Pages that link to "Item:Q5790299"
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The following pages link to A Useful Convergence Theorem for Probability Distributions (Q5790299):
Displaying 50 items.
- Bayesian Bootstrap Spike-and-Slab LASSO (Q127195) (← links)
- Bayesian indirect inference using a parametric auxiliary model (Q254412) (← links)
- Nearly universal consistency of maximum likelihood in discrete models (Q383937) (← links)
- On the convergence of Shannon differential entropy, and its connections with density and entropy estimation (Q419270) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step (Q620566) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Why the theorem of Scheffé should be rather called a theorem of Riesz (Q653814) (← links)
- New multivariate product density estimators (Q697471) (← links)
- Complete asymptotic expansions for the density function of \(t\)-distribution (Q722645) (← links)
- A convergence theorem for discrete probability distributions (Q773835) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- Random variate generators for the Poisson-Poisson and related distributions (Q805131) (← links)
- Analytical study of performance of linear discriminant analysis in stochastic settings (Q898056) (← links)
- Qualitative robustness in abstract inference (Q1111281) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- Maximal coupling and rare perturbation sensitivity analysis (Q1206493) (← links)
- Convergence in distribution of quotients of order statistics (Q1222923) (← links)
- Phase transition for absorbed Brownian motion with drift (Q1285199) (← links)
- On extremal theory for self-similar processes (Q1307504) (← links)
- Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities (Q1568294) (← links)
- Large deviations for the \(L_1\)-distance in kernel density estimation (Q1591278) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Hankel determinants of random moment sequences (Q1692244) (← links)
- Selecting iterated modified histograms (Q1732741) (← links)
- On sampling of stationary increment processes (Q1769422) (← links)
- A note on Rosenblatt distributions (Q1807923) (← links)
- A universal lower bound for the kernel estimate (Q1823583) (← links)
- Controlled semi-Markov models under long-run average rewards (Q1824853) (← links)
- Projection estimates of multivariate location (Q1873617) (← links)
- Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. (Q1877396) (← links)
- Approximate estimation of non-identifiable parameters in a convolution (Q1907934) (← links)
- Locally most powerful rank tests for testing randomness and symmetry (Q1978990) (← links)
- On a stochastic logistic population model with time-varying carrying capacity (Q1983776) (← links)
- Lavrentiev gap for some classes of generalized Orlicz functions (Q2019317) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- On a Brownian motion conditioned to stay in an open set (Q2026653) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- High precision numerical computation of principal points for univariate distributions (Q2061781) (← links)
- Sampling from non-smooth distributions through Langevin diffusion (Q2065460) (← links)
- Interchanging a limit and an integral: necessary and sufficient conditions (Q2069586) (← links)
- On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data (Q2094450) (← links)
- Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control (Q2116649) (← links)
- A new Bayesian approach to robustness against outliers in linear regression (Q2226686) (← links)
- On the first trace formula for Schrödinger operators (Q2247198) (← links)
- Ergodicity and stability of a dynamical system perturbed by impulsive random interventions (Q2257682) (← links)
- Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function (Q2306405) (← links)
- Continuity of composition operators in Sobolev spaces (Q2334998) (← links)
- Annealing stochastic approximation Monte Carlo algorithm for neural network training (Q2384162) (← links)
- Uniform \(L_1\)-distance large deviations in nonparametric density estimation (Q2387137) (← links)
