The following pages link to Bernoulli (Q61790):
Displaying 50 items.
- A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression (Q627287) (← links)
- Functional CLT for sample covariance matrices (Q627288) (← links)
- Compound Poisson and signed compound Poisson approximations to the Markov binomial law (Q627290) (← links)
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections (Q627291) (← links)
- Optimal designs for discriminating between dose-response models in toxicology studies (Q627292) (← links)
- Asymptotic distributions for a class of generalized \(L\)-statistics (Q627294) (← links)
- Multivariate saddlepoint approximations in tail probability and conditional inference (Q627296) (← links)
- Second order ancillary: a differential view from continuity (Q627298) (← links)
- Testing composite hypotheses via convex duality (Q627299) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (Q627302) (← links)
- Local time and Tanaka formula for a Volterra-type multifractional Gaussian process (Q627303) (← links)
- Passage-time moments and hybrid zones for the exclusion-voter model (Q627305) (← links)
- Criteria for hitting probabilities with applications to systems of stochastic wave equations (Q627306) (← links)
- Consistent group selection in high-dimensional linear regression (Q627307) (← links)
- Concentration of empirical distribution functions with applications to non-i.i.d. models (Q627308) (← links)
- Sharper lower bounds on the performance of the empirical risk minimization algorithm (Q637070) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study (Q637075) (← links)
- Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models (Q637076) (← links)
- Functional linear regression via canonical analysis (Q637078) (← links)
- Varying-coefficient functional linear regression (Q637079) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- Some covariance models based on normal scale mixtures (Q637081) (← links)
- Group representations and high-resolution central limit theorems for subordinated spherical random fields (Q637082) (← links)
- A self-similar process arising from a random walk with random environment in random scenery (Q637083) (← links)
- Fractional pure birth processes (Q637084) (← links)
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances (Q637086) (← links)
- Integral representations and properties of operator fractional Brownian motions (Q637087) (← links)
- Explicit identities for Lévy processes associated to symmetric stable processes (Q637089) (← links)
- Nonparametric regression with filtered data (Q637090) (← links)
- Invariance principles for linear processes with application to isotonic regression (Q637091) (← links)
- On a fractional linear birth-death process (Q637092) (← links)
- Supercritical age-dependent branching Markov processes and their scaling limits (Q637093) (← links)
- Transportation inequalities: from Poisson to Gibbs measures (Q637095) (← links)
- Rice formulae and Gaussian waves (Q637096) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- Estimating conditional quantiles with the help of the pinball loss (Q637098) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- On the heavy-tailedness of Student's \(t\)-statistic (Q637101) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Simultaneous critical values for \(t\)-tests in very high dimensions (Q637106) (← links)
- Statistical analysis of self-similar conservative fragmentation chains (Q637108) (← links)
- On the functional central limit theorem via martingale approximation (Q637109) (← links)
- From Schoenberg to Pick-Nevanlinna: toward a complete picture of the variogram class (Q637110) (← links)
- Characterization theorems for the Gneiting class of space-time covariances (Q637111) (← links)
- The distribution of the maximal difference between a Brownian bridge and its concave majorant (Q637112) (← links)
- Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
