Pages that link to "Item:Q1915050"

The following pages link to Weak convergence and empirical processes. With applications to statistics (Q1915050):

Displaying 26 items.

• Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
• Identifying and estimating net effects of treatments in sequential causal inference (Q491423) (← links)
• Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
• Multi-kernel regularized classifiers (Q870343) (← links)
• Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models (Q990888) (← links)
• The penalized profile sampler (Q1000565) (← links)
• Entropy conditions for \(L_{r}\)-convergence of empirical processes (Q1016138) (← links)
• Classification with incomplete functional covariates (Q1642427) (← links)
• Joint regression analysis of mixed-type outcome data via efficient scores (Q1662937) (← links)
• Bahadur-Kiefer representations for time dependent quantile processes (Q1747986) (← links)
• Equations of states in singular statistical estimation (Q1784533) (← links)
• New distance measures for classifying X-ray astronomy data into stellar classes (Q1999459) (← links)
• Score tests for covariate effects in conditional copulas (Q2011520) (← links)
• Fast generalization error bound of deep learning without scale invariance of activation functions (Q2055056) (← links)
• On the minimax optimality and superiority of deep neural network learning over sparse parameter spaces (Q2185697) (← links)
• Forward regression for Cox models with high-dimensional covariates (Q2274944) (← links)
• Generalization performance of Gaussian kernels SVMC based on Markov sampling (Q2339390) (← links)
• Boosted ARTMAP: modifications to fuzzy ARTMAP motivated by boosting theory (Q2507302) (← links)
• Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression (Q3561808) (← links)
• Conditions of Asymptotic Normality of One-Step M-Estimators (Q4558348) (← links)
• A consistent goodness-of-fit test for huge dimensional and functional data (Q4559455) (← links)
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
• Stochastic Convergence of a Nonconforming Finite Element Method for the Thin Plate Spline Smoother for Observational Data (Q4609522) (← links)
• Moderate deviation principles for importance sampling estimators of risk measures (Q4684867) (← links)
• The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (Q4686484) (← links)
• <i>U</i>-Processes and Preference Learning (Q5383812) (← links)