Approximation Theorems of Mathematical Statistics
From MaRDI portal
Publication:3324806
DOI10.1002/9780470316481zbMath0538.62002OpenAlexW2797333853MaRDI QIDQ3324806
No author found.
Publication date: 1980
Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/9780470316481
U-statisticslimit theoremsM-estimatesL-estimatesvon Mises functionalsR-estimatesTransformations of given statistics
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Asymptotic properties of parametric tests (62F05)
Related Items (only showing first 100 items - show all)
Kendall regression coefficient ⋮ Rank-based tests of cross-sectional dependence in panel data models ⋮ A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing ⋮ Exponential probability inequality and convergence results for the median absolute deviation and its modifications ⋮ Bahadur representations for the median absolute deviation and its modifications ⋮ Hypothesis testing for two discrete populations based on the Hellinger distance ⋮ Linearly interpolated FDH efficiency score for nonconvex frontiers ⋮ \(M\)-processes and applications ⋮ Multidimensional trimming based on projection depth ⋮ Efficient parameter estimation for independent and INAR(1) negative binomial samples ⋮ Almost sure central limit theorems for random functions ⋮ Stahel-Donoho kernel estimation for fixed design nonparametric regression models ⋮ Characterization of stochastic orders by \(L\)-functionals ⋮ Consistency of estimators of population scaled parameters using composite likelihood ⋮ Tests for the equality of conditional variance functions in nonparametric regression ⋮ Heritability estimation in high dimensional sparse linear mixed models ⋮ Nonlinear wavelet density estimation with data missing at random when covariates are present ⋮ Monotone rank estimation of transformation models with length-biased and right-censored data ⋮ Partial and average copulas and association measures ⋮ Sensitivity analysis of ranked data: from order statistics to quantiles ⋮ Robust model-free feature screening via quantile correlation ⋮ Simulation-based two-stage estimation for multiple nonparametric regression ⋮ Weak convergence for random weighting estimation of smoothed quantile processes ⋮ Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses ⋮ Estimation in nonparametric location-scale regression models with censored data ⋮ Generalized time-dependent conditional linear models under left truncation and right censoring ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ Bayes factors based on robust TDT-type tests for family trio design ⋮ Model assessment tools for a model false world ⋮ Estimation of entropy and other functionals of a multivariate density ⋮ Generalized Hodges-Lehmann estimators for the analysis of variance ⋮ The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics ⋮ Nonparametric estimators for the probability of ruin ⋮ Paretian Poisson processes ⋮ Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles ⋮ Likelihood ratio tests for equality of shape under varying degrees of orientation invariance ⋮ Inferences for odds ratio with dependent pairs ⋮ A local likelihood method for estimating relative risk functions in case-control studies ⋮ Simple tests for peakedness, fat tails and leptokurtosis based on quantiles ⋮ On tests of homogeneity based on minimum \(\varphi \)-divergence estimator with constraints ⋮ Random assignment problems ⋮ Detection threshold for non-parametric estimation ⋮ A distribution free goodness of fit test for a stochastically ordered alternative ⋮ On Gauss quadrature and partial cross validation ⋮ Confidence intervals based on estimators with unknown rates of convergence ⋮ Variable selection in neural network regression models with dependent data: a subsampling approach ⋮ Restricted methods in symmetrical linear regression models ⋮ Trimmed and Winsorized means based on a scaled deviation ⋮ Multivariate trimmed means based on the Tukey depth ⋮ Errors in discrimination with monotone missing data from multivariate normal populations ⋮ Parametric estimation of change-points for actual event data in recurrent events models ⋮ Estimating probabilities under the three-parameter gamma distribution using composite sampling ⋮ A similarity measure to assess the stability of classification trees ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Bootstrapping least distance estimator in the multivariate regression model ⋮ Nonparametric estimation of the threshold at an operating point on the ROC curve ⋮ Testing for independence in heavy-tailed time series using the codifference function ⋮ Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy ⋮ Asymptotics for the moment convergence of \(U\)-statistics in LIL ⋮ Modeling concordance correlation coefficient for longitudinal study data ⋮ DISCO analysis: A nonparametric extension of analysis of variance ⋮ Second-order linearity of Wilcoxon statistics ⋮ Polynomial regression with censored data based on preliminary nonparametric estimation ⋮ Asymptotics for sliced average variance estimation ⋮ Central limit theorems for Poisson hyperplane tessellations ⋮ On splines approximation for sliced average variance estimation ⋮ Sample size re-estimation: nonparametric approach ⋮ The central limit theorem under random truncation ⋮ Bootstrap approach to the multi-sample test of means with imprecise data ⋮ Resampling methods for ranked set samples ⋮ On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA ⋮ Minimum distance estimation of GARCH(1,1) models ⋮ Identification of chaos representations of elastic properties of random media using experimental vibration tests ⋮ A distribution function estimator for the difference of order statistics from two independent samples ⋮ Robust directed tests of normality against heavy-tailed alternatives ⋮ Testing linear independence in linear models with interval-valued data ⋮ Asymptotical distributions, parameters and coverage probabilities of tolerance limits ⋮ Locating multiple interacting quantitative trait loci using robust model selection ⋮ Probabilistic modeling of a nonlinear dynamical system used for producing voice ⋮ Robust permutation tests for two samples ⋮ On multistage ranked set sampling for distribution and median estimation ⋮ Testing the random walk hypothesis through robust estimation of correlation ⋮ A test for the two-sample problem based on empirical characteristic functions ⋮ The asymptotic distribution of a cluster-index for i.i.d. normal random variables ⋮ Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics ⋮ Maximum likelihood estimation in the proportional hazards cure model ⋮ Practically applicable central limit theorem for spatial statistics ⋮ Analysis of the variability of a two-dimensional finite strain estimate ⋮ Properties of design-based functional principal components analysis ⋮ Empirical likelihood confidence intervals for the differences of quantiles with missing data ⋮ Testing for generalized Lorenz dominance ⋮ Efficiency comparison between mean and log-rank tests for recurrent event time data ⋮ On a robust and efficient maximum depth estimator ⋮ Asymptotic distributions of non-central Studentized statistics ⋮ Tournament screening cum EBIC for feature selection with high-dimensional feature spaces ⋮ On nonparametric and semiparametric testing for multivariate linear time series ⋮ Prediction of multivariate time series by autoregressive model fitting ⋮ Cramér-von Mises statistics based on the sample quantile function and estimated parameters ⋮ Inference for thinned point processes, with application to Cox processes ⋮ Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators
This page was built for publication: Approximation Theorems of Mathematical Statistics
