KERNEL SMOOTHING OF THE MEAN PERFORMANCE FOR HOMOGENEOUS CONTINUOUS TIME SEMI-MARKOV PROCESS.
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- Reliability: Theory & Applications, 2025, v. 20, p. 397
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- Article
Works matching DE "ASYMPTOTIC normality"
Results: 1124
1
2
Semiparametric single-index estimation for average treatment effects.
- Published in:
- Econometric Reviews, 2025, v. 44, n. 6, p. 843, doi. 10.1080/07474938.2025.2457561
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- Publication type:
- Article
3
A study on the estimator for the extreme value index of heavy-tailed distribution generated from moment statistic.
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- Electronic Research Archive, 2025, v. 33, n. 4, p. 1, doi. 10.3934/era.2025101
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- Publication type:
- Article
4
Analytic Aspects of the Generalized Second-Order Central Trinomial Coefficients.
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- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1430, doi. 10.3390/math13091430
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5
Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage.
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- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1399, doi. 10.3390/math13091399
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- Article
6
Identification and Empirical Likelihood Inference in Nonlinear Regression Model with Nonignorable Nonresponse.
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- Mathematics (2227-7390), 2025, v. 13, n. 9, p. 1388, doi. 10.3390/math13091388
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- Article
7
Confidence Intervals for Piecewise Normal Distributions and Stochastic Variational Inequalities.
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- Mathematics of Operations Research, 2025, v. 50, n. 2, p. 1333, doi. 10.1287/moor.2023.0021
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- Article
8
Maximum Likelihood Estimation in Partially Observed Stochastic Fractional Differential Equations.
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- IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 3, p. 685
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- Publication type:
- Article
9
Additive Hazards Regression Analysis of Massive Interval-Censored Data via Data Splitting.
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- American Statistician, 2025, v. 79, n. 2, p. 145, doi. 10.1080/00031305.2024.2407495
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A Course in the Large Sample Theory of Statistical Inference,: W. Jackson Hall and David Oakes, Boca Raton, FL: Chapman & Hall/CRC Press, 2024, x + 309 pp., $115.00(H), ISBN: 978-1-498-72606-1.
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- 2025
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- Publication type:
- Book Review
11
Mixture of Networks for Clustering Categorical Data: A Penalized Composite Likelihood Approach.
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- American Statistician, 2023, v. 77, n. 3, p. 259, doi. 10.1080/00031305.2022.2141856
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- Publication type:
- Article
12
Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models.
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- Review of Economic Studies, 2023, v. 90, n. 1, p. 201, doi. 10.1093/restud/rdac015
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- Publication type:
- Article
13
Testing overidentifying restrictions on high-dimensional instruments and covariates: Testing Overidentifying Restrictions on HD: H. Shi et al.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 2, p. 331, doi. 10.1007/s10463-024-00918-5
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- Publication type:
- Article
14
Approximating symmetrized estimators of scatter via balanced incomplete U-statistics.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 2, p. 185, doi. 10.1007/s10463-023-00879-1
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- Publication type:
- Article
15
Regression analysis for exponential family data in a finite population setup using two-stage cluster sample.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 3, p. 425, doi. 10.1007/s10463-022-00850-6
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- Article
16
Asymptotic theory in network models with covariates and a growing number of node parameters.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 2, p. 369, doi. 10.1007/s10463-022-00848-0
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- Publication type:
- Article
17
Flexible asymmetric multivariate distributions based on two-piece univariate distributions.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 1, p. 159, doi. 10.1007/s10463-022-00842-6
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- Publication type:
- Article
18
Inference using an exact distribution of test statistic for random-effects meta-analysis.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 2, p. 281, doi. 10.1007/s10463-022-00844-4
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- Publication type:
- Article
19
A blockwise network autoregressive model with application for fraud detection.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 6, p. 1043, doi. 10.1007/s10463-022-00822-w
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- Publication type:
- Article
20
Multi-round smoothed composite quantile regression for distributed data.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 5, p. 869, doi. 10.1007/s10463-021-00816-0
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- Publication type:
- Article
21
Semiparametric inference on general functionals of two semicontinuous populations.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 3, p. 451, doi. 10.1007/s10463-021-00804-4
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- Publication type:
- Article
22
Whittle estimation for continuous-time stationary state space models with finite second moments.
