The following pages link to Nikolai L. Vulchanov (Q1579299):
Displaying 50 items.
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Asymptotic results for runs and empirical cumulative entropies (Q473524) (← links)
- Exact confidence intervals and hypothesis tests for parameters of discrete distributions (Q502885) (← links)
- Uncertainty quantification. An accelerated course with advanced applications in computational engineering (Q516090) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- (Q801413) (redirect page) (← links)
- Characterization of distributions by the method of intensively monotone operators (Q801414) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Distribution-free testing in linear and parametric regression (Q825054) (← links)
- Restricted parameter space estimation problems. Admissibility and minimaxity properties. (Q851944) (← links)
- A comparison of the Bayesian and frequentist approaches to estimation (Q986038) (← links)
- (Q1050042) (redirect page) (← links)
- A method associated with characterizations of the exponential distribution (Q1050043) (← links)
- (Q1178944) (redirect page) (← links)
- Approximation of density functions by sequences of exponential families (Q1178945) (← links)
- Conjugate priors for exponential-type processes (Q1186642) (← links)
- Tools for statistical inference. Observed data and data augmentation methods (Q1188819) (← links)
- Asymptotic optimality of hierarchical Bayes estimators and predictors (Q1193955) (← links)
- Profile likelihood and conditionally parametric models (Q1208642) (← links)
- Equilibrated strategy for population variance estimation (Q1209923) (← links)
- The nonexistence of procedures with bounded performance characteristics in certain parametric inference problems (Q1265222) (← links)
- Estimating extreme-value index from records (Q1273111) (← links)
- Risk bounds for model selection via penalization (Q1291160) (← links)
- On rate and sharp optimal estimation (Q1291161) (← links)
- On convergence rates of Gibbs samplers for uniform distributions (Q1296725) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Integral and asymptotic representations of geo-stable densities (Q1352361) (← links)
- Quasi-likelihood and its application. A general approach to optimal parameter estimation (Q1367940) (← links)
- Bayesian analysis of growth curves with AR(1) dependence (Q1378813) (← links)
- Thermocapillary effect on drying of a polymer solution under non-uniform radiant heating. (Q1579300) (← links)
- Within group variable selection through the exclusive Lasso (Q1676787) (← links)
- A flexible convex relaxation for phase retrieval (Q1688995) (← links)
- Efficient MCMC for Gibbs random fields using pre-computation (Q1711571) (← links)
- Optimal prediction for additive function-on-function regression (Q1711592) (← links)
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
- Convergence rates of latent topic models under relaxed identifiability conditions (Q1711601) (← links)
- Bayesian simultaneous estimation for means in \(k\)-sample problems (Q1755111) (← links)
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects (Q1755112) (← links)
- Reduced rank modeling for functional regression with functional responses (Q1755122) (← links)
- General Gaussian estimation (Q1755124) (← links)
- Posterior sensitivity to the sampling distribution and the prior: More than one observation (Q1962602) (← links)
- Asymptotic normality of the maximum likelihood estimator in state space models (Q1970477) (← links)
- Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models. (Q2051009) (← links)
- On chirp and some related signals analysis: a brief review and some new results (Q2051023) (← links)
- Principal component analysis and clustering on manifolds (Q2062801) (← links)
- Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis (Q2214246) (← links)
