The following pages link to (Q4002143):
Displaying 30 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Moderate deviations via cumulants (Q354766) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- A note on a maximal Bernstein inequality (Q638768) (← links)
- Optimal rates of convergence for sparse covariance matrix estimation (Q741791) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Sharp large deviation results for sums of independent random variables (Q887376) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem (Q1009485) (← links)
- Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants (Q1366366) (← links)
- Concentration and moderate deviations for Poisson polytopes and polyhedra (Q1708985) (← links)
- Large deviations of the empirical volume fraction for stationary Poisson grain models (Q1774224) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- Quantile coupling inequalities and their applications (Q1950174) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Weighted dependency graphs (Q1990226) (← links)
- The volume of simplices in high-dimensional Poisson-Delaunay tessellations (Q2077150) (← links)
- Edgeworth expansions for independent bounded integer valued random variables (Q2169080) (← links)
- High-dimensional CLT: improvements, non-uniform extensions and large deviations (Q2214242) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Central Limit Theorems for Volume and Surface Content of Stationary Poisson Cylinder Processes in Expanding Domains (Q2837749) (← links)
- The probabilities of large deviations for a certain class of statistics associated with multinomial distribution (Q5135956) (← links)
- Limit theorems for some time-dependent expanding dynamical systems (Q5136532) (← links)
- Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes (Q6102192) (← links)
- Optimal covariance matrix estimation for high-dimensional noise in high-frequency data (Q6150511) (← links)
