The following pages link to (Q4040465):
Displaying 44 items.
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Convex Hulls of Random Walks (Q4039322) (← links)
- Representations for bias and variance of the sample standard deviation (Q4275295) (← links)
- On Deterministic and Random Fixed Points (Q4275647) (← links)
- A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis (Q4297833) (← links)
- Bias and Variance Reduction in Estimation of Model Dimension (Q4318361) (← links)
- (Q4359973) (← links)
- On the rate of convergence of series of banach space valued random elements (Q4378931) (← links)
- Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–i: vector lyapunov–like functions (Q4495498) (← links)
- Change Point Estimation in Regression Models with Fixed Design (Q4562200) (← links)
- Extensions of Regularity for a Lévy Process (Q4580432) (← links)
- A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes (Q4623163) (← links)
- Some results for multidimensional stationary independent increment processes (Q4695800) (← links)
- Fourier transforms of stationary processes (Q4819740) (← links)
- Experience rating under weighted squared error loss (Q4859998) (← links)
- Rare-Event Simulation of Heavy-Tailed Random Walks by Sequential Importance Sampling and Resampling (Q4906511) (← links)
- Plot of CLT (Q4967300) (← links)
- (Q4997942) (← links)
- Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data (Q5033270) (← links)
- Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes (Q5038180) (← links)
- Multiplicative deconvolution in survival analysis under dependency (Q5072988) (← links)
- On convergence of moving average series of martingale differences fields taking values in Banach spaces (Q5076971) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- Almost sure limit behaviour of Pfeifer record values (Q5119178) (← links)
- Nonparametric Bayesian Aggregation for Massive Data (Q5214232) (← links)
- Diffusions from infinity (Q5240176) (← links)
- A note on the norming sequence in the central limit theorem (Q5289677) (← links)
- Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques (Q5326129) (← links)
- Characterizing strong estimates (Q5431664) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Kernel density estimation for linear processes (Q5917519) (← links)
- An empirical process approach to the uniform consistency of kernel-type function estimators (Q5919587) (← links)
- Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes (Q5928938) (← links)
- Sequential confidence regions of generalized linear models with adaptive designs (Q5931401) (← links)
- Exact strong laws for multidimensionally indexed random variables (Q5935556) (← links)
- Sequential estimation of the variance of an unknown distribution (Q5957827) (← links)
- Sequential determination of the number of bootstrap samples (Q5957836) (← links)
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (Q5965327) (← links)
- Bernstein polynomial distribution estimators and the Dvoretzky–Kiefer–Wolfowitz inequality (Q6169084) (← links)
- Exchangeability, correlation, and Bayes' effect (Q6577568) (← links)
- Empirical likelihood for generalized linear models with longitudinal data (Q6594968) (← links)
- Taxicab Metric of a Different Kind (Q6618064) (← links)
- Edge rigidity of Dyson Brownian motion with general initial data (Q6620105) (← links)
