The following pages link to Eric Beutner (Q286217):
Displayed 32 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data (Q619162) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Item:Q286217 (redirect page) (← links)
- Order restricted inference for sequential \(k\)-out-of-\(n\) systems (Q935342) (← links)
- Nonparametric inference for sequential \(k\)-out-of-\(n\) systems (Q1029650) (← links)
- Nonparametric model checking for \(k\)-out-of-\(n\) systems (Q1044054) (← links)
- Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data (Q2015058) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Computational aspects of statistical intervals based on two type-II censored samples (Q2255908) (← links)
- Consistent semiparametric estimators for recurrent event times models with application to virtual age models (Q2278672) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- Order restricted statistical inference for scale parameters based on sequential order statistics (Q2390456) (← links)
- The failure of the profile likelihood method for a large class of semi-parametric models (Q2405169) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Mean-variance hedging under transaction costs (Q2460042) (← links)
- Random convex combinations of order statistics (Q2643386) (← links)
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
- Generalized order statistics: an exponential family in model parameters (Q2892891) (← links)
- Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models (Q2911655) (← links)
- Multivariate testing and model-checking for generalized order statistics with applications (Q2934859) (← links)
- Identical Distributions of Single Variates and Random Convex Combinations of Uniform Fractional Order Statistics (Q3391839) (← links)
- Random Contraction and Random Dilation of Generalized Order Statistics (Q3526073) (← links)
- NONPARAMETRIC META‐ANALYSIS FOR MINIMAL‐REPAIR SYSTEMS (Q5357568) (← links)
- (Q5422908) (← links)
- Pure self-financing trading strategies under transaction costs (Q5437384) (← links)
- GLS estimation and confidence sets for the date of a single break in models with trends (Q6134154) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals (Q6277681) (← links)