Pages that link to "Item:Q4066314"
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The following pages link to An approximation of partial sums of independent RV'-s, and the sample DF. I (Q4066314):
Displayed 50 items.
- On best possible approximations of local time (Q582707) (← links)
- Approximation of empirical fields, constructed with respect to vector observations with dependent components (Q584834) (← links)
- On the increments of Wiener process -- a look through subsequences (Q689183) (← links)
- Asymptotic behavior of empirical generating moment functions of random variables (Q753249) (← links)
- Central limit theorem for integrated square error of multivariate nonparametric density estimators (Q786474) (← links)
- Strong laws for density estimators of Bernstein type (Q788424) (← links)
- Rate of strong uniform convergence of k-NN density estimates (Q792039) (← links)
- Problem of accuracy of approximation in the central limit theorem for empirical measures (Q794333) (← links)
- Strong approximation of renewal processes (Q797229) (← links)
- Rate of convergence in the central limit theorem for empirical processes (Q810995) (← links)
- Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits (Q812131) (← links)
- Quantile process for left truncated and right censored data (Q816589) (← links)
- Small ball probabilities for jump Lévy processes from the Wiener domain of attraction (Q850199) (← links)
- Some observations on the KMT dyadic scheme (Q866635) (← links)
- Large sample properties of kernel-type score function estimators (Q908630) (← links)
- The limit distribution of the maximal deviation of a spline estimate of a probability density (Q912475) (← links)
- Weak convergence of the maximum error of the bootstrap quantile estimate (Q923544) (← links)
- Distribution of global measures of deviation between the empirical distribution function and its concave majorant (Q927247) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Nonparametric inference in a simple change-point model (Q944067) (← links)
- Robust nonparametric estimation via wavelet median regression (Q955130) (← links)
- Finite size scaling for the core of large random hypergraphs (Q957528) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Monitoring parameter change in AR\((p)\) time series models (Q1002353) (← links)
- On near neighbour estimates of a multivariate density (Q1051370) (← links)
- Asymptotic distributions of smoothed histograms (Q1054405) (← links)
- On optimal matchings (Q1056968) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate (Q1074975) (← links)
- Invariance principle for the sum of minima (Q1075681) (← links)
- Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) (Q1078907) (← links)
- How large must be the difference between local time and mesure du voisinage of Brownian motion? (Q1081971) (← links)
- Strong approximations of k-th records and k-th record times by Wiener processes (Q1090008) (← links)
- Strong approximation of empirical process with independent but non- identically distributed random variables (Q1092509) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- About the Prohorov distance between the uniform distribution over the unit cube in \(R^ d\) and its empirical measure (Q1099480) (← links)
- On the optimality of strong approximation rates for compound renewal processes (Q1100812) (← links)
- Detecting change in a random sequence (Q1100836) (← links)
- Estimating a density and its derivatives via the minimum distance method (Q1102656) (← links)
- A note on strong approximations of multivariate empirical processes (Q1106542) (← links)
- Asymptotic properties of linear functions of order statistics (Q1107232) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- A new class of strongly consistent variance estimators for steady-state simulations (Q1110224) (← links)
- Central limit theorems for \(L_ p\)-norms of density estimators (Q1110895) (← links)
- On the use of compactly supported density estimates in problems of discrimination (Q1110948) (← links)
- Inference in a model with at most one slope-change point (Q1112520) (← links)
- A remark on the speed of convergence in the central limit theorem in Banach spaces (Q1113157) (← links)
- Asymptotic properties of the tumor growth curve estimator (Q1116258) (← links)
- Invariance principles for renewal processes when only moments of low order exist (Q1116529) (← links)
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)