The following pages link to Mathematical Methods of Statistics (Q62238):
Displaying 50 items.
- Limit theory of bivariate generalized order statistics with random sample size (Q722602) (← links)
- Entropic moments and domains of attraction on countable alphabets (Q722605) (← links)
- On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
- Tikhonov-Phillips regularizations in linear models with blurred design (Q726578) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Efficiency of exponentiality tests based on a special property of exponential distribution (Q726582) (← links)
- Extremal problems for hypotheses testing with set-valued decisions (Q726584) (← links)
- Two tests for multivariate normality based on the characteristic function (Q734524) (← links)
- Nonparametric estimation for censored lifetimes suffering from unknown selection bias (Q734525) (← links)
- Nonparametric hypothesis testing for intensity of the Poisson process (Q734527) (← links)
- Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
- Linear and convex aggregation of density estimators (Q734530) (← links)
- On a multi-channel change-point problem (Q734532) (← links)
- Image reconstruction in multi-channel model under Gaussian noise (Q734534) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- A general autoregressive model with Markov switching: estimation and consistency (Q734539) (← links)
- Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
- \(k_n\)-nearest neighbor estimators of entropy (Q734546) (← links)
- PAC-Bayesian bounds for randomized empirical risk minimizers (Q734547) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- Some theoretical results on the grouped variables Lasso (Q734551) (← links)
- Monotone nonparametric regression with random design (Q734553) (← links)
- Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels (Q734554) (← links)
- Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) (Q734565) (← links)
- Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data (Q734568) (← links)
- A stochastic approximation algorithm with multiplicative step size modification (Q734569) (← links)
- Asymptotically optimal estimates in the smooth change-point problem (Q876764) (← links)
- Nonparametric sequential estimation of the drift in diffusion processes via model selection (Q876765) (← links)
- On filtered experiments and the information contained in likelihood ratios (Q876767) (← links)
- Consistency of concave regression with an application to current-status data (Q876768) (← links)
- A general asymptotic theory of \(M\)-estimators. II (Q876770) (← links)
- Bahadur local asymptotic optimality for generalizations of the Cramér-von Mises and Anderson-Darling statistics (Q876772) (← links)
- \(d\)-posterior concept of \(p\)-value (Q876773) (← links)
- Sample paths adaptive density estimation (Q876774) (← links)
- Asymptotic theory of nonlinear regression with long-range dependence (Q876775) (← links)
- Large deviations for \(M\)-estimators (Q876776) (← links)
- Asymptotically minimax test of independence (Q876778) (← links)
- Discriminant analysis of stationary finite Markov chains (Q876780) (← links)
- Efficient estimation of multivariate analytic functions in cube-like domains (Q876781) (← links)
- Minimax estimation of linear functionals in the convolution model (Q876783) (← links)
- Minimum distance estimates in the ARCH model (Q876784) (← links)
- Zero regression characterizations of natural exponential families generated by Lévy stable laws -- a complementary subclass (Q876785) (← links)
- Nonparametric one-sided testing for the mean and related extremum problems (Q876787) (← links)
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model (Q876788) (← links)
- Nonparametric hypothesis testing for small type I errors. I (Q876789) (← links)
- Estimation of smooth regression functions from stationary and ergodic observations via least squares (Q876790) (← links)
- Large deviation principle for generalized quantile functions (Q876791) (← links)
