Pages that link to "Item:Q5631837"
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The following pages link to On the Departure from Normality of a Certain Class of Martingales (Q5631837):
Displaying 50 items.
- A CLT for multi-dimensional martingale differences in a lexicographic order (Q265652) (← links)
- A quenched weak invariance principle (Q405496) (← links)
- Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients (Q466900) (← links)
- Quantitative uniform distribution results for geometric progressions (Q480796) (← links)
- On the maximum of covariance estimators (Q538182) (← links)
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Probabilities of large deviations for martingales (Q756246) (← links)
- On the central limit theorem for \(f(n_{k}x)\) (Q843709) (← links)
- A central limit theorem for generalized multilinear forms (Q921705) (← links)
- Testing the equality of linear single-index models (Q962211) (← links)
- Departure from normality of increasing-dimension martingales (Q1012546) (← links)
- Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces (Q1051974) (← links)
- A central limit theorem for generalized quadratic forms (Q1078900) (← links)
- Rate of convergence in the martingale central limit theorem in the space C(S) (Q1112422) (← links)
- Uniform bounds in the central limit theorem for \(C(S)\) valued martingales (Q1175822) (← links)
- Another view on martingale central limit theorems (Q1190165) (← links)
- On moderate deviations for martingales (Q1356336) (← links)
- A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (Q1600728) (← links)
- On quantitative bounds in the mean martingale central limit theorem (Q1642271) (← links)
- Asymptotic power of Rao's score test for independence in high dimensions (Q1715529) (← links)
- Interplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018 (Q1731974) (← links)
- Berry-Esseen bounds for self-normalized martingales (Q1744193) (← links)
- Exact rates of convergence in some martingale central limit theorems (Q1799172) (← links)
- On the rate of convergence in the martingale central limit theorem (Q1952437) (← links)
- The multivariate functional de Jong CLT (Q2089758) (← links)
- Edgeworth expansions for network moments (Q2131253) (← links)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (Q2155521) (← links)
- On the Wasserstein distance for a martingale central limit theorem (Q2216963) (← links)
- Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances (Q2287875) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- High-dimensional tests for spherical location and spiked covariance (Q2350053) (← links)
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales (Q2433958) (← links)
- Optimal hypothesis testing for high dimensional covariance matrices (Q2435246) (← links)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
- Explicit bounds for the departure from normality of sums of dependent random variables (Q3866831) (← links)
- Martingale rates and weakly exchangeable arrays (Q3870081) (← links)
- On an improved rate of convergence to normality for sums of dependent random variables with applications to stochastic approximation (Q3938952) (← links)
- The convergence of moments in the martingale central limit theorem (Q4148551) (← links)
- A Central Limit Theorem for the Sum of Generalized Linear and Quadratic Forms (Q4943302) (← links)
- Testing lack of fit of regression models under heteroscedasticity (Q4944639) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- Performance of the Smallest-Variance-First Rule in Appointment Sequencing (Q5031672) (← links)
- On the central limit theorem for lacunary trigonometric series (Q5895349) (← links)
- Analysis of variance in nonparametric regression models (Q5929501) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data (Q6050285) (← links)
- A fourth‐moment phenomenon for asymptotic normality of monochromatic subgraphs (Q6063347) (← links)
- Normal approximation and fourth moment theorems for monochromatic triangles (Q6074673) (← links)
- Deviation probabilities for arithmetic progressions and irregular discrete structures (Q6136819) (← links)
