The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Density estimation for RWRE (Q2002087) (← links)
- A semi-parametric mode regression with censored data (Q2002089) (← links)
- On the power of Pearson's test under local alternatives in autoregression with outliers (Q2002090) (← links)
- A large deviation approximation for multivariate density functions (Q2002091) (← links)
- Outliers and the ostensibly heavy tails (Q2002093) (← links)
- Bounds on the expectations of \(L\)-statistics based on iid life distributions (Q2082289) (← links)
- Varentropy of past lifetimes (Q2082290) (← links)
- Jensen's inequality connected with a double random good (Q2082293) (← links)
- Statistical inference in a zero-inflated Bell regression model (Q2096908) (← links)
- Robbins-Monro algorithm with \(\psi\)-mixing random errors (Q2096911) (← links)
- Information generating function of record values (Q2096913) (← links)
- On a time dependent divergence measure between two residual lifetime distributions (Q2121594) (← links)
- On some models of ordered random variables and characterizations of distributions (Q2121595) (← links)
- Applying the solution for the first multiplicity of types equation to calculate exact approximations of the probability distributions of statistical values (Q2121597) (← links)
- Censored gamma regression with uncertain censoring status (Q2121598) (← links)
- Selecting an augmented random effects model (Q2121599) (← links)
- D-optimal designs for the Mitscherlich non-linear regression function (Q2157541) (← links)
- Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions (Q2157542) (← links)
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density (Q2239311) (← links)
- Kernel selection in nonparametric regression (Q2239312) (← links)
- Multi-level Bayes and MAP monotonicity testing (Q2239313) (← links)
- Bounding the expectation of the supremum of empirical processes indexed by Hölder classes (Q2239314) (← links)
- Optimal rates for nonparametric F-score binary classification via post-processing (Q2239315) (← links)
- Adaptive minimax testing for circular convolution (Q2239317) (← links)
- A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
- Piecewise linear density estimation for sampled data (Q2261898) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Expectation identities of lower generalized order statistics from generalized exponential distribution and a characterization (Q2261901) (← links)
- Linear ordinal quasi-symmetry model and decomposition of symmetry for multi-way tables (Q2261903) (← links)
- \(L_1\)-estimation for the location parameters in stochastic volatility models (Q2261904) (← links)
- Non-uniform bounds in local limit theorems in case of fractional moments. II (Q2261905) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- On the errors committed by sequences of estimator functionals (Q2261907) (← links)
- Minimax nonparametric testing in a problem related to the Radon transform (Q2261908) (← links)
- On limit distributions for intermediate order statistics under power normalization (Q2261909) (← links)
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection (Q2261910) (← links)
- On two estimates related to the change-point problem (Q2261911) (← links)
- On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series (Q2261912) (← links)
- A note on superkernel density estimators (Q2261913) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- Spectral cut-off regularizations for ill-posed linear models (Q2261917) (← links)
- Pointwise adaptive estimation of a multivariate function (Q2261918) (← links)
- Concentration curve for truncated and censored data (Q2261920) (← links)
- Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment (Q2261921) (← links)
- General regularization schemes for signal detection in inverse problems (Q2261922) (← links)
- Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Exponential bounds for intensity of jumps (Q2261925) (← links)
- Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
