Pages that link to "Item:Q5896394"
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The following pages link to Convergence of stochastic processes (Q5896394):
Displaying 50 items.
- An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
- Asymptotics for the Tukey median (Q697461) (← links)
- Some extensions of Tukey's depth function (Q697473) (← links)
- On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
- Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure (Q712518) (← links)
- Analysis of a multi-category classifier (Q714014) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Reconstruction for the Potts model (Q717882) (← links)
- A high-dimensional Wilks phenomenon (Q718891) (← links)
- Two proofs for shallow packings (Q728497) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Robust confidence sets in the presence of weak instruments (Q736516) (← links)
- Multi-category classifiers and sample width (Q736602) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Quantile-based nonparametric inference for first-price auctions (Q738160) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Simultaneous estimation of linear conditional quantiles with penalized splines (Q746864) (← links)
- Regression analysis of informative current status data with the additive hazards model (Q747361) (← links)
- A uniform law of large numbers and empirical central limit theorem for limits of finite populations (Q749995) (← links)
- Results on learnability and the Vapnik-Chervonenkis dimension (Q751859) (← links)
- Bootstrap choice of tuning parameters (Q756329) (← links)
- The asymptotic power function of GLR tests for local change of parameter (Q758034) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- A limit theorem for triangle functions (Q812618) (← links)
- Quantile process for left truncated and right censored data (Q816589) (← links)
- EM algorithm for the additive risk mixture cure model with interval-censored data (Q825204) (← links)
- An additive hazards cure model with informative interval censoring (Q825223) (← links)
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces (Q826973) (← links)
- Smooth simultaneous confidence band for the error distribution function in nonparametric regression (Q829738) (← links)
- Penalising symmetric stable Lévy paths (Q841225) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- Nonparametric inference from the M/G/1 workload (Q850769) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- On ordinal comparison of policies in Markov reward processes (Q852153) (← links)
- Joint identification of plant rational models and noise distribution functions using binary-valued observations (Q856497) (← links)
- Solutions to hybrid inclusions via set and graphical convergence with stability theory applications (Q856502) (← links)
- Estimation in varying-coefficient proportional hazard regression model (Q862354) (← links)
- Robust estimating equation based on statistical depth (Q864914) (← links)
- Multidimensional trimming based on projection depth (Q869968) (← links)
- On the tractability of multivariate integration and approximation by neural networks (Q876822) (← links)
- An estimate on the supremum of a nice class of stochastic integrals and U-statistics (Q877452) (← links)
