Pages that link to "Item:Q5812590"
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The following pages link to Remarks on a Multivariate Transformation (Q5812590):
Displayed 50 items.
- Goodness-of-fit tests for copulas (Q558063) (← links)
- On the convergence rate of maximal deviation distribution for kernel regression estimates (Q760119) (← links)
- A transformation for testing the fit of an exponential order statistics model (Q808139) (← links)
- Realistic and efficient reliability estimation for aerospace structures (Q817359) (← links)
- A study using Monte Carlo simulation for failure probability calculation in reliability-based optimization (Q862506) (← links)
- Characterization of normal distribution related to two samples based on regression (Q866895) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)
- Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters (Q1168666) (← links)
- Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (Q1193997) (← links)
- On the multivariate Kolmogorov-Smirnov distribution (Q1200750) (← links)
- Fatigue crack growth reliability by probabilistic finite elements (Q1205088) (← links)
- On the structure of symmetric sample testing: A distribution-free approach (Q1232878) (← links)
- Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability (Q1233687) (← links)
- A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median (Q1314937) (← links)
- Local invariance principles and their application to density estimation (Q1326286) (← links)
- The random variational principle in finite deformation elasticity and finite element method (Q1345999) (← links)
- A nonparametric calibration analysis (Q1354365) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- Extension of the \(W_ u\) statistic with applications (Q1896120) (← links)
- Generalized probabilistic perturbation method for static analysis (Q1904870) (← links)
- On regression representations of stochastic processes (Q2368162) (← links)
- SFE method using Hermite polynomials: An approach for solving nonlinear mechanical problems with uncertain parameters (Q2382836) (← links)
- Evaluating nearly singular multinormal expectations with application to wave distributions (Q2433255) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
- Adapted polynomial chaos expansion for failure detection (Q2456688) (← links)
- Universal residuals: a multivariate transformation (Q2467381) (← links)
- A study on algorithms for optimization of Latin hypercubes (Q2498770) (← links)
- A nonparametric test of fit of a parametric model (Q2638689) (← links)
- On goodness of fit for time series regression models (Q2746331) (← links)
- Transformations for Testing the Fit of the Inverse-Gaussian Distribution (Q3155305) (← links)
- Algunos metodos generales para la construccion de tests parametricos y no parametricos (Q3357325) (← links)
- Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
- Polynomial chaos for the approximation of uncertainties: Chances and limits (Q3503195) (← links)
- The Volatility of Realized Volatility (Q3539863) (← links)
- Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities (Q3604101) (← links)
- Generation of Continuous Multivariate Distributions for Statistical Applications (Q3680056) (← links)
- A Review of the packing problem (Q3742406) (← links)
- Weak and strong uniform consistency of kernel regression estimates (Q3959285) (← links)
- U-plot method for testing the goodness-of-fit of the power-law process (Q4266882) (← links)
- Multivariate goodness-of-fit tests based on statistically equivalent blocks (Q4275742) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- Cpit goodness-of-fit tests for the power-law process (Q4383756) (← links)
- Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)