Pages that link to "Item:Q3974415"

The following pages link to Uniform Convergence in Probability and Stochastic Equicontinuity (Q3974415):

Displaying 50 items.

• Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
• An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• Instrumental variable estimation of nonseparable models (Q280226) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• Distances on probability measures and random variables (Q607299) (← links)
• Forecasting in the presence of large shocks (Q671541) (← links)
• A family of empirical likelihood functions and estimators for the binary response model (Q738022) (← links)
• Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
• Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
• Partially adaptive estimation via a normal mixture (Q1341193) (← links)
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Partially adaptive estimation of autoregressive processes via a normal mixture (Q1611817) (← links)
• Testing the equality of several covariance functions for functional data: a supremum-norm based test (Q1662852) (← links)
• On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
• The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
• On Bayesian oracle properties (Q1757672) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Continuous approximations of stochastic evolutionary game dynamics (Q1841177) (← links)
• Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (Q1927538) (← links)
• A simple approach to maximum intractable likelihood estimation (Q1954144) (← links)
• Hyperlink regression via Bregman divergence (Q1980417) (← links)
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
• Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
• Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
• Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
• Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data (Q2138252) (← links)
• Support vector regression with penalized likelihood (Q2157521) (← links)
• Robust estimation and inference of spatial panel data models with fixed effects (Q2195536) (← links)
• A note on spatial-temporal lattice modeling and maximum likelihood estimation (Q2231021) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• A spatial autoregressive model with a nonlinear transformation of the dependent variable (Q2346012) (← links)
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
• On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) (← links)
• Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
• Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)