Pages that link to "Item:Q5896394"

The following pages link to Convergence of stochastic processes (Q5896394):

Displaying 50 items.

• An omnibus test of goodness-of-fit for conditional distributions with applications to regression models (Q449354) (← links)
• Bootstrapping sample quantiles in non-regular cases (Q449898) (← links)
• The Bernstein-von Mises theorem for the proportional hazard model (Q449942) (← links)
• A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
• Optimal rates of convergence for convex set estimation from support functions (Q450039) (← links)
• Some results on classifier selection with missing covariates (Q453718) (← links)
• Generalization ability of fractional polynomial models (Q461189) (← links)
• An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
• Estimating functional dependences based on time series with the use of classes of regression functions of infinite capacity (Q464850) (← links)
• Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net (Q464878) (← links)
• A new perspective on least squares under convex constraint (Q482891) (← links)
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
• A ballistic motion disrupted by quantum reflections (Q494852) (← links)
• Weak convergence of \(h\)-transforms for one-dimensional diffusions (Q504481) (← links)
• Model checking for a general linear model with nonignorable missing covariates (Q511073) (← links)
• Functional central limit theorems for the Nelson-Aalen and Kaplan-Meier estimators for dependent stationary data (Q514118) (← links)
• Robust bent line regression (Q514183) (← links)
• On the \(L_p\) norms of kernel regression estimators for incomplete data with applications to classification (Q518885) (← links)
• Sure feature screening for high-dimensional dichotomous classification (Q525910) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
• Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
• Approach theory meets probability theory (Q536034) (← links)
• A test for the bidirectional stochastic order with an application to quality control theory (Q544077) (← links)
• Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes (Q548644) (← links)
• Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
• The central limit theorem for weighted empirical processes indexed by sets (Q578731) (← links)
• Mode regression (Q583812) (← links)
• Learning with side information: PAC learning bounds (Q596314) (← links)
• A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
• Distances on probability measures and random variables (Q607299) (← links)
• Empirical likelihood for linear models under negatively associated errors (Q608335) (← links)
• Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
• Diffusive behavior for randomly kicked Newtonian particles in a spatially periodic medium (Q621323) (← links)
• Rates of strong uniform convergence of the \(k_T\)-occupation time density estimator (Q625298) (← links)
• Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
• Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
• Efficient estimation of a varying-coefficient partially linear binary regression model (Q627609) (← links)
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
• Optimal calibration for multiple testing against local inhomogeneity in higher dimension (Q639876) (← links)
• Regularized least-squares regression: learning from a sequence (Q645620) (← links)
• Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
• Absolute regularity and ergodicity of Poisson count processes (Q654407) (← links)
• Probabilistic sampling of finite renewal processes (Q654409) (← links)
• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516) (← links)
• Rigorous learning curve bounds from statistical mechanics (Q676243) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• A remark on the weak convergence of processes in the Skorohod topology (Q685730) (← links)
• Nonparametric search (Q690167) (← links)