The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
- The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences (Q1678538) (← links)
- A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models (Q1678540) (← links)
- Representations by uncorrelated random variables (Q1678542) (← links)
- On unlinking of continuous statistics of normal sample (Q1678543) (← links)
- On the mean value parametrization of natural exponential families -- a revisited review (Q1695544) (← links)
- Efficient estimation of the error distribution in a varying coefficient regression model (Q1695546) (← links)
- Asymptotic theory of multiple-set linear canonical analysis (Q1695547) (← links)
- Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach (Q1695549) (← links)
- Classes of improved estimators for parameters of a Pareto distribution (Q1695552) (← links)
- Laguerre deconvolution with unknown matrix operator (Q1702428) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Minimax signal detection under weak noise assumptions (Q1702430) (← links)
- On estimation in some reduced rank extended growth curve models (Q1702431) (← links)
- On joint weak reversed hazard rate order under symmetric copulas (Q1702433) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series (Q1788721) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- The deficiency introduced by resampling (Q1788726) (← links)
- On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process (Q1815811) (← links)
- On nonparametric sign estimators in multiparameter autoregression (Q1815812) (← links)
- On asymptotic behavior of weighted sample quantiles (Q1815813) (← links)
- The simultaneous comparison of estimators (Q1815815) (← links)
- Asymptotic behavior of the characteristic function of simple serial rank statistics (Q1815817) (← links)
- On Baringhaus-Henze test for symmetry: Bahadur efficiency and local optimality for shift alternatives (Q1815818) (← links)
- Stochastic approximation for semimartingale error (Q1815820) (← links)
- Borel isomorphism between the sample space and a product space (Q1815821) (← links)
- The critical problem of saturated \(s_R^{k-p}\) fractional factorial designs (Q1815822) (← links)
- An invitation to quantum estimation (Q1856437) (← links)
- Noncommutative analogues of the Cramér-Rao inequality in the quantum measurement theory (Q1856438) (← links)
- On adaptive estimation for the sup-norm losses (Q1856439) (← links)
- Moderate deviations of some dependent variables. I: Martingales (Q1856440) (← links)
- Study of some new integrated statistics: Computation of Bahadur efficiency, relation with non-standard boundary value problems (Q1856441) (← links)
- Semiparametric hypotheses testing for dynamical systems with small noise (Q1856442) (← links)
- Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables (Q1856443) (← links)
- Moderate deviations of some dependent variables. II: Some kernel estimators (Q1856444) (← links)
- Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics (Q1856445) (← links)
- Relative deficiency of the Kaplan-Meier estimator with respect to a smoothed estimator (Q1856447) (← links)
- Testing exponentiality against the \(\mathcal L\)-class of life distributions (Q1856448) (← links)
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation (Q1856449) (← links)
- The Pinsker bound in mixed Gaussian white noise (Q1856451) (← links)
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes (Q1856452) (← links)
- Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process (Q1856453) (← links)
- Least squares estimation with complexity penalties (Q1856454) (← links)
- Minimax testing composite null hypotheses in the discrete regression scheme (Q1856456) (← links)
- Adaptive detection of a signal of growing dimension. I (Q1856457) (← links)
- Evaluation of the accuracy of nonparametric estimators (Q1856458) (← links)
- Second order optimal sequential discrimination between Markov chains (Q1856459) (← links)
- Data-driven testing the fit of linear models (Q1856460) (← links)
- Asymptotic equivalence for nonparametric regression (Q1856462) (← links)
