The following pages link to Dietmar Ferger (Q172007):
Displaying 35 items.
- Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals (Q618155) (← links)
- Argmax-stable marked empirical processes (Q1017817) (← links)
- Convergence of changepoint estimators (Q1194604) (← links)
- On the rate of almost sure convergence of Dümbgen's change-point estimators (Q1324585) (← links)
- Change-point estimators in case of small disorders (Q1330217) (← links)
- Nonparametric detection of changepoints for sequentially observed data (Q1336982) (← links)
- On the power of nonparametric changepoint-tests (Q1337185) (← links)
- On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes (Q1337943) (← links)
- An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems (Q1340298) (← links)
- (Q1415863) (redirect page) (← links)
- A functional law of the iterated logarithm for U-statistic type processes (Q1415864) (← links)
- Optimal tests for the general two-sample problem (Q1582627) (← links)
- On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics (Q1698248) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- Maximal asymptotic power and efficiency of two-sample tests based on generalized U-statistics (Q1882386) (← links)
- Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation (Q1894115) (← links)
- Nonparametric tests for nonstandard change-point problems (Q1914273) (← links)
- Minimum distance estimation in normed linear spaces with Donsker-classes (Q2437895) (← links)
- Optimal constants in the Marcinkiewicz-Zygmund inequalities (Q2444382) (← links)
- (Q2822241) (← links)
- (Q2892538) (← links)
- Weak Convergence of the Empirical Process and the Rescaled Empirical Distribution Function in the Skorokhod Product Space (Q3087747) (← links)
- Binary regression: Total gain in positive and negative predictive values (Q3145585) (← links)
- On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments (Q3373748) (← links)
- Estimation of rating classes and default probabilities in credit risk models with dependencies (Q4620127) (← links)
- A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives (Q4668520) (← links)
- Estimation of Crossing Points of Continuous Distribution Functions (Q4929106) (← links)
- A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes (Q5016117) (← links)
- On the locations of maxima and minima in a sequence of exchangeable random variables (Q5018755) (← links)
- Density estimation via best $L^2$-approximation on classes of step functions (Q5355102) (← links)
- Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula (Q5417891) (← links)
- Weak convergence of probability measures to Choquet capacity functionals (Q5742719) (← links)
- Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation (Q6074047) (← links)
- Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process (Q6155658) (← links)
- On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics (Q6196270) (← links)
