum of convolution operator with a potential
- Asymptotic expansion for the null distribution of the \(F\)-statistic in one-way ANOVA under non-normality
- Sharp orders of convergence in the random central limit theorem
- Majorizing kernels and stochastic cascades with applications to incompressible Navier-Stokes equations
- Confidence intervals for a binomial proportion and asymptotic expansions
- Asymptotic expansions for statistics computed from spatial data
- On the distribution of Pickands coordinates in bivariate EV and GP models
- Bootstrap by sequential resampling
- Complete asymptotic expansions for normal extremes
- Some notes on multivariate generalized Pareto distributions
- A Berry-Esseen theorem for sample quantiles under weak dependence
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case
- Local approximations of Markov random walks by diffusions.
- Rate of convergence for the modified Szász-Mirakyan operators on functions of bounded variation
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
- Nonlinear stochastic programming by Monte-Carlo estimators
- The log-linear group-lasso estimator and its asymptotic properties
- Empirical geometry of multivariate data: a deconvolution approach.
- Some notes on extremal discriminant analysis
- Strong central limit theorem for isotropic random walks in \({\mathbb{R}^d}\)
- The Berry-Esséen bound for Studentized statistics
- Statistical equilibrium wealth distributions in an exchange economy with stochastic preferences.
- Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
- Edgeworth expansion for ergodic diffusions
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality
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