The following pages link to Martin Wendler (Q254934):
Displayed 50 items.
- Simplified simplicial depth for regression and autoregressive growth processes (Q254935) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Item:Q254934 (redirect page) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Item:Q254934 (redirect page) (← links)
- Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet (Q502873) (← links)
- Stable limit theorem for \(U\)-statistic processes indexed by a random walk (Q507786) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Asymptotics of random processes with immigration. II: Convergence to stationarity. (Q520699) (← links)
- Holderian weak invariance principle for stationary mixing sequences (Q521965) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry (Q726803) (← links)
- The sequential empirical process of a random walk in random scenery (Q737180) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Sharp minimax adaptation over Sobolev ellipsoids in nonparametric testing (Q1684148) (← links)
- Cluster analysis of longitudinal profiles with subgroups (Q1697471) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- \(U\)-statistics, \(M_m\)-estimators and resampling (Q1790702) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels (Q1991687) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Kaplan-Meier V- and U-statistics (Q2180082) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data (Q2196217) (← links)
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
- Parseval inequalities and lower bounds for variance-based sensitivity indices (Q2286373) (← links)
- Functional CLT for nonstationary strongly mixing processes (Q2288740) (← links)
- Least squares estimation in the monotone single index model (Q2325372) (← links)
- Inference for the mode of a log-concave density (Q2328065) (← links)
- Robust statistical inference based on the \(C\)-divergence family (Q2330537) (← links)
- Studentized \(U\)-quantile processes under dependence with applications to change-point analysis (Q2405149) (← links)
- Robust PCA and pairs of projections in a Hilbert space (Q2412260) (← links)
- Bootstrap tuning in Gaussian ordered model selection (Q2414090) (← links)
- A simple non-parametric test for decreasing mean time to failure (Q2633416) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Chung's functional law of the iterated logarithm for the Brownian sheet (Q2689749) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations (Q3081663) (← links)
- Central limit theorems for nearly long range dependent subordinated linear processes (Q3299455) (← links)
- Subsampling for General Statistics under Long Range Dependence with application to change point analysis (Q4571205) (← links)
- Bootstrapping covariance operators of functional time series (Q4987545) (← links)
- Empirical processes for recurrent and transient random walks in random scenery (Q5110213) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- A robust method for shift detection in time series (Q5127211) (← links)
- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
- Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)