The following pages link to Cube root asymptotics (Q916274):
Displaying 50 items.
- The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications (Q1807181) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- Asymptotics for Lasso-type estimators. (Q1848830) (← links)
- Multiscale maximum likelihood analysis of a semiparametric model, with applications. (Q1848906) (← links)
- Estimation of a convex function: Characterizations and asymptotic theory. (Q1848920) (← links)
- Likelihood ratio tests for monotone functions. (Q1848921) (← links)
- Analyzing bagging (Q1848962) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310) (← links)
- A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem (Q1897083) (← links)
- Maximal type test statistics based on conditional processes (Q1918455) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- On min-max majority and deepest points (Q1962227) (← links)
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model (Q1970485) (← links)
- Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
- Limit distribution theory for block estimators in multiple isotonic regression (Q1996768) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)
- Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems (Q2002577) (← links)
- On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models (Q2044400) (← links)
- Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
- Robustness of the deepest projection regression functional (Q2065268) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
- Cube root weak convergence of empirical estimators of a density level set (Q2148981) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- The numerical bootstrap (Q2176627) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Group selection via adjusted weighted least absolute deviation regression (Q2178401) (← links)
- The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
- A unified study of nonparametric inference for monotone functions (Q2196204) (← links)
- Testing in high-dimensional spiked models (Q2196218) (← links)
- Semiparametric identification and estimation of discrete choice models for bundles (Q2208679) (← links)
- Large sample properties of the regression depth induced median (Q2216957) (← links)
- On the density of the supremum of the solution to the linear stochastic heat equation (Q2219497) (← links)
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
- A robust test for mean change in dependent observations (Q2261987) (← links)
- Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
- Univariate log-concave density estimation with symmetry or modal constraints (Q2316606) (← links)
