Pages that link to "Item:Q1106542"
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The following pages link to A note on strong approximations of multivariate empirical processes (Q1106542):
Displaying 12 items.
- Quantifying identifiability in independent component analysis (Q405369) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes (Q753321) (← links)
- Kac's representation from an asymptotic viewpoint (Q1895371) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Approximations for a multivariate hybrid process with applications to change-point detection (Q2437888) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic (Q2806818) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- Estimation of conditional quantile density function (Q3432415) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)