The following pages link to (Q4322405):
Displaying 43 items.
- A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
- On the optimal estimation of probability measures in weak and strong topologies (Q282569) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Weak convergence for random weighting estimation of smoothed quantile processes (Q903640) (← links)
- Uniform central limit theorems for kernel density estimators (Q929370) (← links)
- Weak convergence of smoothed empirical process in Hölder spaces (Q1382212) (← links)
- Necessary and sufficient conditions for weak convergence of smoothed empirical processes. (Q1424474) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Weak convergence of empirical copula processes (Q1769785) (← links)
- Smallest nonparametric tolerance regions. (Q1848908) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- On smoothness measurement for weakly stationary processes (Q1962188) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity (Q2190212) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- Laws of the iterated logarithm for the local U-statistic process (Q2385605) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Tests based on simplicial depth for AR(1) models with explosion (Q2830680) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models (Q2920277) (← links)
- Flexible Modeling in the Koziol-Green Model by a Copula Function (Q3006258) (← links)
- An extension of the Koziol–Green model under dependent censoring (Q3021200) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Consistency of the Subsample Bootstrap empirical process (Q3143494) (← links)
- A Global Sensitivity Test for Evaluating Statistical Hypotheses with Nonidentifiable Models (Q3576934) (← links)
- ACCELERATED FAILURE TIME MODELS WITH NONLINEAR COVARIATES EFFECTS (Q3592380) (← links)
- Nonparametric Association Analysis of Exchangeable Clustered Competing Risks Data (Q3636980) (← links)
- (Q4021149) (← links)
- (Q4524737) (← links)
- (Q4524738) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- (Q4728051) (← links)
- Nonparametric Estimators of the Distribution Function for One Modified Model of Current Status Data (Q4904674) (← links)
- Evaluating Statistical Hypotheses Using Weakly‐Identifiable Estimating Functions (Q4923053) (← links)
- ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS (Q5071690) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- Assessing diagnostic accuracy improvement for survival or competing‐risk censored outcomes (Q5413641) (← links)
- LEARNING RATES FOR DENSITY LEVEL DETECTION (Q5711099) (← links)
