The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Semiparametric two-component mixture model with a known component: An asymptotically normal estimator (Q62241) (← links)
- Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Nonparametric estimation of the mixing density using polynomials (Q258036) (← links)
- Explicit expressions and statistical inference of generalized Rayleigh distribution based on lower record values (Q258038) (← links)
- Recursive tracking algorithm for a predictable time-varying parameter of a time series (Q259851) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Extended GMANOVA model with a linearly structured covariance matrix (Q259857) (← links)
- Higher order accurate procedures to compare two normal populations (Q259858) (← links)
- Variance inequalities for quadratic forms with applications (Q259859) (← links)
- Operator-based intensity functions for the nonhomogeneous Poisson process (Q324613) (← links)
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- Risk-optimal estimators for survey procedures with certain indirect questions (Q324617) (← links)
- On likelihood ratio ordering of parallel systems with exponential components (Q324618) (← links)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
- Asymptotics of stationary points of local simplicial depth in the univariate case (Q359393) (← links)
- The bias and risk functions of some Stein-rules in elliptically contoured distributions (Q359395) (← links)
- Upper functions for positive random functionals. II. Application to the empirical processes theory. I (Q359863) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- On estimation of analytic density functions in \(L_p\) (Q359865) (← links)
- The adaptive Lasso in high-dimensional sparse heteroscedastic models (Q359867) (← links)
- A strong large deviation theorem (Q359869) (← links)
- Some new perspectives in best approximation and interpolation of random data (Q382735) (← links)
- Upper functions for positive random functionals. II: Application to the empirical processes theory, Part 2 (Q382736) (← links)
- Supervised classification of diffusion paths (Q382738) (← links)
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
- Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment (Q461821) (← links)
- Concentration inequalities for the exponential weighting method (Q461822) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Estimation of the parameters of an exponential distribution under constrained location (Q461824) (← links)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- A characterization of maximin tests for two composite hypotheses (Q498605) (← links)
- Estimation of ordered scale parameters of two exponential distributions with a common guarantee time (Q498607) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- The cumulative quantile regression function with censored and truncated response (Q498610) (← links)
- A comprehensive result on stochastic comparison for parallel systems in terms of hazard rate order (Q498612) (← links)
- Optimal methods of interpolation in nonparametric regression (Q523724) (← links)
- Rate of convergence of truncated stochastic approximation procedures with moving bounds (Q523725) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- The minimum increment of f-divergences given total variation distances (Q523727) (← links)
- Cramér type moderate deviations for trimmed \(L\)-statistics (Q523729) (← links)
- Non-uniform bounds in local limit theorems in case of fractional moments. I (Q647753) (← links)
- Some new multivariate tests of independence (Q647754) (← links)
- Estimation error for blind Gaussian time series prediction (Q647755) (← links)
- Asymptotic linear expansion of profile likelihood in the Cox mode (Q647756) (← links)
- Application of a delta-method for random operators to testing equality of two covariance operators (Q647757) (← links)
- Adaptive minimax test of independence (Q647759) (← links)
- Boundary crossing probabilities for general exponential families (Q722599) (← links)
