Asymptotic expansions for sums of block-variables under weak dependence

Asymptotic global robustness in bayesian decision theory

Asymptotic inference for high-dimensional data

Asymptotic inference for semiparametric association models

Asymptotic inference in some heteroscedastic regression models with long memory design and errors

Asymptotic Inference of Autocovariances of Stationary Processes

Asymptotic law of likelihood ratio for multilayer perceptron models

Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence

Asymptotic minimax risk of predictive density estimation for non-parametric regression

Asymptotic minimaxity of False Discovery Rate thresholding for sparse exponential data

Asymptotic near-efficiency of the "Gibbs-energy and empirical-variance" estimating functions for fitting Matern models to a dense (noisy) series

Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

Asymptotic normality and valid inference for Gaussian variational approximation

Asymptotic normality for deconvolution kernel density estimators from random fields

Asymptotic normality for estimators of the additive regression components under random censorship

Asymptotic normality of a nonparametric estimator of sample coverage

Asymptotic normality of extreme value estimators on $C[0,1]$

Asymptotic normality of Hill Estimator for truncated data

Asymptotic normality of kernel estimates in a regression model for random fields

Asymptotic normality of kernel type deconvolution estimators