Pages that link to "Item:Q5525076"
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The following pages link to A Note on Quantiles in Large Samples (Q5525076):
Displayed 50 items.
- The Bahadur representation for sample quantiles under negatively associated sequence (Q952853) (← links)
- Pairwise comparisons of dependent groups based on medians (Q959382) (← links)
- Nonparametric estimation of the threshold at an operating point on the ROC curve (Q961940) (← links)
- On the validity of the batch quantile method for Markov chains (Q974998) (← links)
- Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Pivots versus signals in elections (Q1007329) (← links)
- A semiparametric Wald statistic for testing logistic regression models based on case-control data (Q1042805) (← links)
- On the rate of convergence in the central limit theorem for signed rank statistics (Q1060504) (← links)
- Strong approximations of the quantile process of the product-limit estimator (Q1065478) (← links)
- Moment (in-)equalities for differences of order statistics with different sample sizes (Q1082007) (← links)
- Asymptotically efficient estimation of the sparsity function at a point (Q1098516) (← links)
- Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals (Q1113589) (← links)
- Strong representations for LAD estimators in linear models (Q1116225) (← links)
- On Bahadur's representation of sample quantiles (Q1149709) (← links)
- On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist (Q1185541) (← links)
- Weak limit theorems for univariate \(k\)-mean clustering under a nonregular condition (Q1192003) (← links)
- Bayes type estimates (Q1193324) (← links)
- Asymptotic deviations between perturbed empirical and quantile processes (Q1200625) (← links)
- On the Bahadur-Ghosh-Kiefer representation of sample quantiles (Q1200752) (← links)
- A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform (Q1202313) (← links)
- The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic (Q1236386) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- Weak convergence of the remainder term in the Bahadur representation of extreme quantiles (Q1263181) (← links)
- Minimum volume sets and generalized quantile processes (Q1275932) (← links)
- On the quantile process based on the autoregressive residuals. (Q1299375) (← links)
- Asymptotic representations for quantiles of pooled samples (Q1324550) (← links)
- On the dispersion of multivariate median (Q1335358) (← links)
- On testing for independence against right tail increasing in bivariate models (Q1337198) (← links)
- Bahadur-Kiefer representation properties of intermediate order statistics (Q1340888) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- On the ``Demon'' problem of Youden (Q1365190) (← links)
- On using linear ordered rank statistics for detecting early differences between two distributions (Q1368917) (← links)
- Sharpening estimators using resampling (Q1378786) (← links)
- Uniform strong consistency of sample quantiles (Q1379903) (← links)
- On the rate of strong consistency of Lorenz curves (Q1380637) (← links)
- Strong laws for local quantile processes (Q1381576) (← links)
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models (Q1383101) (← links)
- Median cross-validation criterion (Q1387429) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
- Smooth estimation of multivariate survival and density functions (Q1600730) (← links)
- The second-order bias of quantile estimators (Q1627013) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Large and moderate deviation principles for the bootstrap sample quantile (Q1674048) (← links)