The following pages link to Bernoulli (Q61790):
Displaying 50 items.
- Sojourn measures of Student and Fisher-Snedecor random fields (Q396014) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models (Q396017) (← links)
- Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Fisher information and convergence to stable laws (Q396022) (← links)
- Feature selection when there are many influential features (Q396025) (← links)
- A stochastic algorithm finding generalized means on compact manifolds (Q404139) (← links)
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion (Q408080) (← links)
- Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion (Q408082) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- Central limit theorems for the excursion set volumes of weakly dependent random fields (Q408088) (← links)
- Independence properties of the Matsumoto-Yor type (Q408091) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Efficient estimation of moments in linear mixed models (Q408097) (← links)
- Nonparametric multivariate rank tests and their unbiasedness (Q408099) (← links)
- On adaptive resampling strategies for sequential Monte Carlo methods (Q408101) (← links)
- On the inclusion probabilities in some unequal probability sampling plans without replacement (Q408103) (← links)
- Tree cumulants and the geometry of binary tree models (Q408105) (← links)
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Radon needlet thresholding (Q418226) (← links)
- Thermodynamics and concentration (Q418227) (← links)
- A multivariate piecing-together approach with an application to operational loss data (Q418229) (← links)
- A class of multivariate infinitely divisible distributions related to arcsine density (Q418232) (← links)
- Bayesian estimation of a bivariate copula using the Jeffreys prior (Q418233) (← links)
- Central limit theorem and influence function for the MCD estimators at general multivariate distributions (Q418235) (← links)
- Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
- Reparametrization of the least favorable submodel in semi-parametric multisample models (Q418238) (← links)
- Similarity of samples and trimming (Q418241) (← links)
- A unified minimax result for restricted parameter spaces (Q418243) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains (Q418248) (← links)
- On moving-average models with feedback (Q418252) (← links)
- Correction to ``Asymptotic optimal designs under long-range dependence error structure'' (Q418253) (← links)
- Skew-symmetric distributions and Fisher information -- a tale of two densities (Q442072) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Function-indexed empirical processes based on an infinite source Poisson transmission stream (Q442075) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- On the small-time behavior of subordinators (Q442077) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- Conditional limit laws for goodness-of-fit tests (Q442080) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
- Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II (Q442086) (← links)
