Pages that link to "Item:Q5540035"
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The following pages link to Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation (Q5540035):
Displayed 50 items.
- Asymptotic distributions for a class of generalized \(L\)-statistics (Q627294) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Asymptotic behaviour of linear combinations of functions of order statistics (Q808579) (← links)
- Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics (Q916244) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Order thresholding (Q988008) (← links)
- Estimation of quantile mixtures via L-moments and trimmed L-moments (Q1010436) (← links)
- Robust directed tests of normality against heavy-tailed alternatives (Q1019899) (← links)
- The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution (Q1065471) (← links)
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives (Q1071421) (← links)
- On robust estimation of location for arbitrarily right-censored data (Q1078950) (← links)
- A note on testing for constant hazard against a change-point alternative (Q1092550) (← links)
- Asymptotic properties of linear functions of order statistics (Q1107232) (← links)
- Central limit theorems under alternatives for a broad class of nonparametric statistics (Q1119305) (← links)
- Cramer-von Mises tests for independence (Q1142508) (← links)
- On functionals of order statistics (Q1163820) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
- Approximations to a conservative inverse chi-square procedure for combining \(p\)-values in integrative research (Q1200731) (← links)
- Asymptotically efficient estimation by local location-parameter approximations (Q1221615) (← links)
- On the consistency of single-stage ranking procedures (Q1221989) (← links)
- Hodges-Lehmann estimate of the location parameter in censored samples (Q1242405) (← links)
- Moment inequalities for generalized \(L\)-statistics (Q1288118) (← links)
- Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution (Q1299497) (← links)
- Asymptotic behavior of \(L\)-statistics for a large class of time series (Q1335372) (← links)
- Estimation of quantiles and confidence intervals for the log-Gumbel distribution (Q1366446) (← links)
- Dispersion measures and dispersive orderings. (Q1424475) (← links)
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
- Fisher information in randomly sampled sib pairs and extremely discordant sib pairs in genetic analysis for a quantitative trait locus (Q1763454) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure. (Q1872855) (← links)
- Weighted correlation tests for scale families. (Q1872862) (← links)
- A note on the bias of \(L\)-estimators and a bias reduction procedure (Q1892967) (← links)
- Inference procedures for the linear failure rate model (Q1895373) (← links)
- On the Fisher information in type-I censored and quantal response data (Q1897100) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- On the mean square error of smooth \(L\)-estimator (Q2072012) (← links)
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← links)
- Efficient estimation of parameters of the extreme value distribution (Q2258171) (← links)
- Some asymptotic properties of the linearized maximum likelihood estimate and best linear unbiased estimate (Q2265244) (← links)
- Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Estimation of asymptotic variances of quantiles for the generalized logistic distribution (Q2319534) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- Some nonparametric consistent estimates from censored samples (Q2550594) (← links)
- Estimation of several characteristics of distributions of order statistics (Q2556067) (← links)
- Goodness-of-fit testing: the thresholding approach (Q2892918) (← links)
- Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
- On some goodness-of-fit tests for the normal, logistic and extreme-value distributions (Q3135644) (← links)