The following pages link to Cube root asymptotics (Q916274):
Displaying 50 items.
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- Multiplicative-error models with sample selection (Q2343749) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- The effect of splitting on random forests (Q2347711) (← links)
- Smooth change point estimation in regression models with random design (Q2351700) (← links)
- Joint asymptotics for semi-nonparametric regression models with partially linear structure (Q2352744) (← links)
- Asymptotic normality of the \(L_k\)-error of the Grenander estimator (Q2368852) (← links)
- Bayesian mode and maximum estimation and accelerated rates of contraction (Q2419679) (← links)
- Consistent estimation of a convex density at the origin (Q2440598) (← links)
- Chernoff's density is log-concave (Q2444665) (← links)
- Optimal third root asymptotic bounds in the statistical estimation of thresholds (Q2466687) (← links)
- Hitting times for Gaussian processes (Q2468429) (← links)
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection (Q2473074) (← links)
- Mixed-rates asymptotics (Q2477061) (← links)
- The behavior of the NPMLE of a decreasing density near the boundaries of the support (Q2497180) (← links)
- The asymptotics of MM-estimators for linear regression with fixed designs (Q2499568) (← links)
- Semiparametric identification of binary decision games of incomplete information with correlated private signals (Q2511795) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- Binary response correlated random coefficient panel data models (Q2516313) (← links)
- Concordance and value information criteria for optimal treatment decision (Q2656587) (← links)
- Statistical thresholds for tensor PCA (Q2657928) (← links)
- A quasi-Bayesian change point detection with exchangeable weights (Q2676909) (← links)
- One-dimensional polymers in random environments: stretching vs. folding (Q2679547) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- A general framework for stochastic traveling waves and patterns, with application to neural field equations (Q2790857) (← links)
- Structural threshold regression (Q2826005) (← links)
- Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model (Q2852631) (← links)
- Testing equality of functions under monotonicity constraints (Q2863060) (← links)
- Nonlinear cointegrating regression under weak identification (Q2890702) (← links)
- Exact distribution of argmax (argmin) (Q2891059) (← links)
- Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444) (← links)
- Evaluating marker-guided treatment selection strategies (Q2927594) (← links)
- ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195) (← links)
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model (Q2957762) (← links)
- Asymptotic properties of the residual bootstrap for Lasso estimators (Q3065731) (← links)
- Interpretable Dynamic Treatment Regimes (Q3121178) (← links)
- A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
- AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL (Q3191833) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES (Q3408517) (← links)
- Asymmetric cusp estimation in regression models (Q3462156) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Quantile-Optimal Treatment Regimes (Q4559705) (← links)
- STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
