Pages that link to "Item:Q1168659"
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The following pages link to On the asymptotic normality of statistics with estimated parameters (Q1168659):
Displayed 50 items.
- Mean estimation with calibration techniques in presence of missing data (Q959407) (← links)
- A family of estimators of finite-population distribution functions using auxiliary information (Q1014836) (← links)
- Estimating quantiles under sampling on two occasions with arbitrary sample designs (Q1020773) (← links)
- An asymptotically distribution-free test for ordered alternatives in two- way layouts (Q1069603) (← links)
- Weak and strong representations for trimmed U-statistics (Q1089989) (← links)
- Large sample properties of cross-validation assessment statistics (Q1094026) (← links)
- Weak asymptotic representations for quantiles of the product-limit estimator (Q1100826) (← links)
- Resampling from centered data in the two-sample problem (Q1116575) (← links)
- Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997 (Q1298952) (← links)
- Properties of test statistics applied to residuals in failure time models (Q1298953) (← links)
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
- Goodness-of-fit statistics based on weighted \(L_ p\)-functionals (Q1373971) (← links)
- A quadratic bootstrap method and improved estimation in logistic regression. (Q1424453) (← links)
- Some asymptotic results for trimmed \(U\)-statistics (Q1567887) (← links)
- Inference on finite population categorical response: nonparametric regression-based predictive approach (Q1633228) (← links)
- Indirect methods of imputation of missing data based on available units (Q1774856) (← links)
- Missing data and auxiliary information in surveys (Q1775984) (← links)
- Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
- A basis approach to goodness-of-fit testing in recurrent event models (Q1781511) (← links)
- Empirical likelihood inference for mean functionals with nonignorably missing response data (Q1800119) (← links)
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
- Asymptotic normality of U-statistics based on trimmed samples (Q1822157) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- Difference estimators of quantiles in finite populations (Q1875704) (← links)
- Improving ratio-type quantile estimates in a finite population (Q1880287) (← links)
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications (Q2259723) (← links)
- Closed form asymptotically efficient estimators based upon order statistics (Q2266309) (← links)
- Kernel density estimation from complex surveys in the presence of complete auxiliary information (Q2312012) (← links)
- A general class of estimators with auxiliary information based on available units (Q2369141) (← links)
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity (Q2373577) (← links)
- New class of exponentiality tests based on U-empirical Laplace transform (Q2374430) (← links)
- Optimal receiver operating characteristic manifolds (Q2437277) (← links)
- Endogenous post-stratification in surveys: classifying with a sample-fitted model (Q2477066) (← links)
- Family of estimators of mean, ratio and product of a finite population using random nonresponse (Q2477591) (← links)
- Bootstrapping modified goodness-of-fit statistics with estimated parameters (Q2483845) (← links)
- A data-driven smooth test of symmetry (Q2516319) (← links)
- On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality (Q2516620) (← links)
- Large deviations for a class of scale-parameter-free statistics under the gamma distribution (Q2567795) (← links)
- Ratio methods to the mean estimation with known quantiles (Q2573568) (← links)
- Variance estimation for the finite population distribution function with complete auxiliary information (Q2747878) (← links)
- Robust estimation of distribution functions and quantiles with non-ignorable missing data (Q2870710) (← links)
- Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution (Q3015875) (← links)
- Bootstrapping u - statistics with estimated parameters (Q3135665) (← links)
- A Simple and More Efficient New Approach to Life Testing (Q3155387) (← links)
- On the utility of transformed auxiliary variables in finite population inference<sup>1</sup> (Q3472973) (← links)
- Effect of imprecisely known nuisance parameters on estimates of primary parameters (Q3473128) (← links)
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution (Q3529842) (← links)
- Mean Estimation Under Successive Sampling with Calibration Estimators (Q3631410) (← links)
- Sequential confidence intervals based on generalized m-statistics (Q3779614) (← links)
- A note on adaptive l-statistics (Q3968292) (← links)