The following pages link to Probability for Statisticians (Q4496854):
Displaying 50 items.
- A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Comonotonic global spectral models of gas radiation in non-uniform media based on arbitrary probability measures (Q2294215) (← links)
- Theory of generalized discrepancies on a ball of arbitrary finite dimensions and algorithms for finding low-discrepancy point sets (Q2294805) (← links)
- Univariate log-concave density estimation with symmetry or modal constraints (Q2316606) (← links)
- Weak stability of centred quadratic stochastic operators (Q2317952) (← links)
- High-dimensional Ising model selection with Bayesian information criteria (Q2340871) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable (Q2346012) (← links)
- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution (Q2370462) (← links)
- A note on the asymptotic distribution of lasso estimator for correlated data (Q2392488) (← links)
- Chernoff's density is log-concave (Q2444665) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- Normal approximation for nonlinear statistics using a concentration inequality approach (Q2465279) (← links)
- A SINful approach to Gaussian graphical model selection (Q2474398) (← links)
- Genealogical particle analysis of rare events (Q2496500) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Maximum likelihood for the fully observed contact process (Q2571222) (← links)
- Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data (Q2634243) (← links)
- Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space (Q2692923) (← links)
- Variable selection using stepdown procedures in high-dimensional linear models (Q2833627) (← links)
- Two-sample test against one-sided alternatives (Q2911722) (← links)
- Parameter Estimation for Exponentially Tempered Power Law Distributions (Q2920008) (← links)
- Statistical properties of $b$-adic diaphonies (Q2953208) (← links)
- A binary control chart to detect small jumps (Q3396489) (← links)
- ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX (Q4561970) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- Partial identification by extending subdistributions (Q4629404) (← links)
- Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)
- Nonlinear wavelet density estimation under the Koziol–Green model (Q4819553) (← links)
- A Martingale Representation for Matching Estimators (Q4916517) (← links)
- Detecting changes in the second moment structure of high-dimensional sensor-type data in a <i>K</i>-sample setting (Q4965652) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- <i>RR</i>-plot: a descriptive tool for regression observations (Q5036966) (← links)
- A Monte Carlo-based pseudo-coefficient of determination for generalized linear models with binary outcome (Q5138722) (← links)
- Discrete power distributions and inference using likelihood (Q5162907) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Computational aspects of Cui-Freeden statistics for equidistribution on the sphere (Q5326504) (← links)
- Estimation of the quantile function using Bernstein–Durrmeyer polynomials (Q5419452) (← links)
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics (Q5881045) (← links)
- A composite generalization of Ville's martingale theorem using e-processes (Q6177514) (← links)
- Nonparametric estimates of demand in the California health insurance exchange (Q6536513) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit (Q6578495) (← links)
- Studentization versus variance stabilization: a simple way out of an old dilemma (Q6579151) (← links)
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation (Q6618103) (← links)
- A nonparametric doubly robust test for a continuous treatment effect (Q6621539) (← links)
