Asymptotic Statistics
From MaRDI portal
Publication:4223514
DOI10.1017/CBO9780511802256zbMATH Open0910.62001OpenAlexW1460189015MaRDI QIDQ4223514FDOQ4223514
Authors: Aad van der Vaart 
Publication date: 4 January 1999
Full work available at URL: https://doi.org/10.1017/cbo9780511802256
Recommendations
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- On the use of random forest for two-sample testing
- A review of asymptotic theory of estimating functions
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Comparing distributions by multiple testing across quantiles or CDF values
- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- About tests of the ``simplifying assumption for conditional copulas
- Likelihood-free inference via classification
- What do we hear from a drum? A data-consistent approach to quantifying irreducible uncertainty on model inputs by extracting information from correlated model output data
- Improved precision in the analysis of randomized trials with survival outcomes, without assuming proportional hazards
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Generalized Pareto copulas: a key to multivariate extremes
- A stochastic process approach to false discovery control.
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Penalized maximum likelihood estimation of a stochastic multivariate regression model
- On the structure of IV estimands
- A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data
- On the properties of Hermite series based distribution function estimators
- A general semiparametric approach to inference with marker-dependent hazard rate models
- Nonparametric procedures for partially paired data in two groups
- Chi-square processes for gene mapping in a population with family structure
- A spatial autoregressive model with a nonlinear transformation of the dependent variable
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Mark-specific additive hazards regression with continuous marks
- Goodness-of-fit testing for copulas: a distribution-free approach
- Functional convergence of quantile-type frontiers with application to parametric approximations
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- Data-driven rate-optimal specification testing in regression models
- Bonferroni-based size-correction for nonstandard testing problems
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
- Model equivalence tests in a parametric framework
- Uniform in bandwidth consistency of kernel-type function estimators
- On statistical properties of sets fulfilling rolling-type conditions
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Two-step estimation for inhomogeneous spatial point processes
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability
- Large-scale multiple testing under dependence
- Case‐base methods for studying vaccination safety
- Infinitesimally robust estimation in general smoothly parametrized models
- Goodness-of-fit test for specification of semiparametric copula dependence models
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Semiparametric inference for an accelerated failure time model with dependent truncation
- Testing quasi-independence for truncation data
- Self-Modelling Warping Functions
- Exact MLE and asymptotic properties for nonparametric semi-Markov models
- An extended empirical saddlepoint approximation for intractable likelihoods
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation
- A joint quantile and expected shortfall regression framework
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Hypothesis testing near singularities and boundaries
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Doubly robust difference-in-differences estimators
- Nonparametric IV estimation of local average treatment effects with covariates
- The distance standard deviation
- Robustness and inference in nonparametric partial frontier modeling
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- A simple approach to quantile regression for panel data
- Nonparametric likelihood based estimation of linear filters for point processes
- Generalized random forests
- Efficient estimation of general dynamic models with a continuum of moment conditions
- Distance covariance in metric spaces
- Lasso Inference for High-Dimensional Time Series
- Multiple testing and error control in Gaussian graphical model selection
- Bayesian Survival Analysis Using Bernstein Polynomials
- Projection estimators of Pickands dependence functions
- Instrumental quantile regression inference for structural and treatment effect models
- Frontier estimation and extreme value theory
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Optimal designs for dose-finding experiments in toxicity studies
- Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
- Bayesian robust inference of sample selection using selection-\(t\) models
- Quasi-maximum likelihood estimation of volatility with high frequency data
- Quantile-based clustering
- The Generalized Ridge Estimator of the Inverse Covariance Matrix
- Updating of the Gaussian graphical model through targeted penalized estimation
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Likelihood inference for a fractionally cointegrated vector autoregressive model
- Bootstrap methods for dependent data: a review
- \(\ell_{1}\)-penalization for mixture regression models
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Combining biomarkers by maximizing the true positive rate for a fixed false positive rate
- A new test for multivariate normality
- Bayesian Projected Calibration of Computer Models
- Proportional hazards models with continuous marks
- Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
- Efficient calibration for imperfect computer models
- Partial and average copulas and association measures
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications
- A half-region depth for functional data
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Extending the scope of empirical likelihood
- Likelihood ratio tests and singularities
- Empirical likelihood in some semiparametric models
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
- Alternative models for stock price dynamics.
- Dimension reduction for nonelliptically distributed predictors
- Total error in a plug-in estimator of level sets.
This page was built for publication: Asymptotic Statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4223514)
