The following pages link to Cube root asymptotics (Q916274):
Displaying 50 items.
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- A robust version of the KPSS test based on indicators (Q276913) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Quantile regression models for current status data (Q313114) (← links)
- A law of the iterated logarithm for Grenander's estimator (Q335664) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Nonparametric estimation of multivariate scale mixtures of uniform densities (Q413749) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure (Q450019) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Adaptivity and optimality of the monotone least-squares estimator (Q453299) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies (Q494378) (← links)
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference (Q494390) (← links)
- Binary quantile regression with local polynomial smoothing (Q496136) (← links)
- Regression towards the mode (Q528024) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- Mode regression (Q583812) (← links)
- \(\sqrt n\)-consistent robust integration-based estimation (Q632755) (← links)
- Kinetic theory and Lax equations for shock clustering and Burgers turbulence (Q643717) (← links)
- New Donsker classes (Q674523) (← links)
- Some extensions of Tukey's depth function (Q697473) (← links)
- On the asymptotics of trimmed best \(k\)-nets (Q700155) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Model averaging assisted sufficient dimension reduction (Q830525) (← links)
- Second class particles and cube root asymptotics for Hammersley's process (Q850967) (← links)
- Smoothed maximum score change-point estimation in binary response model (Q861419) (← links)
- Formulas for cube roots in \(\mathbb F_{3^m}\) (Q868380) (← links)
- Nonparametric confidence intervals for monotone functions (Q888502) (← links)
- Maximum score estimation of a nonstationary binary choice model (Q899516) (← links)
- Current status data with competing risks: consistency and rates of convergence of the MLE (Q930644) (← links)
- Price asymptotics (Q934969) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Unilateral small deviations of processes related to the fractional Brownian motion (Q952743) (← links)
- Statistical properties of the Hough transform estimator in the presence of measurement errors (Q958911) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- On depth measures and dual statistics. A methodology for dealing with general data (Q1002356) (← links)
- Limit distribution theory for maximum likelihood estimation of a log-concave density (Q1018642) (← links)
- Robust learning from bites for data mining (Q1020821) (← links)
- Estimating a concave distribution function from data corrupted with additive noise (Q1020980) (← links)
