Cube root asymptotics - MaRDI portal

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On the location of the maximum of a continuous stochastic process
Unilateral small deviations of processes related to the fractional Brownian motion
Statistical properties of the Hough transform estimator in the presence of measurement errors
Factor-driven two-regime regression
Asymptotics of reweighted estimators of multivariate location and scatter
A general approach to categorizing a continuous scale according to an ordinal outcome
The moderate deviation principle for minimizers of convex processes
On depth measures and dual statistics. A methodology for dealing with general data
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
GLS estimation and confidence sets for the date of a single break in models with trends
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
Strong convergence rate of the least median absolute estimator in linear regression models
An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
The bootstrap in threshold regression
Some strong limit theorems for M-estimators
Model averaging assisted sufficient dimension reduction
Chernoff's density is log-concave
Robust learning from bites for data mining
Hitting times for Gaussian processes
Asymptotics for Lasso-type estimators.
Asymptotic estimation theory of multipoint linkage analysis under perfect marker information.
Distributed estimation and its fast algorithm for change-point in location models*
A Monte Carlo comparison of several high breakdown and efficient estimators
Exact distribution of argmax (argmin)
Model averaging, asymptotic risk, and regressor groups
Limit theory in monotone function estimation
Random locations of periodic stationary processes
Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
Projection-based depth functions and associated medians
Smoothed quantile regression processes for binary response models
On the asymptotics of trimmed best \(k\)-nets
Karhunen-Loeve expansion for the additive two-sided Brownian motion
Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference
Asymptotics for p-value based threshold estimation under repeated measurements
A robust version of the KPSS test based on indicators
On the uniqueness of maximizers of Markov-Gaussian processes
Statistical properties of generalized discrepancies
Asymptotic properties of the residual bootstrap for lasso estimators
Asymptotic properties of location estimators based on projection depth
Limit distribution theory for block estimators in multiple isotonic regression
On Bayesian oracle properties
Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes
Bent-cable asymptotics when the bend is missing.
Robust out-of-sample inference
Model based bootstrap methods for interval censored data
Structural threshold regression
Asymptotics for p-value based threshold estimation in regression settings
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
Analyzing bagging
Nonparametric estimation of multivariate scale mixtures of uniform densities
Robust inference for threshold regression models
Semiparametric estimation of the random utility model with rank-ordered choice data
Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
Estimation of a \(k\)-monotone density: characterizations, consistency and minimax lower bounds
Inconsistency of bootstrap: the Grenander estimator
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
Optimal linear discriminators for the discrete choice model in growing dimensions
Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Likelihood ratio tests for monotone functions.
Local M-estimation with discontinuous criterion for dependent and limited observations
Mixed-rates asymptotics
Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases
Semiparametric identification of binary decision games of incomplete information with correlated private signals
Testing equality of functions under monotonicity constraints
Testing in high-dimensional spiked models
Binary quantile regression and variable selection: a new approach
On the location of the maximum of a process: Lévy, Gaussian and random field cases
Change point in variance of fractionally integrated noise
The asymptotic behaviors for autoregression quantile estimates
Post-averaging inference for optimal model averaging estimator in generalized linear models
Swing Option Pricing by Optimal Exercise Boundary Estimation
Multiplicative-error models with sample selection
THE FLOOR OF THE ARITHMETIC MEAN OF THE CUBE ROOTS OF THE FIRST INTEGERS
Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
Confidence sets for the date of a single break in linear time series regressions
Multiscale maximum likelihood analysis of a semiparametric model, with applications.
Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
Mode regression
Inference in semiparametric binary response models with interval data
Robust regression with high coverage.
Threshold regression with nonparametric sample splitting
Current status data with competing risks: consistency and rates of convergence of the MLE
Bagging binary and quantile predictors for time series
Panel threshold models with interactive fixed effects
On penalized estimation for dynamical systems with small noise
New distribution theory for the estimation of structural break point in mean
Quantile-optimal treatment regimes
An asymptotic linear representation for the Breslow estimator
Nonlinear cointegrating regression under weak identification
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
A robust test for mean change in dependent observations
Evaluating marker-guided treatment selection strategies
Confidence sets for split points in decision trees
Penalized regression models with autoregressive error terms
Smoothed maximum score change-point estimation in binary response model
Bootstrap confidence intervals for isotonic estimators in a stereological problem
A massive data framework for M-estimators with cubic-rate
INTEGRATED SCORE ESTIMATION

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