Market Comovements and Copula Families

OTHER published 25 June 2004 in Copula Methods in Finance

Empirical process theory for locally stationary processes

JOURNAL ARTICLE published 1 February 2022 in Bernoulli

Authors: Nathawut Phandoidaen | Stefan Richter

Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models

JOURNAL ARTICLE published 1 April 1998 in The Annals of Statistics

Authors: Shiqing Ling

Introduction

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

On optimality of empirical risk minimization in linear aggregation

JOURNAL ARTICLE published 1 August 2018 in Bernoulli

Authors: Adrien Saumard

Asymptotic normality of urn models for clinical trials with delayed response

JOURNAL ARTICLE published 1 June 2004 in Bernoulli

Authors: Feifang Hu | Li-Xin Zhang

Cube Root Weak Convergence of Empirical Estimators of a Density Level Set

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Berthet | John H. J. Einmahl

Introduction

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Bivariate tail estimation: dependence in asymptotic independence

JOURNAL ARTICLE published 1 April 2004 in Bernoulli

Authors: Gerrit Draisma | Holger Drees | Ana Ferreira | Laurens De Haan

Persistence in high-dimensional linear predictor selection and the virtue of overparametrization

JOURNAL ARTICLE published 1 December 2004 in Bernoulli

Authors: Eitan Greenshtein | Ya'Acov Ritov

Empirical likelihood based hypothesis testing

JOURNAL ARTICLE published 1 April 2003 in Bernoulli

Authors: John H.J. Einmahl | Ian W. Mckeague

Empirical processes and applications: an overview

JOURNAL ARTICLE published March 1996 in Bernoulli

Authors: Evarist Giné

Nearly optimal robust mean estimation via empirical characteristic function

JOURNAL ARTICLE published 1 May 2021 in Bernoulli

Authors: Sohail Bahmani

Local polynomial fitting based on empirical likelihood

JOURNAL ARTICLE published 1 August 2003 in Bernoulli

Authors: Jian Zhang | Anna Liu

Refinements

BOOK CHAPTER published 1996 in Weak Convergence and Empirical Processes

Authors: Aad W. van der Vaart | Jon A. Wellner

Persönliches: Max Prüß Medaille für Karlheinz Krauth

JOURNAL ARTICLE published October 2004 in Bautechnik

Tracing Displacements: Or Evictions in the Nomosphere

JOURNAL ARTICLE published December 2004 in Environment and Planning D: Society and Space

Authors: David Delaney

WEAK CONVERGENCE ON THE C- AND D-SPACES

BOOK CHAPTER published 1982 in Weak Convergence of Measures

Authors: HARALD BERGSTRÖM

The Definition and Basic Properties of Weak Convergence

BOOK CHAPTER published July 2014 in Weak Convergence and Its Applications

Computable convergence rates for sub-geometric ergodic Markov chains

JOURNAL ARTICLE published 1 August 2007 in Bernoulli

Authors: Randal Douc | Eric Moulines | Philippe Soulier