The following pages link to Uniform Central Limit Theorems (Q4222738):
Displaying 50 items.
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions (Q746883) (← links)
- Some limit theorems for empirical processes (with discussion) (Q802198) (← links)
- Gaussian characterization of uniform Donsker classes of functions (Q810991) (← links)
- A law of iterated logarithm for the subfractional Brownian motion and an application (Q824542) (← links)
- Uniform limit theorems for wavelet density estimators (Q838011) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- Empirical risk minimization in inverse problems (Q847644) (← links)
- Regularization in kernel learning (Q847647) (← links)
- On Borel measurability and large deviations for fuzzy random variables (Q853427) (← links)
- Skorohod representation on a given probability space (Q863479) (← links)
- Risk bounds for statistical learning (Q869973) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- On the generalization error of fixed combinations of classifiers (Q881592) (← links)
- Multilevel Dyson Brownian motions via Jack polynomials (Q892157) (← links)
- Half-region depth for stochastic processes (Q893170) (← links)
- Vapnik-Chervonenkis density on indiscernible sequences, stability, and the maximum property (Q894257) (← links)
- Convergence theorems for generalized functional sequences of discrete-time normal martingales (Q898211) (← links)
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation (Q900800) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- Uniform central limit theorems for kernel density estimators (Q929370) (← links)
- Obtaining fast error rates in nonconvex situations (Q933417) (← links)
- Convergence in law of partial sum processes in \(p\)-variation norm (Q946145) (← links)
- Multivariate trimmed means based on the Tukey depth (Q958794) (← links)
- Compression schemes, stable definable families, and o-minimal structures (Q972602) (← links)
- Asymptotics and optimal bandwidth selection for highest density region estimation (Q973884) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling (Q989178) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- On convergence and convolutions of random signed measures (Q1014058) (← links)
- Entropy conditions for \(L_{r}\)-convergence of empirical processes (Q1016138) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Differentiability of \(t\)-functionals of location and scatter (Q1020987) (← links)
- Complementably universal Banach spaces. II. (Q1039409) (← links)
- Some ideas about quantitative convergence of collision models to their mean field limit (Q1040718) (← links)
- Projection based scatter depth functions and associated scatter estimators (Q1041070) (← links)
- Fréchet differentiability, \(p\)-variation and uniform Donsker classes (Q1203663) (← links)
- The central limit theorem for \(U\)-processes indexed by Hölder's functions (Q1332863) (← links)
- Asymptotics for likelihood ratio tests under loss of identifiability (Q1412366) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- Vapnik-Chervonenkis type conditions and uniform Donsker classes of functions (Q1431502) (← links)
- Symmetrization approach to concentration inequalities for empirical processes. (Q1433892) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- Learnability in Hilbert spaces with reproducing kernels (Q1599198) (← links)
- Asymptotic predictive inference with exchangeable data (Q1620933) (← links)
- Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume (Q1631486) (← links)
- Uniform in bandwidth consistency of nonparametric regression based on copula representation (Q1640948) (← links)
- Large width nearest prototype classification on general distance spaces (Q1643154) (← links)
