The following pages link to (Q3742418):
Displaying 39 items.
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- New Donsker classes (Q674523) (← links)
- A maximal inequality and a functional central limit theorem for set-indexed empirical processes (Q678740) (← links)
- Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
- A remark on approximate \(M\)-estimators (Q1265982) (← links)
- Permutation tests for multivariate location problems (Q1293660) (← links)
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308) (← links)
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics (Q1322911) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
- Bracketing smooth functions (Q1336988) (← links)
- Distributional convergence of M-estimators under unusual rates (Q1341356) (← links)
- Some strong limit theorems for M-estimators (Q1343580) (← links)
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach (Q1346933) (← links)
- A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes (Q1347184) (← links)
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions (Q1354404) (← links)
- Linear regression with doubly censored data (Q1354489) (← links)
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions (Q1368844) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- On Hoffmann-Jørgensen-type inequalities for outer expectations with applications (Q1377214) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- Weak convergence of convex stochastic processes (Q1379910) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions (Q1822406) (← links)
- A note on limit theorems for perturbed empirical processes (Q1825502) (← links)
- The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
- Some remarks on the uniform weak convergence of stochastic processes (Q1916226) (← links)
- Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
- An independence test based on recurrence rates (Q2181733) (← links)
- Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
- Donsker theorems for diffusions: necessary and sufficient conditions (Q2569224) (← links)
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type (Q2641420) (← links)
- High Dimensional CLT and its Applications (Q2840347) (← links)
- The Central Limit Theorem for Empirical Processes Under Local Conditions: The Case of Radon Infinitely Divisible Limits without Gaussian Component (Q3810620) (← links)
- Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions (Q5943581) (← links)
- Semiparametric mixtures in case-control studies (Q5949979) (← links)
