Pages that link to "Item:Q1094746"

The following pages link to Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics (Q1094746):

Displayed 26 items.

• Goodness-of-fit tests for the Pareto distribution based on its characterization (Q333530) ‎ (← links)
• Characterization based symmetry tests and their asymptotic efficiencies (Q334022) ‎ (← links)
• Kolmogorov tests of normality based on some variants of Polya's characterization (Q504004) ‎ (← links)
• Efficiency of exponentiality tests based on a special property of exponential distribution (Q726582) ‎ (← links)
• Jackknife variance estimators for generalized L-statistics (Q809498) ‎ (← links)
• Exponentiality tests based on Ahsanullah's characterization and their efficiency (Q906004) ‎ (← links)
• Weak and strong representations for trimmed U-statistics (Q1089989) ‎ (← links)
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics (Q1094746) ‎ (← links)
• Asymptotic normality of generalized L-statistics with unbounded scores (Q1115060) ‎ (← links)
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) ‎ (← links)
• Moderate and large deviations for \(U\)-processes (Q1805756) ‎ (← links)
• The Bahadur-Kiefer representation for \(U\)-quantiles (Q1816992) ‎ (← links)
• Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure (Q1826203) ‎ (← links)
• Berry-Esseen type bounds for trimmed \(U\)-statistics (Q2474389) ‎ (← links)
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) ‎ (← links)
• Asymptotic efficiency of new exponentiality tests based on a characterization (Q2634244) ‎ (← links)
• Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation (Q2731944) ‎ (← links)
• Two-dimensional Kolmogorov-type goodness-of-fit tests based on characterisations and their asymptotic efficiencies (Q2811288) ‎ (← links)
• Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency (Q3589220) ‎ (← links)
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZED<i>L</i>-STATISTICS (Q4449024) ‎ (← links)
• New Versions of Some Classical Stochastic Inequalities (Q4916401) ‎ (← links)
• Alternative empirical distributions based on weighted linear combinations of order statistics (Q4946981) ‎ (← links)
• Non-Gaussian limit distributions for<i>U</i>-statistics based on trimmed and Winsorized samples (Q5169789) ‎ (← links)
• A Correlation Test for Normality Based on the Lévy Characterization (Q5259164) ‎ (← links)
• Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences (Q5313356) ‎ (← links)
• The law of the iterated logarithm and central limit theorem for \(L\)-statistics (Q5947224) ‎ (← links)