Estate V. Khmaladze
Statistics and Probability · 2002–2004
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 5 citations into it; #6,239 of 12,932 by trust here, #8,279 by citations
Whom Estate V. Khmaladze trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Estate V. Khmaladze overall
Papers from Estate V. Khmaladze's perspective
Ordered by how strongly the researchers Estate V. Khmaladze trusts endorse each paper. Same corpus, a different order for every researcher.
- Local asymptotic minimax and admissibility in estimation
- Minimum distance regression model checking
- Weak Convergence and Empirical Processes: With Applications to Statistics
- Weighted Empirical Processes in Dynamic Nonlinear Models
- Convergence of Probability Measures
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
- High moment partial sum processes of residuals in GARCH models and their applications
- Asymptotic Methods In Statistical Decision Theory
- Regression Shrinkage and Selection via the Lasso
- Generalized autoregressive conditional heteroskedasticity
Their papers
- Martingale transforms goodness-of-fit tests in regression models (2004) — 149 citations
- Encyclopaedia of Mathematics, Supplement III (2002) — 57 citations