Pages that link to "Item:Q1187652"
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The following pages link to Approximate distributions of order statistics. With applications to nonparametric statistics (Q1187652):
Displaying 50 items.
- A bootstrap goodness of fit test for the generalized Pareto distribution (Q961867) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- Distribution of order statistics from selected subsets of concomitants (Q988940) (← links)
- On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
- On the distance between some \(\pi\)ps sampling designs (Q996780) (← links)
- Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Multivariate order statistics via multivariate concomitants (Q1006674) (← links)
- Order statistics and Benford's law (Q1008531) (← links)
- Asymptotics for Kotz type III elliptical distributions (Q1012224) (← links)
- Expansions of multivariate Pickands densities and testing the tail dependence (Q1012534) (← links)
- The distribution of extremes in the degree sequence: A Gumbel distribution approach (Q1021882) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- A note on generalized Pareto distributions and the k upper extremes (Q1122251) (← links)
- On sample spacings from IMRL distributions (Q1126097) (← links)
- Rates of convergence in multivariate extreme value theory (Q1176291) (← links)
- Cross entropy minimization in uninvadable states of complex populations (Q1179450) (← links)
- Probabilistic analysis of an algorithm for solving the \(k\)-dimensional all-nearest-neighbors problem by projection (Q1182607) (← links)
- Bootstrap optimal bandwidth selection for kernel density estimates (Q1193967) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- A remainder estimate for the normal approximation of perturbed sample quantiles (Q1195576) (← links)
- An algorithm for flow time minimization and its asymptotic makespan properties (Q1198009) (← links)
- Poisson approximation of empirical processes (Q1198989) (← links)
- Asymptotic deviations between perturbed empirical and quantile processes (Q1200625) (← links)
- On the bias of order statistics in non-i.i.d. samples (Q1202309) (← links)
- On conditional distributions of nearest neighbors (Q1261301) (← links)
- Weak convergence of the remainder term in the Bahadur representation of extreme quantiles (Q1263181) (← links)
- Asymptotic expansions for the distribution functions of Pickands-type estimators (Q1267311) (← links)
- Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test (Q1269476) (← links)
- Approximation of the Hill estimator process (Q1273016) (← links)
- A strong representation of the product-limit estimator for left truncated and right censored data (Q1293667) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes (Q1323139) (← links)
- An odd property of the sample median (Q1324559) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- Strong convergence of multivariate point processes of exceedances (Q1335343) (← links)
- On the limit behaviour of the joint distribution function of order statistics (Q1336529) (← links)
- Trimmed mean or sample median? (Q1336929) (← links)
- Berry-Esséen rate in asymptotic normality for perturbed sample quantiles (Q1337188) (← links)
- Bahadur-Kiefer representation properties of intermediate order statistics (Q1340888) (← links)
- Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences (Q1346161) (← links)
- \(M\)-estimation, convexity and quantiles (Q1359408) (← links)
- Some refinements of the quasi-quantiles (Q1359765) (← links)
- The laws of the iterated logarithm for two kinds of PP statistics (Q1359793) (← links)
- Asymmetric quasimedians: Remarks on an anomaly (Q1359797) (← links)
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- Asymptotic independence of median and MAD (Q1365169) (← links)
