Digitale Bibliotheek
Sluiten Bladeren door artikelen uit een tijdschrift
     Tijdschrift beschrijving
       Alle jaargangen van het bijbehorende tijdschrift
         Alle afleveringen van het bijbehorende jaargang
                                       Alle artikelen van de bijbehorende aflevering
 
                             75 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection Akakpo, N.
2012
1 p. 1-28
artikel
2 Adaptive density estimation of stationary β-mixing and τ-mixing processes Lerasle, M.
2009
1 p. 59-83
artikel
3 Adaptive estimation in circular functional linear models Comte, F.
2010
1 p. 42-63
artikel
4 A Large Deviation Approximation for Multivariate Density Functions Joutard, C.
2019
1 p. 66-73
artikel
5 An oracle inequality for quasi-Bayesian nonnegative matrix factorization Alquier, P.
2017
1 p. 55-67
artikel
6 A note on superkernel density estimators Ushakov, N. G.
2012
1 p. 61-68
artikel
7 A quantitative weak law of large numbers and its application to the delta method Weba, M.
2009
1 p. 84-95
artikel
8 A Semi-Parametric Mode Regression with Censored Data Khardani, S.
2019
1 p. 39-56
artikel
9 A supermartingale argument for characterizing the functional Hill process weak law for small parameters Fall, A. M.
2017
1 p. 68-80
artikel
10 Asymptotic Analysis of the Jittering Kernel Density Estimator Nagler, T.
2018
1 p. 32-46
artikel
11 Asymptotic behavior of truncated stochastic approximation procedures Sharia, T.
2017
1 p. 37-54
artikel
12 Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment Falconnet, M.
2014
1 p. 1-19
artikel
13 Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points Bouzebda, S.
2014
1 p. 38-65
artikel
14 Asymptotics of stationary points of local simplicial depth in the univariate case Agostinelli, C.
2013
1 p. 57-69
artikel
15 A test for independence of two multivariate samples Sukhanova, E. M.
2008
1 p. 74-86
artikel
16 Bayesian Predictive Distribution for a Negative Binomial Model Hamura, Y.
2019
1 p. 1-17
artikel
17 Boundary Crossing Probabilities for General Exponential Families Maillard, O.-A.
2018
1 p. 1-31
artikel
18 Bounding the Expectation of the Supremum of Empirical Processes Indexed by Hölder Classes Schreuder, N.

1 p. 76-86
artikel
19 Cardinal splines in nonparametric regression Cho, J.
2008
1 p. 19-34
artikel
20 Change point estimation by local linear smoothing under a weak dependence condition Prieur, C.
2007
1 p. 25-41
artikel
21 Comment on “Models with a Kronecker Product Covariance Structure: Estimation and Testing” by M. S. Srivastava, T. von Rosen, and D. von Rosen, Mathematical Methods of Statistics, 17 (2008), pp. 357–370 Lee, C. H.
2010
1 p. 88-90
artikel
22 Concentration inequalities for the exponential weighting method Golubev, Yu.
2014
1 p. 20-37
artikel
23 Consistency of a nonparametric conditional quantile estimator for random fields Ould Abdi, S. A.
2010
1 p. 1-21
artikel
24 Continuous statistical models: With or without truncation parameters? Vancak, V.
2015
1 p. 55-73
artikel
25 Deconvolving compactly supported densities Meister, A.
2007
1 p. 63-76
artikel
26 Density Estimation for RWRE Havet, A.
2019
1 p. 18-38
artikel
27 D-Optimal Designs for the Mitscherlich Non-Linear Regression Function Heidari, Maliheh

1 p. 1-17
artikel
28 Edgeworth expansions for stochastic approximation theory Dippon, J.
2008
1 p. 44-65
artikel
29 Efficiency of exponentiality tests based on a special property of exponential distribution Nikitin, Ya. Yu.
2016
1 p. 54-66
artikel
30 Empirical bayesian test of the smoothness Belitser, E.
2008
1 p. 1-18
artikel
31 Entropic Moments and Domains of Attraction on Countable Alphabets Molchanov, S.
2018
1 p. 60-70
artikel
32 Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion Höpfner, R.
2011
1 p. 58-74
artikel
33 Estimation in ill-posed linear models with nuisance design Golubev, Yu.
2015
1 p. 1-15
artikel
34 Estimation of the distribution of random shifts deformation Castillo, I.
2009
1 p. 21-42
artikel
35 Estimation of the parameters of an exponential distribution under constrained location Tripathi, Y. M.
2014
1 p. 66-79
artikel
36 Explicit influence analysis in two-treatment balanced crossover models Hao, C.
2015
1 p. 16-36
artikel
37 Extremal problems for hypotheses testing with set-valued decisions Savelov, M. P.
2016
1 p. 67-77
artikel
38 Gaussian Approximation for Penalized Wasserstein Barycenters Buzun, Nazar

1 p. 1-26
artikel
39 Generalized variance estimators in the multivariate gamma models Bernardoff, Ph.
2008
1 p. 66-73
artikel
40 Kernel Selection in Nonparametric Regression Halconruy, H.

