Pages that link to "Item:Q3949739"
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The following pages link to Invariance principles for sums of Banach space valued random elements and empirical processes (Q3949739):
Displaying 50 items.
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Robust estimation for the order of finite mixture models (Q451302) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- A note on the almost sure central limit theorem (Q582676) (← links)
- Simultaneous critical values for \(t\)-tests in very high dimensions (Q637106) (← links)
- Nonparametric spatial regression under near-epoch dependence (Q738148) (← links)
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes (Q753321) (← links)
- Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales (Q756232) (← links)
- Rate of convergence in the central limit theorem for empirical processes (Q810995) (← links)
- An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables (Q910095) (← links)
- Central limit theorem for weighted martingales with applications (Q918024) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- Lévy's Brownian motion as a set-indexed process and a related central limit theorem (Q1070635) (← links)
- Some limit theorems for the empirical process indexed by functions (Q1072218) (← links)
- Invariance principles for partial sum processes and empirical processes indexed by sets (Q1074942) (← links)
- Invariance principles in mathematical statistics (Q1080586) (← links)
- Exponential estimates for the distributions of sums of independent random fields (Q1113172) (← links)
- I.i.d. representations for the bivariate product limit estimators and the bootstrap versions (Q1124240) (← links)
- The \(p\)-variation of partial sum processes and the empirical process (Q1307491) (← links)
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308) (← links)
- Metric marginal problems for set-valued or non-measurable variables (Q1342497) (← links)
- Invariance principles for parabolic equations with random coefficients (Q1370569) (← links)
- Limit theorems for independent nonmeasurable functions (Q1578472) (← links)
- A note on uniform laws of averages for dependent processes (Q1801875) (← links)
- Resampling \(U\)-statistics using \(p\)-stable laws (Q1813935) (← links)
- A central limit theorem for D(A)-valued processes (Q1822126) (← links)
- Strong approximations for partial sums of i.i.d. B-valued r.v.'s in the domain of attraction of a Gaussian law (Q1822402) (← 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)
- Kac's representation from an asymptotic viewpoint (Q1895371) (← links)
- Uniform CLT for Markov chains and its invariance principle: A martingale approach (Q1900163) (← links)
- On the reversed sub-martingale property of empirical discrepancies in arbitrary sample spaces (Q1900329) (← links)
- The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics (Q1907918) (← links)
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics (Q1970741) (← links)
- Pseudorandom numbers and entropy conditions (Q2465285) (← links)
- Entropy conditions for subsequences of random variables with applications to empirical processes (Q2482223) (← links)
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175) (← links)
- Testing the order of a model (Q2500450) (← links)
- Tail bounds for the supremums of empirical processes over unbounded classes of functions (Q2508547) (← links)
- On empirical likelihood statistical functions (Q2512627) (← links)
- Some new tests for multivariate normality (Q2641040) (← links)
- Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) (← links)
- The Loss Rank Criterion for Variable Selection in Linear Regression Analysis (Q2911677) (← links)
- Relationships between Donsker classes and Sobolev spaces (Q3038271) (← links)
- An almost sure invariance principle for triangular arrays of banach space valued random variables (Q3327408) (← links)
- A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data (Q3432402) (← links)