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- Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 2, p. 233, doi. 10.1007/s10463-021-00802-6
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- Publication type:
- Article
23
Efficient likelihood-based inference for the generalized Pareto distribution.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 6, p. 1153, doi. 10.1007/s10463-020-00782-z
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- Publication type:
- Article
24
Hypothesis tests for high-dimensional covariance structures.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 599, doi. 10.1007/s10463-020-00760-5
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- Publication type:
- Article
25
Global jump filters and quasi-likelihood analysis for volatility.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x
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- Publication type:
- Article
26
On the proportional hazards model with last observation carried forward covariates.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 1, p. 115, doi. 10.1007/s10463-019-00739-x
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- Publication type:
- Article
27
The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1479, doi. 10.1007/s10463-019-00733-3
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- Publication type:
- Article
28
Flexible bivariate Poisson integer-valued GARCH model.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 6, p. 1449, doi. 10.1007/s10463-019-00732-4
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- Publication type:
- Article
29
Estimation of extreme conditional quantiles under a general tail-first-order condition.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 4, p. 915, doi. 10.1007/s10463-019-00713-7
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- Publication type:
- Article
30
Error density estimation in high-dimensional sparse linear model.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 427, doi. 10.1007/s10463-018-0699-0
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- Publication type:
- Article
31
On the limiting distribution of sample central moments.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 399, doi. 10.1007/s10463-018-0695-4
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- Publication type:
- Article
32
Asymptotic theory of the adaptive Sparse Group Lasso.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 297, doi. 10.1007/s10463-018-0692-7
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- Publication type:
- Article
33
Sequential fixed accuracy estimation for nonstationary autoregressive processes.
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- Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 235, doi. 10.1007/s10463-018-0689-2
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- Publication type:
- Article
34
Dimension reduction for kernel-assisted M-estimators with missing response at random.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 889, doi. 10.1007/s10463-018-0664-y
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- Publication type:
- Article
35
Weighted allocations, their concomitant-based estimators, and asymptotics.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 4, p. 811, doi. 10.1007/s10463-018-0660-2
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- Publication type:
- Article
36
M-based simultaneous inference for the mean function of functional data.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 577, doi. 10.1007/s10463-018-0656-y
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- Publication type:
- Article
37
Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 473, doi. 10.1007/s10463-018-0655-z
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- Publication type:
- Article
38
Spline estimator for ultra-high dimensional partially linear varying coefficient models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 657, doi. 10.1007/s10463-018-0654-0
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- Publication type:
- Article
39
Weighted estimating equations for additive hazards models with missing covariates.
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- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 365, doi. 10.1007/s10463-018-0648-y
- By:
- Publication type:
- Article
40
A robust adaptive-to-model enhancement test for parametric single-index models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1013, doi. 10.1007/s10463-017-0626-9
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- Publication type:
- Article
41
Asymptotic results for jump probabilities associated to the multiple scan statistic.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 951, doi. 10.1007/s10463-017-0621-1
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- Publication type:
- Article
42
Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1049, doi. 10.1007/s10463-017-0620-2
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- Publication type:
- Article
43
A generalized partially linear framework for variance functions.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1147, doi. 10.1007/s10463-017-0619-8
- By:
- Publication type:
- Article
44
General rank-based estimation for regression single index models.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 5, p. 1115, doi. 10.1007/s10463-017-0618-9
- By:
- Publication type:
- Article
45
Flexible sliced designs for computer experiments.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 3, p. 631, doi. 10.1007/s10463-017-0603-3
- By:
- Publication type:
- Article
46
Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 3, p. 553, doi. 10.1007/s10463-017-0599-8
- By:
- Publication type:
- Article
47
Efficient estimation of quasi-likelihood models using B-splines.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 5, p. 1099, doi. 10.1007/s10463-016-0575-8
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- Publication type:
- Article
48
Median-based estimation of the intensity of a spatial point process.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 303, doi. 10.1007/s10463-015-0536-7
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- Publication type:
- Article
49
Testing for additivity in nonparametric quantile regression.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 437, doi. 10.1007/s10463-014-0461-1
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- Publication type:
- Article
50
A normal hierarchical model and minimum contrast estimation for random intervals.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 2, p. 313, doi. 10.1007/s10463-014-0453-1
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- Publication type:
- Article