Pages that link to "Item:Q2437888"
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The following pages link to Approximations for a multivariate hybrid process with applications to change-point detection (Q2437888):
Displaying 10 items.
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- On the hybrids of \(k\)-spacing empirical and partial sum processes (Q506423) (← links)
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Some principles for surveillance adopted for multivariate processes with a common change point (Q3842922) (← links)
- Almost sure central limit theorem for the hybrid process (Q4567916) (← links)
- On Complete Convergence for the Hybrid Process (Q5259111) (← links)
- Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
