The following pages link to Cube root asymptotics (Q916274):
Displayed 50 items.
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Mode regression (Q583812) (← links)
- New Donsker classes (Q674523) (← links)
- Some extensions of Tukey's depth function (Q697473) (← links)
- On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
- Second class particles and cube root asymptotics for Hammersley's process (Q850967) (← links)
- Smoothed maximum score change-point estimation in binary response model (Q861419) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- The excess-mass ellipsiod (Q1182767) (← links)
- Median regression for ordered discrete response (Q1186047) (← links)
- Asymptotics for multivariate trimming (Q1193405) (← links)
- On the arg max of a Gaussian process (Q1202290) (← links)
- Semiparametric estimation of a work-trip mode choice model (Q1260682) (← links)
- On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
- Maximum score estimation of disequilibrium models and the role of anticipatory price-setting (Q1305648) (← links)
- A note on robust estimation of location (Q1314716) (← links)
- Distributional convergence of M-estimators under unusual rates (Q1341356) (← links)
- Some strong limit theorems for M-estimators (Q1343580) (← links)
- Semiparametric efficiency bounds for the binary choice and sample selection models under conditional symmetry (Q1352144) (← links)
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions (Q1354404) (← links)
- An application and comparison of some flexible parametric and semi-parametric qualitative response models (Q1392154) (← links)
- Strong convergence rate of the least median absolute estimator in linear regression models (Q1402945) (← links)
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
- Robust regression with high coverage. (Q1423178) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Projection-based depth functions and associated medians (Q1431435) (← links)
- Asymptotic estimation theory of multipoint linkage analysis under perfect marker information. (Q1434005) (← links)
- Asymptotic normality of the \(L_1\) error of the Grenander estimator (Q1568274) (← links)
- A central limit theorem for multivariate generalized trimmed \(k\)-means (Q1568311) (← links)
- Asymptotic distributions of the maximal depth estimators for regression and multivariate location (Q1578279) (← links)
- Asymptotics of reweighted estimators of multivariate location and scatter (Q1578280) (← links)
- A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Asymptotic properties of location estimators based on projection depth (Q1612935) (← links)
- The Hough transform estimator (Q1766121) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- Functional stability of one-step GM-estimators in approximately linear regression (Q1807106) (← links)
- The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications (Q1807181) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Multiscale maximum likelihood analysis of a semiparametric model, with applications. (Q1848906) (← links)
- Estimation of a convex function: Characterizations and asymptotic theory. (Q1848920) (← links)
- Likelihood ratio tests for monotone functions. (Q1848921) (← links)
- Analyzing bagging (Q1848962) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem (Q1897083) (← links)