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1
Approximation of Density Functions by Sequences of Exponential Families
Approximation of Density Functions by Sequences of Exponential Families
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Approximation of Density Functions by Sequences of Exponential Families

Barron, Andrew R. ; Sheu, Chyong-Hwa

The Annals of statistics, 1991-09, Vol.19 (3), p.1347-1369 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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2
An Efficient and Robust Adaptive Estimator of Location
An Efficient and Robust Adaptive Estimator of Location
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An Efficient and Robust Adaptive Estimator of Location

Beran, Rudolf

The Annals of statistics, 1978-03, Vol.6 (2), p.292-313 [Revista revisada por pares]

Institute of Mathematical Statistics

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3
Minimum Hellinger Distance Estimates for Parametric Models
Minimum Hellinger Distance Estimates for Parametric Models
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Minimum Hellinger Distance Estimates for Parametric Models

Beran, Rudolf

The Annals of statistics, 1977-05, Vol.5 (3), p.445-463 [Revista revisada por pares]

Institute of Mathematical Statistics

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4
Cube root weak convergence of empirical estimators of a density level set
Cube root weak convergence of empirical estimators of a density level set
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Cube root weak convergence of empirical estimators of a density level set

Berthet, Philippe ; Einmahl, John H. J.

The Annals of statistics, 2022-06, Vol.50 (3), p.1423-1446 [Revista revisada por pares]

Hayward: Institute of Mathematical Statistics

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5
A Constrained Risk Inequality with Applications to Nonparametric Functional Estimation
A Constrained Risk Inequality with Applications to Nonparametric Functional Estimation
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A Constrained Risk Inequality with Applications to Nonparametric Functional Estimation

Brown, Lawrence D. ; Low, Mark G.

The Annals of statistics, 1996-12, Vol.24 (6), p.2524-2535 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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6
Simultaneous Estimation in Discrete Multivariate Exponential Families
Simultaneous Estimation in Discrete Multivariate Exponential Families
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Simultaneous Estimation in Discrete Multivariate Exponential Families

Chou, Jine-Phone

The Annals of statistics, 1991-03, Vol.19 (1), p.314-328 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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7
Fitting Time Series Models to Nonstationary Processes
Fitting Time Series Models to Nonstationary Processes
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Fitting Time Series Models to Nonstationary Processes

Dahlhaus, R.

The Annals of statistics, 1997-02, Vol.25 (1), p.1-37 [Revista revisada por pares]

Institute of Mathematical Statistics

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8
Asymptotically Optimal Estimation in Misspecified Time Series Models
Asymptotically Optimal Estimation in Misspecified Time Series Models
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Asymptotically Optimal Estimation in Misspecified Time Series Models

Dahlhaus, R. ; Wefelmeyer, W.

The Annals of statistics, 1996-06, Vol.24 (3), p.952-974 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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9
A Universally Acceptable Smoothing Factor for Kernel Density Estimates
A Universally Acceptable Smoothing Factor for Kernel Density Estimates
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A Universally Acceptable Smoothing Factor for Kernel Density Estimates

Devroye, Luc ; Lugosi, Gabor

The Annals of statistics, 1996-12, Vol.24 (6), p.2499-2512 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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10
Nonasymptotic Universal Smoothing Factors, Kernel Complexity and Yatracos Classes
Nonasymptotic Universal Smoothing Factors, Kernel Complexity and Yatracos Classes
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Nonasymptotic Universal Smoothing Factors, Kernel Complexity and Yatracos Classes

Devroye, Luc ; Lugosi, Gabor

The Annals of statistics, 1997-12, Vol.25 (6), p.2626-2637 [Revista revisada por pares]

Hayward, CA: Institute of Mathematical Statistics

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