Pages that link to "Item:Q5324542"

The following pages link to Empirical processes indexed by estimated functions (Q5324542):

Displaying 40 items.

• Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
• Specification tests for the propensity score (Q143736) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Semiparametric estimation of a two-component mixture of linear regressions in which one component is known (Q375221) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Robust suptest for the genetic association study under genetic model uncertainty (Q397241) (← links)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
• Inference for asymptotically independent samples of extremes (Q1661337) (← links)
• General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
• Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
• On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
• Tests of stochastic monotonicity with improved power (Q1792480) (← links)
• On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
• Local robust estimation of the Pickands dependence function (Q1991678) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Adaptive estimation in symmetric location model under log-concavity constraint (Q2044404) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Testing for spherical and elliptical symmetry (Q2201558) (← links)
• Efron-Petrosian integrals for doubly truncated data with covariates: an asymptotic analysis (Q2214246) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Estimation of a bivariate conditional copula when a variable is subject to random right censoring (Q2283572) (← links)
• Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings (Q2325397) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Hybrid copula estimators (Q2344382) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
• A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
• Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels (Q6097546) (← links)
• TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA (Q6156586) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
• The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests (Q6200948) (← links)