Pages that link to "Item:Q3394870"
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The following pages link to Empirical Processes with Applications to Statistics (Q3394870):
Displaying 50 items.
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests (Q282530) (← links)
- Consistency of probability measure quantization by means of power repulsion-attraction potentials (Q301584) (← links)
- Rates of convergence for robust geometric inference (Q309578) (← links)
- Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
- Asymptotic properties of plug-in level set estimators for right censored data (Q477069) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Fast calculation of boundary crossing probabilities for Poisson processes (Q511580) (← links)
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals (Q525596) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- Time series properties of aggregate output fluctuations (Q685910) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Adaptive testing on a regression function at a point (Q888505) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- Spectral based testing of the martingale hypothesis (Q1185208) (← links)
- Consistency of modularity clustering on random geometric graphs (Q1617118) (← links)
- A scoring criterion for rejection of clustered \(p\)-values (Q1662188) (← links)
- On the asymptotics of a normal beta-transformed empirical process (Q1681052) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances (Q1731757) (← links)
- Estimation of mean residual life based on ranked set sampling (Q1738000) (← links)
- Local continuity of log-concave projection, with applications to estimation under model misspecification (Q1983616) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Simultaneous testing of change-point location and of a regular parameter by Poisson observations (Q2023464) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757) (← links)
- Sample selection models with monotone control functions (Q2074593) (← links)
- Hardy's inequality and its descendants: a probability approach (Q2076613) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Improved inference for vaccine-induced immune responses via shape-constrained methods (Q2106785) (← links)
- Extreme gaps between eigenvalues of Wigner matrices (Q2135442) (← links)
- Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
- Spectral equivalence of Gaussian random functions: operator approach (Q2137026) (← links)
- Minimax confidence intervals for the sliced Wasserstein distance (Q2137795) (← links)
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences (Q2148983) (← links)
- On the asymptotic distribution of the scan statistic for empirical distributions (Q2158814) (← links)
- Nonparametric tests for multistate processes with clustered data (Q2164791) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Recovery guarantees for polynomial coefficients from weakly dependent data with outliers (Q2209293) (← links)
- Multiple event times in the presence of informative censoring: modeling and analysis by copulas (Q2223347) (← links)
- Impossible inference in econometrics: theory and applications (Q2227046) (← links)
- Testing hypothesis on transition distributions of a Markov sequence (Q2242845) (← links)
- Bi-\( s^\ast \)-concave distributions (Q2242850) (← links)
- A parametric registration model for warped distributions with Wasserstein's distance (Q2256753) (← links)
- A note on weighted least square distribution fitting and full standardization of the empirical distribution function (Q2273028) (← links)
- Determinants of block Hankel matrices for random matrix-valued measures (Q2280025) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