1 p. 32-56
artikel
41 K-sample problem using strong approximations of empirical copula processes Bouzebda, S.
2011
1 p. 14-29
artikel
42 Lilliefors test for exponentiality: Large deviations, asymptotic efficiency, and conditions of local optimality Nikitin, Ya. Yu.
2007
1 p. 16-24
artikel
43 Limit Theory of Bivariate Generalized Order Statistics with Random Sample Size Barakat, H. M.
2018
1 p. 47-59
artikel
44 Local robustness of sign tests in AR(1) against outliers Boldin, M. V.
2011
1 p. 1-13
artikel
45 Matrix Variate Distribution Theory under Elliptical Models—V: The Non-Central Wishart and Inverted Wishart Distributions Caro-Lopera, Francisco J.

1 p. 18-42
artikel
46 Minimax estimation of the Wigner function in quantum homodyne tomography with ideal detectors Guţă, M.
2007
1 p. 1-15
artikel
47 Minimax pointwise estimation of an anisotropic regression function with unknown density of the design Guillou, A.
2011
1 p. 30-57
artikel
48 Monotone tail and moment ratio properties of Student’s family of distributions Pinelis, I.
2015
1 p. 74-79
artikel
49 Multi-level Bayes and MAP Monotonicity Testing Golubev, Yu.

1 p. 57-75
artikel
50 Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation Kashitsyn, P. A.
2011
1 p. 75-78
artikel
51 Nonparametric estimation of a renewal reward process from discrete data Duval, C.
2013
1 p. 28-56
artikel
52 Nonparametric estimation of ruin probabilities given a random sample of claims Mnatsakanov, R.
2008
1 p. 35-43
artikel
53 On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series Kharin, Yu. S.
2012
1 p. 43-60
artikel
54 On the lower bound in second order estimation for Poisson processes: Asymptotic efficiency Gasparyan, S. B.
2017
1 p. 1-19
artikel
55 On the Maximum Likelihood Estimation of a Covariance Matrix Tsai, Ming-Tien
2018
1 p. 71-82
artikel
56 On the Power of Pearson’s Test under Local Alternatives in Autoregression with Outliers Boldin, M. V.
2019
1 p. 57-65
artikel
57 On two estimates related to the change-point problem Enikeeva, F.
2012
1 p. 29-42
artikel
58 Optimal Adaptive Estimation on or of the Derivatives of a Density Comte, F.

1 p. 1-31
artikel
59 Outliers and the Ostensibly Heavy Tails Klebanov, L.
2019
1 p. 74-81
artikel
60 Preliminary test estimators in intraclass correlation model under unequal family sizes Menéndez, M. L.
2010
1 p. 73-87
artikel
61 Quantile Based Geometric Vitality Function of Order Statistics Sathar, E. I. Abdul

1 p. 88-101
artikel
62 Rates of the Strong Uniform Consistency for the Kernel-Type Regression Function Estimators with General Kernels on Manifolds Bouzebda, Salim

1 p. 27-80
artikel
63 Reliability Bounds of Dependent Circular Consecutive -out-of- Systems Zohra, Megraoui Fatima

1 p. 81-87
artikel
64 Response to comment by C. H. Lee, P. Dutilleul and A. Roy on “Models with a Kronecker Product Covariance Structure: Estimation and Testing” Srivastava, M. S.
2010
1 p. 91
artikel
65 Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises–Fisher random walks Gatto, R.
2017
1 p. 20-36
artikel
66 Semiparametric two-component mixture model with a known component: An asymptotically normal estimator Bordes, L.
2010
1 p. 22-41
artikel
67 Stein shrinkage and second-order efficiency for semiparametric estimation of the shift Dalalyan, A. S.
2007
1 p. 42-62
artikel
68 Structural adaptive deconvolution under $${\mathbb{L}_p}$$-losses Rebelles, G.
2016
1 p. 26-53
artikel
69 Testing hypotheses on the “drift” of parameters in ARMA and ARCH models Boldin, M. V.
2009
1 p. 1-20
artikel
70 Testing skew normality via the moment generating function Meintanis, S. G.
2010
1 p. 64-72
artikel
71 The bias and risk functions of some Stein-rules in elliptically contoured distributions Nkurunziza, S.
2013
1 p. 70-82
artikel
72 Tikhonov–Phillips regularizations in linear models with blurred design Golubev, Yu.
2016
1 p. 1-25
artikel
73 Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises Fourdrinier, D.
2009
1 p. 43-58
artikel
74 Upper functions for positive random functionals. I. General setting and Gaussian random functions Lepski, O.
2013
1 p. 1-27
artikel
75 Variance-optimal data approximation using the Abel-Jacobi functions Levit, B.
2015
1 p. 37-54
artikel
                             75 gevonden resultaten
 
 Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland