The following pages link to (Q2772105):
Displaying 45 items.
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- On the asymptotic properties of the Bernstein estimator of the multivariate distribution function (Q273747) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Goodness of fit tests for the Haar measure, Waton's duplication identity and representations of compact groups (Q387763) (← links)
- Jackknife empirical likelihood tests for distribution functions (Q434573) (← links)
- Almost sure central limit theorem of sample quantiles (Q454465) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
- Inference with a contrast-based posterior distribution and application in spatial statistics (Q537383) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Process monitoring with multivariate \(p\)-control chart (Q613743) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy (Q990884) (← links)
- A method for analyzing disease-specific mortality with missing cause of death information (Q995810) (← links)
- Approximate distribution of demerit statistic -- a bounding approach (Q1023670) (← links)
- Smooth conditional distribution estimators using Bernstein polynomials (Q1654241) (← links)
- Application of the delta method to functions of the sample mean when observations are dependent (Q1685282) (← links)
- Large-scale kernel methods for independence testing (Q1702289) (← links)
- Success probability of multiple/multidimensional linear cryptanalysis under general key randomisation hypotheses (Q1749795) (← links)
- Estimating complex covariance by observing two variables at a time (Q1757926) (← links)
- Three-stage semi-parametric inference: control variables and differentiability (Q2000862) (← links)
- On multiple imputation for unbalanced ranked set samples with applications in quantile estimation (Q2032326) (← links)
- On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials (Q2041202) (← links)
- Asymptotic properties of Bernstein estimators on the simplex (Q2048128) (← links)
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies (Q2057949) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Quantile Jensen's inequalities (Q2072852) (← links)
- QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
- A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications (Q2078575) (← links)
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
- Digamma distribution as a limit for the integral balance index (Q2107854) (← links)
- Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach (Q2189123) (← links)
- On the extendibility of finitely exchangeable probability measures (Q4633771) (← links)
- Nonparametric modeling via two-way mixed effects design (Q5083540) (← links)
- Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
- Technical note—Constructing confidence intervals for nested simulation (Q6054413) (← links)
- A note on portfolios of averages of lognormal variables (Q6072269) (← links)
- Quantile estimation in modified ranked set sampling methods (Q6100198) (← links)
- Diagnostic tests before modeling longitudinal actuarial data (Q6152700) (← links)
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency (Q6168124) (← links)
- Efficient and generalizable tuning strategies for stochastic gradient MCMC (Q6172924) (← links)
- General jackknife empirical likelihood and its applications (Q6172934) (← links)
