Pages that link to "Item:Q2465368"
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The following pages link to Introduction to empirical processes and semiparametric inference (Q2465368):
Displaying 50 items.
- Quantile calculus and censored regression (Q61126) (← links)
- Linear biomarker combination for constrained classification (Q66424) (← links)
- A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration (Q96361) (← links)
- Calibration for computer experiments with binary responses and application to cell adhesion study (Q149466) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- Smoothed estimator of quantile residual lifetime for right censored data (Q256751) (← links)
- A semiparametric generalized proportional hazards model for right-censored data (Q263262) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Expectile asymptotics (Q309591) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression (Q312364) (← links)
- Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← links)
- Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model (Q314587) (← links)
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
- Semiparametric estimation of a two-component mixture of linear regressions in which one component is known (Q375221) (← links)
- On the local and stratified likelihood approaches in single-index hazards model (Q376059) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Rejoinder of ``Dynamic treatment regimes: technical challenges and applications'' (Q405352) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Varying coefficient subdistribution regression for left-truncated semi-competing risks data (Q406514) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- An exponential bound for Cox regression (Q449380) (← links)
- Q-learning with censored data (Q450048) (← links)
- Empirical likelihood inferences for the semiparametric additive isotonic regression (Q450872) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- A fast resample method for parametric and semiparametric models (Q469558) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Cox process functional learning (Q500875) (← links)
- Testing for central dominance: method and application (Q503582) (← links)
- Joint modeling approach for semicompeting risks data with missing nonterminal event status (Q509857) (← links)
- Semiparametric methods for center effect measures based on the ratio of survival functions (Q509867) (← links)
- Optimal convergence rate of the universal estimation error (Q516004) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Quantile treatment effects in the regression discontinuity design (Q527956) (← links)
- Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale (Q529427) (← links)
