The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Averaging for estimating covariances in stochastic approximation (Q1894109) (← links)
- Testing of nonparametric hypotheses for multivariate data (Q1894110) (← links)
- On nonparametric sign procedures for autoregression models (Q1894111) (← links)
- Limiting distribution of the minimal spacing (Q1894112) (← links)
- Asymptotic normality for a general statistic from a random field (Q1894113) (← links)
- Maximum likelihood estimation for a stratified finite population (Q1894114) (← links)
- Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation (Q1894115) (← links)
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals (Q1900830) (← links)
- The method of sieves and minimum contrast estimators (Q1900831) (← links)
- On the uniform Bahadur-Kiefer representation (Q1900832) (← links)
- Minimax kernel density estimators with length biased data (Q1900833) (← links)
- On a characterization of variance functions of natural exponential families (Q1900834) (← links)
- Mean unbiased medians, median unbiased means, and symmetric random walks (Q1900835) (← links)
- A generalization of covariance identity and related characterizations (Q1900836) (← links)
- Convergence theorems for empirical cumulative quantile regression functions (Q1900837) (← links)
- On local and global asymptotic normality (Q1900838) (← links)
- On the efficiency of wavelet estimators under arbitrary error distributions (Q1900839) (← links)
- A formula for deficiency: One sample \(L\)- and \(R\)-tests. I (Q1900840) (← links)
- Bootstrapping a nonparametric polytomous regression model (Q1900841) (← links)
- Strong approximation theorems for integrated kernel quantiles (Q1900842) (← links)
- Strong convergence of sums of \(\varphi\)-mixing random variables (Q1900843) (← links)
- Distance in variation and a Fisher-type information (Q1900844) (← links)
- Local adaptation to inhomogeneous smoothness: Resolution level (Q1903290) (← links)
- On minimax filtering over ellipsoids (Q1903291) (← links)
- A formula for deficiency: One-sample \(L\)- and \(R\)-tests. II (Q1903292) (← links)
- Large deviations and intermediate efficiency of decomposable statistics in a multinomial scheme (Q1903293) (← links)
- Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families (Q1903294) (← links)
- On symmetrization of product measures (Q1903295) (← links)
- Central limit theorem for martingales in BGWR branching processes with some statistical applications (Q1903296) (← links)
- Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases (Q1909012) (← links)
- Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (Q1909013) (← links)
- Optimal strong convergence rates in nonparametric regression (Q1909014) (← links)
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I (Q1909015) (← links)
- On nonparametric sign tests in multiparameter autoregression (Q1909016) (← links)
- The joint density of two functionals of Brownian motion (Q1909017) (← links)
- A robust generalized Bayes estimator of a multivariate normal mean (Q1909018) (← links)
- On the second order minimax estimation of distribution functions (Q1919750) (← links)
- Weighted means of processes in stochastic approximation (Q1919752) (← links)
- Parameter estimation of a signal from linear indirect observations (Q1919753) (← links)
- On a test for uniformity of a circular distribution (Q1919754) (← links)
- Robust estimation in nonlinear regression via minimum distance method (Q1919755) (← links)
- Lower confidence regions for restricted parameter spaces (Q1919756) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Adaptive estimation of linear functionals in functional linear models (Q1933354) (← links)
- Wavelets-based estimation of nonlinear canonical analysis (Q1933355) (← links)
- The cumulative quantile regression function with censored and truncated covariate (Q1933356) (← links)
- Banks' criterion and symmetric stable laws with index of stability between one-half and one (Q1935398) (← links)
- Adaptive covariance estimation with model selection (Q1935400) (← links)
- Large deviation results for the nonparametric regression function estimator on functional data (Q1935402) (← links)
- Bayesian predictive distribution for a negative binomial model (Q2002085) (← links)
