The following pages link to Cube root asymptotics (Q916274):
Displaying 50 items.
- Asymptotic confidence intervals for the length of the short<i>t</i> under random censoring (Q4850115) (← links)
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation (Q4870011) (← links)
- An Asymptotic Linear Representation for the Breslow Estimator (Q4929190) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- (Q4998899) (← links)
- Distributed estimation and its fast algorithm for change-point in location models* (Q5046816) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Semi-parametric estimation of multinomial choice model with unobserved heterogeneity (Q5057341) (← links)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- Testing Conditional Independence Restrictions (Q5080459) (← links)
- On the location of the maximum of a process: Lévy, Gaussian and Random field cases (Q5086464) (← links)
- THE FLOOR OF THE ARITHMETIC MEAN OF THE CUBE ROOTS OF THE FIRST INTEGERS (Q5118587) (← links)
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand (Q5138614) (← links)
- (Q5148992) (← links)
- (Q5149257) (← links)
- Karhunen–Loeve expansion for the additive two-sided Brownian motion (Q5160239) (← links)
- Robust Estimation in Binary Choice Models (Q5190602) (← links)
- DYNAMIC TIME SERIES BINARY CHOICE (Q5199495) (← links)
- Penalized regression models with autoregressive error terms (Q5218904) (← links)
- SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS (Q5221311) (← links)
- INTEGRATED SCORE ESTIMATION (Q5371155) (← links)
- On the Location of the Maximum of a Continuous Stochastic Process (Q5416547) (← links)
- Statistical properties of generalized discrepancies (Q5429507) (← links)
- Bootstrapping the shorth for regression (Q5429576) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- Stochastic Tree Search for Estimating Optimal Dynamic Treatment Regimes (Q5857116) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- Smoothed maximum score estimation with nonparametrically generated covariates (Q5861059) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
- Two-step estimation of semiparametric censored regression models (Q5939170) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)
- Asymptotic analysis of isotonic estimation for grouped data (Q5950625) (← links)
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. (Q5958691) (← links)
- On convex least squares estimation when the truth is linear (Q5965321) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- Resampling‐based confidence intervals for model‐free robust inference on optimal treatment regimes (Q6050954) (← links)
- Threshold regression with nonparametric sample splitting (Q6108278) (← links)
- Revisiting consistency of a recursive estimator of mixing distributions (Q6158212) (← links)
- Isotonic regression discontinuity designs (Q6163242) (← links)
- Logical differencing in dyadic network formation models with nontransferable utilities (Q6163282) (← links)
- Least sum of squares of trimmed residuals regression (Q6184883) (← links)
- Asset pricing with neural networks: significance tests (Q6193024) (← links)
- Scaling limit of a one-dimensional polymer in a repulsive i.i.d. environment (Q6545183) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
- Nonnegative group bridge and application in financial index tracking (Q6549164) (← links)
- Test of Significance for High-Dimensional Thresholds with Application to Individualized Minimal Clinically Important Difference (Q6567935) (← links)
- A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators (Q6573041) (← links)
- Estimation of a \(k\)-monotone density: characterizations, consistency and minimax lower bounds (Q6573256) (← links)
