scientific article; zbMATH DE number 3285848
From MaRDI portal
zbMath0178.53802MaRDI QIDQ5568451
Publication date: 1965
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
\(U\)-statistics in Banach spaces, Some contributions to the asymptotic theory of Bayes solutions, The asymptotic distributions of the largest entries of sample correlation matrices., A moderate deviation for associated random variables, Moderate and Cramér-type large deviation theorems for M-estimators, Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences, On moderate deviations for martingales, Tilting Methods for Assessing the Influence of Components in a Classifier, Some asymptotic results for the branching process with immigration, On the probabilities of moderate deviations for combinatorial sums, Modeling the variability of rankings, Tail probability approximation for \(U\)-statistics, On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums, Small-time moderate deviations for the randomised Heston model, Cramér-type moderate deviations for intermediate trimmed means, Large deviation probabilities for certain dependent processes, An asymptotic expansion for probabilities of moderate deviations for multivariate martingales, The law of the iterated logarithm and probabilities of moderate deviations of sums of dependent random variables, Large deviations and asymptotic efficiency of statistics of integral type. I, Exponential tail bounds for chisquared random variables, Some strong limit theorems for the largest entries of sample correlation matrices, Diophantine approximations and local limit theorem in \(\mathbb R^d\), Data-driven smooth tests for a location-scale family revisited, Probabilities of moderate deviations under m‐dependence, On moderate deviations, Moderate deviation principles for stochastic differential equations with jumps, Edgeworth expansions for weakly dependent random variables, Cramér type moderate deviations for random fields, A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood, Data driven smooth tests for bivariate normality, Using the bootstrap to quantify the authority of an empirical ranking, Moderate deviation principles for moving average processes of real stationary sequences, On probabilities of moderate deviations of sums for independent random variables, Narrow zones of integral normal convergence, Probabilities of moderate deviations in the multidimensional case, A new method to prove strassen type laws of invariance principle. 1
