The following pages link to (Q3395931):
Displaying 50 items.
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses (Q142489) (← links)
- Asymptotic representation of presmoothed Kaplan-Meier integrals with covariates in a semiparametric censorship model (Q254198) (← links)
- An exponential nonuniform convergence rate for a class of normalized L-statistics (Q254221) (← links)
- Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
- Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
- Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation (Q272086) (← links)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Distribution-free specification tests of conditional models (Q291101) (← links)
- Specification tests in nonparametric regression (Q291106) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Dynamic bivariate normal copula (Q295132) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Local efficiency of integrated goodness-of-fit tests under skew alternatives (Q310656) (← links)
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics (Q335642) (← links)
- A law of the iterated logarithm for Grenander's estimator (Q335664) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Functional limit theorem for products of sums of independent and nonidentically distributed random variables (Q355766) (← links)
- Nonparametric quantile regression for twice censored data (Q358126) (← links)
- Scenario approximation of robust and chance-constrained programs (Q368719) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Uniform-in-bandwidth kernel estimation for censored data (Q389245) (← links)
- Empirical likelihood for break detection in time series (Q391854) (← links)
- Model assisted Cox regression (Q391940) (← links)
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application (Q393538) (← links)
- Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response (Q394486) (← links)
- On the integrated squared error of the linear wavelet density estimator (Q394569) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- On conditions in central limit theorems for martingale difference arrays (Q397938) (← links)
- Empirical processes for infinite variance autoregressive models (Q413784) (← links)
- A method of moments estimator of tail dependence in meta-elliptical models (Q419290) (← links)
- Semiparametric efficient inferences for lifetime regression model with time-dependent covariates (Q421386) (← links)
- Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution (Q424472) (← links)
- A sharp estimate for cover times on binary trees (Q424523) (← links)
- Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
- Step-up procedure controlling generalized family-wise error rate (Q434717) (← links)
- A functional central limit theorem for empirical processes under a strong mixing condition (Q438672) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Conditional limit laws for goodness-of-fit tests (Q442080) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
