The following pages link to Estate V. Khmaladze (Q1043734):
Displaying 50 items.
- Martingale Approach in the Theory of Goodness-of-Fit Tests (Q133698) (← links)
- (Q247552) (redirect page) (← links)
- (Q688355) (redirect page) (← links)
- (Q1069550) (redirect page) (← links)
- On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
- (Q453286) (redirect page) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Bootstrapping the change-point of a hazard rate (Q688356) (← links)
- Goodness of fit problem and scanning innovation martingales (Q688385) (← links)
- Local empirical processes near boundaries of convex bodies (Q734397) (← links)
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327) (← links)
- Two sample rank estimators of optimal nonparametric score-functions and corresponding adaptive rank statistics (Q799324) (← links)
- Distribution-free testing in linear and parametric regression (Q825054) (← links)
- Differentiation of sets in measure (Q996889) (← links)
- Goodness-of-fit problem for errors in nonparametric regression: distribution free approach (Q1043735) (← links)
- Functional limit theorems for linear statistics from sequential ranks (Q1069552) (← links)
- An innovation approach to goodness-of-fit tests in \(R^ m\) (Q1119311) (← links)
- Empirical likelihood for linear models (Q1184201) (← links)
- Quadratic deviation of penalized mean squares regression estimates (Q1186775) (← links)
- Linear rank statistics in regression analysis with censored or truncated data (Q1190554) (← links)
- On polynomial distributions with a large number of rare events (Q1332119) (← links)
- Testing for change-points with rank and sign statistics (Q1332864) (← links)
- (Q1365185) (redirect page) (← links)
- Asymptotic behaviour of a number of repeated records (Q1365187) (← links)
- Distribution free testing for conditional distributions given covariates (Q1687241) (← links)
- Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752) (← links)
- Martingale transforms goodness-of-fit tests in regression models. (Q1879928) (← links)
- On the evolution of set-valued functions: an example (Q1950723) (← links)
- Asymptotic hypotheses testing for the colour blind problem (Q2008621) (← links)
- Differentiation of sets -- the general case (Q2019233) (← links)
- How to test that a given process is an Ornstein-Uhlenbeck process (Q2046298) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- Note on distribution free testing for discrete distributions (Q2443208) (← links)
- Brittle power: On Roman Emperors and exponential lengths of rule (Q2643034) (← links)
- Calculation of noncrossing probabilities for Poisson processes and its corollaries (Q2759818) (← links)
- (Q2761594) (← links)
- Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law (Q3108478) (← links)
- Martingale Limit Theorems for Divisible Statistics (Q3332010) (← links)
- On Computing the Probability of an Empirical Process not Crossing a Curvilinear Boundary (Q3664232) (← links)
- (Q3665974) (← links)
- Some applications of the theory of martingales to statistics (Q3673874) (← links)
- (Q3730811) (← links)
- (Q3765044) (← links)
- (Q3777231) (← links)
- On the Asymptotic Theory of Statistics of Sequential Ranks (Q3805651) (← links)
- Estimation of the Necessary Number of Observations for Discriminating Simple Close Hypotheses (Q3868632) (← links)
- The Use of $\omega ^2 $ Tests for Testing Parametric Hypotheses (Q3893150) (← links)
- (Q3902263) (← links)
- (Q3917332) (← links)
- (Q3923416) (← links)
- (Q3957781) (← links)
