Pages that link to "Item:Q1116174"
From MaRDI portal
The following pages link to A central limit theorem under metric entropy with \(L_ 2\) bracketing (Q1116174):
Displaying 50 items.
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
- Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010) (← links)
- The uniform central limit theorem for the tent map (Q433602) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- New Donsker classes (Q674523) (← links)
- A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Empirical risk minimization in inverse problems (Q847644) (← links)
- Half-region depth for stochastic processes (Q893170) (← links)
- Weak convergence of non-stationary multivariate marked processes with applications to martingale testing (Q996976) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Empirical process methods for classical fiber bundles (Q1208938) (← links)
- Rates of convergence for minimum contrast estimators (Q1326244) (← links)
- Bracketing smooth functions (Q1336988) (← links)
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach (Q1346933) (← links)
- A nonparametric test for the regression function: Asymptotic theory (Q1347131) (← links)
- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes (Q1347184) (← links)
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions (Q1368844) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- On Hoffmann-Jørgensen-type inequalities for outer expectations with applications (Q1377214) (← links)
- Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions (Q1383087) (← links)
- On methods of sieves and penalization (Q1383094) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- M-estimators converging to a stable limit (Q1587359) (← links)
- Efficient maximum likelihood estimation in semiparametric mixture models (Q1816578) (← links)
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions (Q1822406) (← links)
- Large sample theory of maximum likelihood estimates in semiparametric biased sampling models. (Q1848773) (← links)
- M-estimation using penalties or sieves (Q1866217) (← links)
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods (Q1868971) (← links)
- Weak convergence of some classes of martingales with jumps. (Q1872520) (← links)
- Moderate deviations for \(M\)-estimators (Q1872874) (← links)
- The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
- Uniform CLT for Markov chains and its invariance principle: A martingale approach (Q1900163) (← links)
- Weak convergence of stochastic processes indexed by smooth functions (Q1915849) (← links)
- A local maximal inequality under uniform entropy (Q1952182) (← links)
- Uniform convergence in some limit theorems for multiple particle systems (Q1965885) (← links)
- Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions (Q1965909) (← links)
- Fréchet change-point detection (Q1996771) (← links)
- Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
- Empirical process theory for locally stationary processes (Q2073222) (← links)
- Tensor factorization recommender systems with dependency (Q2137793) (← links)
- Asymptotics of sums of regression residuals under multiple ordering of regressors (Q2145041) (← links)
- Reconstruction of a directed acyclic graph with intervention (Q2215953) (← links)
- A goodness-of-fit test based on neural network sieve estimators (Q2244442) (← links)
- Efficient sieve maximum likelihood estimation of time-transformation models (Q2320838) (← links)
