The following pages link to (Q5434185):
Displaying 50 items.
- Integer-valued moving average models with structural changes (Q1717897) (← links)
- Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model (Q1731213) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Detection and analysis of spikes in a random sequence (Q1739350) (← links)
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Strong Gaussian approximation of the mixture Rasch model (Q1740527) (← links)
- Robust two-sample test of high-dimensional mean vectors under dependence (Q1755128) (← links)
- Vote-motivated candidates (Q1757570) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion (Q1928376) (← links)
- On the goodness-of-fit procedure for normality based on the empirical characteristic function for ranked set sampling data (Q1938494) (← links)
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution (Q1945053) (← links)
- Prediction in several conventional contexts (Q1951650) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- Weighted dependency graphs (Q1990226) (← links)
- Distance-based and RKHS-based dependence metrics in high dimension (Q1996774) (← links)
- On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables (Q2023897) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function (Q2070638) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Approximate confidence intervals for a binomial \(p\) -- once again (Q2092902) (← links)
- A novel reference governor approach for constraint management of nonlinear systems (Q2097710) (← links)
- Robust Bayesian inference in proxy SVARs (Q2116362) (← links)
- Operators central limit theorem (Q2137485) (← links)
- A central limit theorem for sets of probability measures (Q2169078) (← links)
- Directional differentiability for supremum-type functionals: statistical applications (Q2174996) (← links)
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values (Q2179954) (← links)
- Quality gain analysis of the weighted recombination evolution strategy on general convex quadratic functions (Q2182717) (← links)
- Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory (Q2189622) (← links)
- Posterior distribution of nondifferentiable functions (Q2190216) (← links)
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey (Q2194579) (← links)
- Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency (Q2199120) (← links)
- Randomized mixture models for probability density approximation and estimation (Q2200581) (← links)
- On the validity of the formal Edgeworth expansion for posterior densities (Q2215719) (← links)
- Test-statistic correlation and data-row correlation (Q2216977) (← links)
- Frequentist properties of Bayesian inequality tests (Q2225020) (← links)
- A switch convergence for a small perturbation of a linear recurrence equation (Q2233653) (← links)
- Efficient estimation of the odds using judgment post stratification (Q2233666) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- Affine invariant depth-based tests for the multivariate one-sample location problem (Q2273173) (← links)
- Tail asymptotic behavior of the supremum of a class of chi-square processes (Q2273717) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
