:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Kroshnin, Alexey, Spokoiny, Vladimir, Suvorikova, Alexandra
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory Applications 62F40
Online Access:	https://arxiv.org/abs/2111.12612
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimation and inference for Deep Neuronal Networks
by: Spokoiny, Vladimir
Published: (2023)

Estimation and inference in error-in-operator model
by: Spokoiny, Vladimir
Published: (2025)

Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
by: Spokoiny, Vladimir
Published: (2025)

Finite sample expansions and risk bounds in high-dimensional SLS models
by: Spokoiny, Vladimir
Published: (2024)

Bootstrap tests for almost goodness-of-fit
by: Baíllo, Amparo, et al.
Published: (2024)

Möbius inversion and the iterated bootstrap
by: Schäfer, Florian
Published: (2024)

Bernstein-type and Bennett-type inequalities for unbounded matrix martingales
by: Kroshnin, Alexey, et al.
Published: (2024)

High-dimensional bootstrap and asymptotic expansion
by: Koike, Yuta
Published: (2024)

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
by: Bastian, Patrick, et al.
Published: (2022)

Improved estimators in Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)

Income, education, and other poverty-related variables: a journey through Bayesian hierarchical models
by: Gómez-Méndez, Irving, et al.
Published: (2023)

Shrinkage estimators in zero-inflated Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)

Inference in pseudo-observation-based regression using (biased) covariance estimation and naive bootstrapping
by: Mack, Simon, et al.
Published: (2025)

Finite-Sample Valid Rank Confidence Sets for a Broad Class of Statistical and Machine Learning Models
by: Chandra, Onrina, et al.
Published: (2025)

Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
by: Hounyo, Ulrich, et al.
Published: (2026)

Large Deviations Principle for Bures-Wasserstein Barycenters
by: Jaffe, Adam Quinn, et al.
Published: (2024)

Mitigating the choice of the duration in DDMS models through a parametric link
by: Mendes, Fernando Henrique de Paula e Silva, et al.
Published: (2023)

Reliability estimation in dependent stress-strength model with Clayton copula and modified Weibull margins
by: Kızılaslan, Fatih
Published: (2026)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

Functional $K$ Sample Problem via Multivariate Optimal Measure Transport-Based Permutation Test
by: Hudecová, Šárka, et al.
Published: (2025)

Directional Gaussian hypergeometric beta distributions and their uses in contaminated binary sampling
by: O'Neill, Ben
Published: (2025)

Robust Inference for Dyadic Data with Dependent Ordered Nodes
by: Hounyo, Ulrich, et al.
Published: (2026)

Asymptotic Theory for Graphical SLOPE: Precision Estimation and Pattern Convergence
by: Hejný, Ivan, et al.
Published: (2026)

Statistical Inference for Bures-Wasserstein Flows
by: Santoro, Leonardo V., et al.
Published: (2023)

A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)

A studentized permutation test in group sequential designs
by: Xu, Long-Hao, et al.
Published: (2024)

Statistical inference of partially linear time-varying coefficients spatial autoregressive panel data model
by: Tian, Lingling, et al.
Published: (2024)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

Simultaneous Estimation of Piecewise Constant Coefficients in Elliptic PDEs via Bayesian Level-Set Methods
by: Abhishek, Anuj, et al.
Published: (2024)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)

Detecting relevant deviations from the white noise assumption for non-stationary time series
by: Bastian, Patrick
Published: (2024)

The Negative Binomial Chain-Ladder: A Full Likelihood Model for Claim Count Reserving
by: Van Oirbeek, Robin
Published: (2026)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

Separation rates for the detection of synchronization of interacting point processes in a mean field frame. Application to neuroscience
by: Tchouanti, Josué, et al.
Published: (2024)

Bivariate generalized autoregressive models for forecasting bivariate non-Gaussian times series
by: Ribeiro, Tatiane Fontana, et al.
Published: (2025)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

$L$-estimation of Claim Severity Models Weighted by Kumaraswamy Density
by: Poudyal, Chudamani, et al.
Published: (2024)

Replicability: Terminology, Measuring Success, and Strategy
by: Stahel, Werner A.
Published: (2025)

The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)

A linear regression model for quantile function data applied to paired pulmonary 3d CT scans
by: Béclin, Marie-Félicia, et al.
Published: (2024)