The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III (Q1332120) (← links)
- Asymptotic expansions for quadratic functionals of the least squares estimator of a nonlinear regression parameter (Q1332121) (← links)
- About the averaging approach in Gaussian schemes for stochastic approximation (Q1332122) (← links)
- Asymptotic behavior of some bilinear functionals of the empirical process (Q1332123) (← links)
- Optimal rates and constants in \(L_ 2\)-minimax estimation of probability density functions (Q1360375) (← links)
- Kernel smoothing of the nonparametric maximum likelihood estimates for biased sampling models (Q1360376) (← links)
- Empirical estimators for semi-Markov processes (Q1360377) (← links)
- Empirical Bayes estimation of a scale parameter (Q1360378) (← links)
- On the strong universal consistency of a series type regression estimate (Q1360379) (← links)
- Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function (Q1360380) (← links)
- Asymptotically efficient estimation for analytic distributions (Q1360381) (← links)
- Locally most powerful rank tests for random effects in two-way experiments. II (Q1360383) (← links)
- Wavelet estimators: Adapting to unknown smoothness (Q1361114) (← links)
- Estimation of functionals of density support (Q1361116) (← links)
- Some problems of hypothesis testing leading to infinitely divisible distributions (Q1361117) (← links)
- On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance (Q1361118) (← links)
- A class of asymptotically distribution-free tests for equality of marginals in multivariate populations (Q1361119) (← links)
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II (Q1361120) (← links)
- Two comments on parameter estimation in stable processes (Q1361121) (← links)
- Distribution function estimation: Adaptive smoothing (Q1366480) (← links)
- Functional estimation for time series. I: Quadratic convergence properties (Q1366481) (← links)
- Change-point estimation: Linear statistics and asymptotic Bayes risk (Q1366482) (← links)
- On distributions whose conditional distributions are normal. A vector space approach (Q1366483) (← links)
- On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (Q1366484) (← links)
- Renewal theory results for autoregressive processes (Q1366487) (← links)
- On consistency of some predicting densities for the multivariate linear model (Q1366489) (← links)
- On spatially adaptive estimation of nonparametric regression (Q1368859) (← links)
- Density estimation for a class of continuous time processes (Q1368861) (← links)
- On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling (Q1368863) (← links)
- Optimal rate local smoothing in a multiplicative intensity counting process model (Q1368864) (← links)
- Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions (Q1368865) (← links)
- A modified Bochner kernel lemma for density estimators (Q1368866) (← links)
- Independence of the sum and absolute difference of independent random variables does not imply their normality (Q1368870) (← links)
- A general approach to Bahadur-Kiefer representations for \(M\)-estimators (Q1376534) (← links)
- On risk rates and large deviations in finite Markov chain experiments (Q1376536) (← links)
- Averaging with feedback in Gaussian schemes for stochastic approximation (Q1376537) (← links)
- Normal approximation to the posterior distribution for generalized linear models with many covariates (Q1376538) (← links)
- On the universal consistency of a least squares spline regression estimator (Q1376539) (← links)
- Minimax large deviations risk in change-point problems (Q1376541) (← links)
- Estimators of the exponent of regular variation with universally normal asymptotic distributions (Q1376542) (← links)
- On the efficiency of determinant sampling (Q1376544) (← links)
- Local inference by penalization method for biclustering model (Q1631204) (← links)
- Asymptotic properties of QML estimation of multivariate periodic CCC-GARCH models (Q1631205) (← links)
- A minimax approach to errors-in-variables linear models (Q1631206) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- On the lower bound in second order estimation for Poisson processes: asymptotic efficiency (Q1678525) (← links)
- Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks (Q1678526) (← links)
- Asymptotic behavior of truncated stochastic approximation procedures (Q1678527) (← links)
- An oracle inequality for quasi-Bayesian nonnegative matrix factorization (Q1678528) (← links)
- A supermartingale argument for characterizing the functional Hill process weak law for small parameters (Q1678533) (← links)
