The following pages link to Rózsa Horváth-Bokor (Q590903):
Displaying 50 items.
- Risk of estimators for Sobol' sensitivity indices based on metamodels (Q2219226) (← links)
- On Linnik's approximation to Goldbach's problem. II (Q2220977) (← links)
- The lower tail of the half-space KPZ equation (Q2239262) (← links)
- Splitting algorithms for rare event simulation over long time intervals (Q2240483) (← links)
- Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
- Essays on wage bargaining in dynamic macroeconomics (Q2247134) (← links)
- The Bahadur representation for sample quantiles under dependent sequence (Q2274175) (← links)
- Alternating direction method for covariance selection models (Q2276406) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- A paradoxical argument about domination (Q2297102) (← links)
- Statistical inference of Weibull distribution based on generalized progressively hybrid censored data (Q2297147) (← links)
- A truncated theta identity of Gauss and overpartitions into odd parts (Q2299107) (← links)
- A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral (Q2300957) (← links)
- \(M_2\)-ranks of overpartitions modulo 6 and 10 (Q2303450) (← links)
- Factorization theorems for generalized Lambert series and applications (Q2303451) (← links)
- Inferences on parametric estimation of distribution tails (Q2304357) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Representations of mock theta functions (Q2308294) (← links)
- Estimation of the second moment based on rounded data (Q2314460) (← links)
- Bayesian variance-stabilizing kernel density estimation using conjugate prior (Q2314517) (← links)
- Bias reduction using surrogate endpoints as auxiliary variables (Q2317884) (← links)
- Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory (Q2325371) (← links)
- Semi-supervised inference: general theory and estimation of means (Q2328051) (← links)
- Bayesian inference on power Lindley distribution based on different loss functions (Q2330493) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Adaptive fixed point iterations for semilinear elliptic partial differential equations (Q2334739) (← links)
- Stratified Monte Carlo quadrature for continuous random fields (Q2340296) (← links)
- Competitive economy as a ranking device over networks (Q2347764) (← links)
- Offshore oilfield development planning under uncertainty and fiscal considerations (Q2358130) (← links)
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- Estimation of the evolution of a random set (Q2362415) (← links)
- Fuzzy logic modifications of the analytic hierarchy process (Q2364021) (← links)
- Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints (Q2371699) (← links)
- Discrete time \(Geo/G/1\) queue with Bernoulli gated service simulation system (Q2378889) (← links)
- Iterated integrals with respect to Bessel processes (Q2387335) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- Rare-event analysis for extremal eigenvalues of white Wishart matrices (Q2403431) (← links)
- Distributed inference for quantile regression processes (Q2414100) (← links)
- Testing for parametric component of partially linear models with missing covariates (Q2423188) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- Algorithms for bivariate zonoid depth (Q2456661) (← links)
- On the efficiency index of one-point iterative processes (Q2463442) (← links)
- Free-knot spline approximation of stochastic processes (Q2465309) (← links)
- A finite dimensional approximation of the effective diffusivity for a symmetric random walk in a random environment (Q2469620) (← links)
- Stability of the Gibbs sampler for Bayesian hierarchical models (Q2477054) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) (← links)
