Pages that link to "Item:Q3847787"
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The following pages link to Concerning a Certain Probability Problem (Q3847787):
Displaying 39 items.
- High-dimensional sparse MANOVA (Q406532) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Some asymptotic formulas for the Bogoliubov Gaussian measure (Q1002666) (← links)
- Precise rates in the law of the logarithm for the moment convergence in Hilbert spaces (Q1034242) (← links)
- Relative efficiencies of goodness of fit procedures for assessing univariate normality (Q1110952) (← links)
- Some test statistics based on the martingale term of the empirical distribution function (Q1112506) (← links)
- Comparison results for the lower tail of Gaussian seminorms (Q1185792) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
- Limit theorems for the square integral of Brownian motion and its increments (Q1198596) (← links)
- Gaussian large deviations of a smooth seminorm (Q1207912) (← links)
- A note on the law of the iterated logarithm in Hilbert space (Q1263149) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Precise rates in the law of the logarithm in the Hilbert space (Q1772391) (← links)
- On extremes and streams of upcrossing. (Q1888779) (← links)
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies (Q2057949) (← links)
- New characterization-based symmetry tests (Q2302026) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- On the moment convergence rates of LIL in Hilbert space (Q2427109) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) (Q2498322) (← links)
- Upper tail probabilities of integrated Brownian motions (Q2516919) (← links)
- On a problem of Erdös and Taylor (Q2563932) (← links)
- Convergence rates of the LIL for random fields in Hilbert spaces (Q3016451) (← links)
- Significance points for some tests of uniformity on the sphere<sup>†</sup> (Q3316395) (← links)
- Relative efficiencies of goodness-of-fit procedures with truncated data (Q3343249) (← links)
- A General formula for the upper tail significance levels of empirical distribution function test statistics (Q3473017) (← links)
- A modification of watson's statistic for goodness-of-fit (Q3473187) (← links)
- General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic (Q3625304) (← links)
- Tests of randomness in two dimensions (Q4160234) (← links)
- Two-Sample Tests Based on the Integrated Empirical Process (Q4414361) (← links)
- Feller’s upper-lower class test in Euclidean space (Q5098843) (← links)
- New L2-type exponentiality tests (Q5232503) (← links)
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications (Q5263990) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
- On Goodness of Fit for Operational Risk (Q6086480) (← links)
- Bahadur efficiency of EDF based normality tests when parameters are estimated (Q6132525) (← links)
- Bahadur efficiencies of the Epps-Pulley test for normality (Q6174445) (← links)
