The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- The asymptotic theory of permutation statistics. (Q1856524) (← links)
- Efficiency of NPMLE in nonparametric missing data models. (Q1856525) (← links)
- A remark on consistent estimation. (Q1856527) (← links)
- Interval censoring: A nonasymptotic point of view. (Q1856528) (← links)
- Restoration of binary images for Bernoullian noise models. (Q1856530) (← links)
- Nonparametric symmetry tests for statistical functionals. (Q1856531) (← links)
- Adaptive nonparametric estimation of smooth multivariate functions. (Q1856532) (← links)
- Selection of the best population in models with nuisance parameters. (Q1856533) (← links)
- Sufficiency, exponential families, and algebraically independent numbers. (Q1856534) (← links)
- Current status regression. (Q1856535) (← links)
- Efficient estimation of invariant distributions of some semiparametric Markov chain models. (Q1856536) (← links)
- How to improve the accuracy of estimation. (Q1856537) (← links)
- Generalized intermediate efficiency of goodness-of-fit tests. (Q1856538) (← links)
- The Laplace method for computing exact asymptotics of distributions of integral statistics. (Q1856539) (← links)
- On testing nonparametric hypotheses for analytic regression functions in Gaussian noise. (Q1856540) (← links)
- Quasi-convex loss functions, unimodal distributions, and the convolution theorem (Q1856541) (← links)
- Adaptive estimation of integrated functionals (Q1856542) (← links)
- Two adaptive rates of convergence in pointwise density estimation (Q1856543) (← links)
- On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544) (← links)
- Characterization of probability distributions by independence structures (Q1856545) (← links)
- Nonparametric estimation of some functional with small noise diffusion processes (Q1856546) (← links)
- On sharp adaptive estimation of multivariate curves (Q1856547) (← links)
- Estimation of smooth functionals in image models (Q1856549) (← links)
- Second order minimax estimation in partial linear models (Q1856550) (← links)
- The general quantization problem for distributions with regular support (Q1856551) (← links)
- Consistency of the empirical quantization error (Q1856552) (← links)
- Rate of convergence of the probability of non-existence of the MLE's in simple logistic regression (Q1856554) (← links)
- The convolution theorem for infinite-dimensional parameter spaces (Q1856555) (← links)
- Optimal lower and upper bounds for the \(\mathbb{L}_p\)-mean deviation of functions of a random variable (Q1856557) (← links)
- Functional limit theorems for induced order statistics (Q1856558) (← links)
- A strong approximation of the shortt process (Q1856559) (← links)
- Adaptive estimation of the transition density of a regular Markov chain (Q1856560) (← links)
- Additive time series: The kernel integration method (Q1856562) (← links)
- Nonparametric estimation in a varying-coefficient Cox model (Q1856563) (← links)
- Some results for empirical processes of locally dependent arrays (Q1856564) (← links)
- On self-normalized sums (Q1856565) (← links)
- Asymptotic properties of high order spacings under dependence assumptions (Q1856567) (← links)
- A collection of papers presented at the meeting on mathematical statistics, Marseille, France, December 10--15, 2000 (Q1860604) (← links)
- Normal approximation for some mean-value estimates of absolutely regular tessellations (Q1894097) (← links)
- Minimum Hellinger distance point estimates consistent under weak family regularity (Q1894098) (← links)
- Tests based on score statistics: Power properties and related results (Q1894099) (← links)
- Third-order correct bootstrap calibrated confidence bounds for nonparametric mean (Q1894100) (← links)
- Glivenko-Cantelli for Kaplan-Meier (Q1894101) (← links)
- Rate of convergence in the functional limit theorem for likelihood ratio processes (Q1894102) (← links)
- On median estimates and tests in autoregressive models (Q1894103) (← links)
- On second order correctness of Efron's bootstrap without Cramér-type conditions in linear regression models (Q1894104) (← links)
- Limiting behavior of the perturbed empirical distribution functions evaluated at a random point under dependence (Q1894105) (← links)
- Characterization of matrix variate normality through conditional distributions (Q1894106) (← links)
- On efficient estimation in regression models with unknown scale functions (Q1894107) (← links)
- Modified EM-estimator of the bivariate survival function (Q1894108) (← links)
