The following pages link to Bernoulli (Q61790):
Displaying 50 items.
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency (Q605846) (← links)
- Adaptive estimation of linear functionals in the convolution model and applications (Q605847) (← links)
- Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
- Optimal designs for dose-finding experiments in toxicity studies (Q605849) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- On continuous-time autoregressive fractionally integrated moving average processes (Q605852) (← links)
- Discrete approximation of a stable self-similar stationary increments process (Q605854) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Random systems of polynomial equations. The expected number of roots under smooth analysis (Q605856) (← links)
- Asymptotics for diffusion first-passage laws (Q605857) (← links)
- Multicolor urn models with reducible replacement matrices (Q605858) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- A cluster identification framework illustrated by a filtering model for earthquake occurrences (Q605863) (← links)
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Subsampling needlet coefficients on the sphere (Q605868) (← links)
- Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869) (← links)
- Estimating the joint distribution of independent categorical variables via model selection (Q605871) (← links)
- Multifractal scaling of products of birth-death processes (Q605873) (← links)
- A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature (Q605874) (← links)
- Stein's method and Poisson process approximation for a class of Wasserstein metrics (Q605875) (← links)
- Efficiency of the maximum partial likelihood estimator for nested case control sampling (Q605876) (← links)
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Nonparametric estimation of a convex bathtub-shaped hazard function (Q605882) (← links)
- Asymptotic optimal designs under long-range dependence error structure (Q605883) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- The two-parameter Poisson-Dirichlet point process (Q605886) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- A note on the backfitting estimation of additive models (Q605888) (← links)
- Optimal rates for plug-in estimators of density level sets (Q605890) (← links)
- Determining full conditional independence by low-order conditioning (Q605892) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- On the approximation of mean densities of random closed sets (Q605894) (← links)
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Evaluation for moments of a ratio with application to regression estimation (Q605896) (← links)
- Size-biased branching population measures and the multi-type \(x \log x\) condition (Q605897) (← links)
- Small deviations of stable processes and entropy of the associated random operators (Q605898) (← links)
- On approximation of Markov binomial distributions (Q605899) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes (Q605901) (← links)
- Tightness for the interface of the one-dimensional contact process (Q627278) (← links)
- Hausdorff and packing dimensions of the images of random fields (Q627279) (← links)
- Ball throwing on spheres (Q627280) (← links)
- Asymptotics of randomly stopped sums in the presence of heavy tails (Q627282) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- Frontier estimation and extreme value theory (Q627286) (← links)
