The following pages link to (Q5568451):
Displaying 31 items.
- A moderate deviation for associated random variables (Q287416) (← links)
- Modeling the variability of rankings (Q605922) (← links)
- Data-driven smooth tests for a location-scale family revisited (Q715759) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Narrow zones of integral normal convergence (Q788381) (← links)
- Using the bootstrap to quantify the authority of an empirical ranking (Q1043718) (← links)
- Probabilities of moderate deviations in the multidimensional case (Q1056981) (← links)
- Moderate and Cramér-type large deviation theorems for M-estimators (Q1099529) (← links)
- Some asymptotic results for the branching process with immigration (Q1120915) (← links)
- Large deviation probabilities for certain dependent processes (Q1154179) (← links)
- Large deviations and asymptotic efficiency of statistics of integral type. I (Q1168667) (← links)
- Data driven smooth tests for bivariate normality (Q1283846) (← links)
- \(U\)-statistics in Banach spaces (Q1330140) (← links)
- On moderate deviations for martingales (Q1356336) (← links)
- Tail probability approximation for \(U\)-statistics (Q1382195) (← links)
- Diophantine approximations and local limit theorem in \(\mathbb R^d\) (Q1775517) (← links)
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood (Q1814745) (← links)
- The asymptotic distributions of the largest entries of sample correlation matrices. (Q1879895) (← links)
- Edgeworth expansions for weakly dependent random variables (Q2041805) (← links)
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences (Q2148983) (← links)
- The law of the iterated logarithm and probabilities of moderate deviations of sums of dependent random variables (Q2206300) (← links)
- Exponential tail bounds for chisquared random variables (Q2241534) (← links)
- On the probabilities of moderate deviations for combinatorial sums (Q2404517) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- Some strong limit theorems for the largest entries of sample correlation matrices (Q2494587) (← links)
- Moderate deviation principles for moving average processes of real stationary sequences (Q2566716) (← links)
- On probabilities of moderate deviations of sums for independent random variables (Q2567737) (← links)
- Tilting Methods for Assessing the Influence of Components in a Classifier (Q2920282) (← links)
- Cramér type moderate deviations for random fields (Q4968520) (← links)
- Small-time moderate deviations for the randomised Heston model (Q5109487) (← links)
- On the asymptotic behavior of probabilities of moderate deviations for combinatorial sums (Q6127177) (← links)
