The following pages link to P. K. Bhattacharya (Q749098):
Displaying 38 items.
- Multivariate data-driven k-NN function estimation (Q749100) (← links)
- Kernel and nearest-neighbor estimation of a conditional quantile (Q918594) (← links)
- Weak convergence of \(k\)-NN density and regression estimators with varying \(k\) and applications (Q1102052) (← links)
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case (Q1112497) (← links)
- Posterior distribution of a Dirichlet process from quantal response data (Q1165527) (← links)
- A nonparametric control chart for detecting small disorders (Q1173365) (← links)
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions (Q1209694) (← links)
- Asymptotic normality of the stopping time of some sequential procedures (Q1216001) (← links)
- Convergence of sample paths of normalized sums of induced order statistics (Q1218242) (← links)
- An invariance principle in regression analysis (Q1227418) (← links)
- Semiparametric estimation in the multivariate Liouville model. (Q1264500) (← links)
- Semiparametric inference in a partial linear model (Q1355178) (← links)
- A maximal inequality for nonnegative submartingales (Q1776344) (← links)
- Justification for a K-S type test for the slope of a truncated regression (Q1838245) (← links)
- (Q2810949) (← links)
- (Q3276983) (← links)
- (Q3326562) (← links)
- Two Probability Models of Pyramid or Chain Letter Schemes Demonstrating that Their Promotional Claims are Unreliable (Q3335516) (← links)
- (Q3349787) (← links)
- (Q3711474) (← links)
- (Q3729841) (← links)
- Estimation of the odds-ratio in an observational study using bandwidth-matching (Q3836387) (← links)
- Some Properties of the Least Squares Estimator in Regression Analysis when the Predictor Variables are Stochastic (Q3845783) (← links)
- Order of Dependence in a Stationary Normally Distributed Two-Way Series (Q4052971) (← links)
- The minimum of an additive process with applications to signal estimation and storage theory (Q4091192) (← links)
- (Q4317923) (← links)
- A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown (Q4342159) (← links)
- (Q4494125) (← links)
- (Q4494126) (← links)
- Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families (Q4609021) (← links)
- Two modified Wilcoxon tests for symmetry about an unknown location parameter (Q4747390) (← links)
- On an Analog of Regression Analysis (Q5335763) (← links)
- (Q5512539) (← links)
- Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function (Q5530133) (← links)
- Efficient Estimation of a Shift Parameter From Grouped Data (Q5538224) (← links)
- (Q5555375) (← links)
- Transformations of Gaussian Processes to the Brownian Motion (Q5637693) (← links)
- (Q5664612) (← links)
