The following pages link to Peter Hall (Q59184):
Displaying 50 items.
- Effects of smoothing on multivariate statistical properties of the normal to a rough curve or surface (Q1126162) (← links)
- Applications of intentionally biased bootstrap methods (Q1126818) (← links)
- On the invariance principle for U-statistics (Q1133843) (← links)
- On the limiting behaviour of the mode and median of a sum of independent random variables (Q1143714) (← links)
- Estimating a density on the positive half line by the method of orthogonal series (Q1148627) (← links)
- Characterizing the rate of convergence in the central limit theorem (Q1150939) (← links)
- Rates of convergence in the martingale central limit theorem (Q1152165) (← links)
- A converse to the Spitzer-Rosen theorem (Q1152890) (← links)
- Polynomial expansions of density and distribution functions of scale mixtures (Q1158698) (← links)
- Asymptotic theory of triple sampling for sequential estimation of a mean (Q1161232) (← links)
- Large sample properties of Jaeckel's adaptive trimmed mean (Q1162321) (← links)
- On the rate of convergence in the weak law of large numbers (Q1163780) (← links)
- On trigonometric series estimates of densities (Q1163811) (← links)
- Limit theorems for stochastic measures of the accuracy of density estimators (Q1164909) (← links)
- On estimating the endpoint of a distribution (Q1166860) (← links)
- Further results on the survival of a gene represented in a founder population (Q1168909) (← links)
- Adaptive \(M\)-estimation in nonparametric regression (Q1173694) (← links)
- Lower bounds for bandwidth selection in density estimation (Q1178978) (← links)
- Normal approximation in regression (Q1182748) (← links)
- Smoothed cross-validation (Q1184042) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- On global properties of variable bandwidth density estimators (Q1193349) (← links)
- Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density (Q1194533) (← links)
- On bootstrap confidence intervals in nonparametric regression (Q1194534) (← links)
- Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (Q1201762) (← links)
- Bootstrap estimation of conditional distributions (Q1206726) (← links)
- Estimating coefficient distributions in random coefficient regressions (Q1208655) (← links)
- Rate of convergence of the empirical Radon transform (Q1209609) (← links)
- On the performance of kernel estimators for high-dimensional, sparse binary data (Q1209886) (← links)
- Some asymptotic expansions of moments of order statistics (Q1248301) (← links)
- On measures of the distance of a mixture from its parent distribution (Q1255250) (← links)
- On the Skorokhod representation approach to martingale invariance principles (Q1256800) (← links)
- Martingale invariance principles (Q1257286) (← links)
- On the estimation of entropy (Q1260701) (← links)
- On the effect of random norming on the rate of convergence in the central limit theorem (Q1263154) (← links)
- On polynomial estimators of frontiers and boundaries (Q1268010) (← links)
- On mode testing and empirical approximations to distributions (Q1273032) (← links)
- Matched-block bootstrap for dependent data (Q1275857) (← links)
- Estimating the end-point of a probability distribution using minimum-distance methods (Q1283390) (← links)
- Reducing bias in curve estimation by use of weights. (Q1285485) (← links)
- On statistical inference based on record values (Q1297900) (← links)
- Edgeworth expansions in very-high-dimensional problems (Q1299406) (← links)
- On global performance of approximations to smooth curves using gridded data (Q1307094) (← links)
- Smoothed empirical likelihood confidence intervals for quantiles (Q1314450) (← links)
- Estimators of the finite population distribution function using nonparametric regression (Q1314464) (← links)
- An improvement of the jackknife distribution function estimator (Q1314465) (← links)
- On the calculation of standard error for quotation in confidence statements (Q1314696) (← links)
- Bootstrap confidence regions for functional relationships in errors-in- variables models (Q1317249) (← links)
- On the average difference between concomitants and order statistics (Q1323285) (← links)
- On the relationship between fractal dimension and fractal index for stationary stochastic processes (Q1327615) (← links)
