The following pages link to Asymptotic Statistics (Q4223514):
Displaying 50 items.
- Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Hypothesis testing near singularities and boundaries (Q85619) (← links)
- The distance standard deviation (Q85655) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Doubly robust difference-in-differences estimators (Q101594) (← links)
- Quantile-based clustering (Q107146) (← links)
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- The Generalized Ridge Estimator of the Inverse Covariance Matrix (Q108070) (← links)
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices (Q111617) (← links)
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- Weighted logrank permutation tests for randomly right censored life science data (Q118074) (← links)
- Exact MLE and asymptotic properties for nonparametric semi-Markov models (Q123202) (← links)
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data (Q124843) (← links)
- Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- A Simple Algorithm for Exact Multinomial Tests (Q135033) (← links)
- Copula-based dependence measures (Q141080) (← links)
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance (Q146217) (← links)
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules (Q147964) (← links)
- Calibration for computer experiments with binary responses and application to cell adhesion study (Q149466) (← links)
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- Semiparametric inference for an accelerated failure time model with dependent truncation (Q151565) (← links)
- Testing quasi-independence for truncation data (Q151566) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- On the question of effective sample size in network modeling: an asymptotic inquiry (Q254438) (← links)
- The ghosts of the École Normale (Q254468) (← links)
- Infinitesimally robust estimation in general smoothly parametrized models (Q257566) (← links)
- Effect size for comparing two or more normal distributions based on maximal contrasts in outcomes (Q257662) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- A general result on the uniform in bandwidth consistency of kernel-type function estimators (Q261466) (← links)
- Discussion about the quality of F-ratio resampling tests for comparing variances (Q261475) (← links)
- Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level (Q263270) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Z-estimation and stratified samples: application to survival models (Q269747) (← links)
- Influence measures and stability for graphical models (Q272066) (← links)
- Efficiency in multivariate functional nonparametric models with autoregressive errors (Q272071) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Weighted \(M\)-estimators for multivariate clustered data (Q273770) (← links)
- Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- On efficient estimation of the ordered response model (Q276935) (← links)
