The following pages link to (Q5434185):
Displaying 50 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Kernel adjusted density estimation (Q152938) (← links)
- On a robustness property of the Rayleigh and Bingham tests of uniformity (Q273833) (← links)
- On uncertainty and information properties of ranked set samples (Q278707) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- What can we learn from plausible values? (Q316750) (← links)
- Goodness-of-fit tests for the Pareto distribution based on its characterization (Q333530) (← links)
- The weak convergence theorem for the distribution of the maximum of a Gaussian random walk and approximation formulas for its moments (Q352900) (← links)
- Energy statistics: a class of statistics based on distances (Q389244) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Nonparametric estimation in \(\alpha\)-series processes (Q429636) (← links)
- Local proper scoring rules of order two (Q450053) (← links)
- On the norming constants for normal maxima (Q458327) (← links)
- Hamburger moment problem for powers and products of random variables (Q460662) (← links)
- A new sufficient condition for identifiability of countably infinite mixtures (Q464384) (← links)
- Confidence intervals for the mean based on exponential type inequalities and empirical likelihood (Q470597) (← links)
- New prior near-ignorance models on the simplex (Q473396) (← links)
- A response-driven adaptive design based on the Klein urn (Q479182) (← links)
- Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
- Variance change-point detection in panel data models (Q498780) (← links)
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables (Q527929) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- Central limit theorems for bounded random variables under belief measures (Q681767) (← links)
- A new class of skewed lifetime distributions with increasing failure rate (Q724981) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- A note on q-weak law of large numbers (Q763784) (← links)
- Probability distribution as a path and its action integral (Q830254) (← links)
- Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter (Q830719) (← links)
- The sparse Poisson means model (Q887263) (← links)
- Continuous decisions by a committee: median versus average mechanisms (Q900405) (← links)
- Exponentiality tests based on Ahsanullah's characterization and their efficiency (Q906004) (← links)
- Data transformation for confidence interval improvement: an application to the estimation of stress-strength model reliability (Q906282) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Chunked-and-averaged estimators for vector parameters (Q1640975) (← links)
- On normal approximations for the two-sample problem on multidimensional tori (Q1642736) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions (Q1662317) (← links)
- Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies (Q1663208) (← links)
- Joint analysis of multiple algorithms and performance measures (Q1670499) (← links)
- Minimizing Fisher information with absolute moment constraints (Q1687207) (← links)
- A new diversity estimator (Q1690075) (← links)
- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach (Q1695549) (← links)
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model (Q1731213) (← links)
