The following pages link to The Theory of Unbiased Estimation (Q5843446):
Displaying 50 items.
- Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights (Q333360) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- The weak convergence for self-normalized \(U\)-statistics with dependent samples (Q427569) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- Optimal unbiased estimation of some population central moments (Q478371) (← links)
- \(U\)-statistics of Ornstein-Uhlenbeck branching particle system (Q482785) (← links)
- Precise asymptotics for complete moment convergence of \(U\)-statistics of i.i.d. random variables (Q659823) (← links)
- A remark on strong law of large numbers for weighted \(U\)-statistics (Q741244) (← links)
- Improved \(U\)-tests for variance components in one-way random effects models (Q783268) (← links)
- Asymptotics for the moment convergence of \(U\)-statistics in LIL (Q962488) (← links)
- Asymptotics of Studentized \(U\)-type processes for changepoint problems (Q1046771) (← links)
- A note on minimum variance (Q1073489) (← links)
- Functional limit theorems for U-statistics (Q1112444) (← links)
- Unbiased estimation of fourth-order matrix moments (Q1183136) (← links)
- Covariances of symmetric statistics (Q1186769) (← links)
- On statistical analysis of a sample from a population of unknown species (Q1194015) (← links)
- Some aspects of the theory of estimating equations (Q1244952) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- Unbiased estimation for a multivariate exponential whose components have a common shift (Q1375108) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- Minimum variance rectangular designs for U-statistics. (Q1421945) (← links)
- On the fundamental conjecture of HDMR: a Fourier analysis approach (Q1704731) (← links)
- Multiscale analysis of collective motion and decision-making in swarms: an advection-diffusion equation with memory approach (Q1719770) (← links)
- Simplicial variances, potentials and Mahalanobis distances (Q1795591) (← links)
- The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables (Q1807922) (← links)
- Complete order statistics in parametric models (Q1816984) (← links)
- The LIL for canonical \(U\)-statistics of order 2 (Q1872198) (← links)
- A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics (Q1900327) (← links)
- Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757) (← links)
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
- Rates of convergence for random forests via generalized U-statistics (Q2136608) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Total variation distance between stochastic polynomials and invariance principles (Q2189458) (← links)
- Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation (Q2194312) (← links)
- Unordering of estimators in sampling theory: revisited (Q2223155) (← links)
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms (Q2233963) (← links)
- New characterization-based symmetry tests (Q2302026) (← links)
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences (Q2335548) (← links)
- The LIL for canonical \(U\)-statistics (Q2427056) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- \(U\)-max-statistics and limit theorems for perimeters and areas of random polygons (Q2443258) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Some remarks on classical and Bayesian reliability estimation of binomial and Poisson distribu\-tions (Q2457789) (← links)
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples (Q2479326) (← links)
- Sensitivity of quantitative traits to mutational effects and number of loci (Q2631066) (← links)
- Optimal unbiased estimation for maximal distribution (Q2671642) (← links)
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data (Q2694801) (← links)
- Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation (Q2731944) (← links)
- Note on the unbiased estimation of a function of the parameter of the geometric distribution (Q2829724) (← links)
