The following pages link to On convergence rates of suprema (Q2277651):
Displaying 37 items.
- A parametric bootstrap test for cycles (Q265115) (← links)
- High-dimensional sparse MANOVA (Q406532) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Confidence regions for the intensity function of a cyclic Poisson process (Q625308) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- An estimating equation for censored and truncated quantile regression (Q1658129) (← links)
- Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control (Q1694484) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Stratified incomplete local simplex tests for curvature of nonparametric multiple regression (Q2108481) (← links)
- Spatial distribution of invasive species: an extent of occurrence approach (Q2161020) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Comparing a large number of multivariate distributions (Q2214253) (← links)
- Beyond HC: more sensitive tests for rare/weak alternatives (Q2215733) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Convergence rates for uniform confidence intervals based on local polynomial regression estimators (Q2811265) (← links)
- Simultaneous Inferences on the Contrast of Two Hazard Functions with Censored Observations (Q3079023) (← links)
- Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534) (← links)
- ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES (Q4599622) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Approximation for bootstrapped empirical processes (Q4955844) (← links)
- IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL (Q5104478) (← links)
- Simultaneous Covariance Inference for Multimodal Integrative Analysis (Q5120666) (← links)
- Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
- A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue (Q5430502) (← links)
- Understanding past ocean circulations: a nonparametric regression case study (Q5476221) (← links)
- Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors (Q5863652) (← links)
