Pages that link to "Item:Q802198"
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The following pages link to Some limit theorems for empirical processes (with discussion) (Q802198):
Displaying 50 items.
- Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
- Permutation tests for multivariate location problems (Q1293660) (← links)
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences (Q1314306) (← links)
- Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions (Q1314308) (← links)
- The central limit theorem for \(U\)-processes indexed by Hölder's functions (Q1332863) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Vapnik-Chervonenkis dimension and (pseudo-)hyperplane arrangements (Q1338464) (← links)
- Sphere packing numbers for subsets of the Boolean \(n\)-cube with bounded Vapnik-Chervonenkis dimension (Q1345876) (← links)
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach (Q1346933) (← links)
- Asymptotic theory for nonparametric estimation of survival curves under order restrictions (Q1354404) (← links)
- Consistency for the least squares estimator in nonparametric regression (Q1354453) (← links)
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions (Q1368844) (← links)
- Sections of smooth convex bodies via majorizing measures (Q1372995) (← links)
- On Hoffmann-Jørgensen-type inequalities for outer expectations with applications (Q1377214) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- Mutual information, metric entropy and cumulative relative entropy risk (Q1383090) (← links)
- The \(L_1\)-norm density estimator process (Q1394525) (← 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)
- Laws of the iterated logarithm for censored data (Q1577751) (← links)
- M-estimators converging to a stable limit (Q1587359) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- The limiting distribution of a test for multivariate structure (Q1611828) (← links)
- Universal discretization (Q1635842) (← links)
- Learning without concentration for general loss functions (Q1647935) (← links)
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization (Q1657945) (← links)
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator (Q1726715) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- Detection and analysis of spikes in a random sequence (Q1739350) (← links)
- A Donsker theorem for Lévy measures (Q1762342) (← links)
- Limit theorems in a nonseparable function space (Q1821418) (← links)
- Un critère sur les petites boules dans le théorème limite central. (A criterion on small balls in the central limit theorem) (Q1822122) (← links)
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions (Q1822406) (← links)
- A uniform CLT for uniformly bounded families of martingale differences (Q1823536) (← links)
- A note on limit theorems for perturbed empirical processes (Q1825502) (← links)
- Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection (Q1848887) (← links)
- Moderate deviations for \(M\)-estimators (Q1872874) (← links)
- On the mean residual life regression model (Q1873103) (← links)
- A uniform functional law of the logarithm for the local empirical process. (Q1879830) (← links)
- Complexity regularization via localized random penalties (Q1879970) (← links)
- Kernel density estimators: convergence in distribution for weighted sup-norms (Q1884724) (← links)
- Weighted uniform consistency of kernel density estimators. (Q1889792) (← links)
- Uniform convergence of reversed martingales (Q1890743) (← links)
- The central limit theorem in the space \(D[0,1]\). I (Q1897871) (← links)
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes (Q1899267) (← links)
- Asymptotic normality of multivariate trimmed means (Q1907888) (← links)
- M-type estimators of regression function with applications (Q1907901) (← links)
- Central limit theorem for stochastically continuous processes. Convergence to stable limit (Q1923927) (← links)
