The following pages link to (Q3326516):
Displaying 50 items.
- Truncated sequential change-point detection based on renewal counting processes. II (Q1011531) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Gaussian approximation of the empirical process under random entropy conditions (Q1016628) (← links)
- Laws of the iterated logarithm for locally square integrable martingales (Q1034243) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- Transient nearest neighbor random walk and Bessel process (Q1047153) (← links)
- Simple random walk on the line in random environment (Q1062355) (← links)
- Approximation for Abel sums of independent, identically distributed random variables (Q1063933) (← links)
- Strong approximations of the quantile process of the product-limit estimator (Q1065478) (← links)
- Cramér-von Mises statistics based on the sample quantile function and estimated parameters (Q1069225) (← links)
- On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails (Q1069586) (← links)
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives (Q1071421) (← links)
- Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (Q1073495) (← links)
- Problèmes de prediction pour le processus de Wiener à deux paramétres (Q1074952) (← links)
- Efficient estimation of the reciprocal of the density quantile function at a point (Q1079307) (← links)
- How large must be the difference between local time and mesure du voisinage of Brownian motion? (Q1081971) (← links)
- Brownian motion and algorithm complexity (Q1082076) (← links)
- Bootstrapped confidence bands for percentile lifetime (Q1083822) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Exact convergence rates in strong approximation laws for large increments of partial sums (Q1085875) (← links)
- A useful estimate in the multidimensional invariance principle (Q1085878) (← links)
- Strong approximations of k-th records and k-th record times by Wiener processes (Q1090008) (← links)
- On the tail behaviour of quantile processes (Q1092511) (← links)
- Rate of convergence of transport processes with an application to stochastic differential equations (Q1093990) (← links)
- On goodness-of-fit and the bootstrap (Q1094038) (← links)
- Riesz means and self-neglecting functions (Q1094747) (← links)
- Nonparametric tests for the changepoint problem (Q1094781) (← links)
- A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution (Q1100802) (← links)
- On the optimality of strong approximation rates for compound renewal processes (Q1100812) (← links)
- Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
- Detecting change in a random sequence (Q1100836) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Rates of convergence for increments of Brownian motion (Q1106540) (← links)
- A note on strong approximations of multivariate empirical processes (Q1106542) (← links)
- Asymptotic properties of linear functions of order statistics (Q1107232) (← links)
- Asymptotics of conditional empirical processes (Q1109453) (← links)
- Invariance principles for changepoint problems (Q1110211) (← links)
- Central limit theorems for \(L_ p\)-norms of density estimators (Q1110895) (← links)
- Relative efficiencies of goodness of fit procedures for assessing univariate normality (Q1110952) (← links)
- Asymptotic properties for the sequential CUSUM procedure (Q1113593) (← links)
- Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic (Q1114998) (← links)
- Invariance principles for renewal processes when only moments of low order exist (Q1116529) (← links)
- Confidence bands for percentile residual lifetime under random censorship model (Q1117636) (← links)
- The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
- Strong laws and limit theorems for local time of Markov processes (Q1122230) (← links)
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)
- Approximations of weighted empirical and quantile processes (Q1122863) (← links)
- On measures of uniformly distributed sequences and Benford's law (Q1123926) (← links)
