Pages that link to "Item:Q1080588"

The following pages link to Confidence sets for a multivariate distribution (Q1080588):

Displaying 32 items.

• Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
• Discussion of ``Statistics on manifolds \dots'' by R. Bhattacharya and V. Patrangenaru (Q393529) (← links)
• Log-concavity and strong log-concavity: a review (Q485901) (← links)
• The central limit theorem for weighted empirical processes indexed by sets (Q578731) (← links)
• Nonparametric two-sample tests for increasing convex order (Q605848) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Convergence of stochastic empirical measures (Q1102049) (← links)
• Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
• Comparison of location models for stochastic processes (Q1203903) (← links)
• Testing of spherical symmetry of a multivariate distribution. (Q1264522) (← links)
• Tests of covariance matrix by using projection pursuit and bootstrap method (Q1272730) (← links)
• Bootstrapping generalized \(U\)-processes and \(V\)-processes and their applications in projection pursuit (Q1367104) (← links)
• On estimated projection pursuit-type Crámer-von Mises statistics (Q1372213) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Confidence distributions and related themes (Q1698988) (← links)
• Generalized confidence sets for a statistically indeterminate random vector (Q1778681) (← links)
• The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics (Q1907918) (← links)
• Tests of elliptical symmetry and the asymptotic tail behavior of the statistics (Q1970741) (← links)
• Confidence sets and confidence bands for a beta distribution with applications to credit risk management (Q2364012) (← links)
• Confidence sets for the maximizers of intensity functions (Q2386159) (← links)
• Nonparametric tests of independence between random vectors (Q2474244) (← links)
• A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
• On expected volumes of multidimensional confidence sets associated with the usual and adjusted likelihoods (Q2773201) (← links)
• A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms (Q2864693) (← links)
• Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance (Q3432321) (← links)
• Tests and confidence bands for bivariate cumulative distribution functions (Q3489115) (← links)
• Some blum-kiefer-rosenblatt type tests for the joint independence of variables (Q4337255) (← links)
• Confidence bands for distribution functions when parameters are estimated from the data: A non‐Monte‐Carlo approach (Q4921954) (← links)
• Testing Conditional Independence Restrictions (Q5080459) (← links)
• Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes (Q5484659) (← links)
• On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution (Q5955868) (← links)
• The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)