Pages that link to "Item:Q1157857"
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The following pages link to Asymptotic normality of linear combinations of order statistics with a smooth score function (Q1157857):
Displaying 17 items.
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- On the asymptotic normality of finite population \(L\)-statistics (Q465633) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- A highly efficient L-estimator for the location parameter of the Cauchy distribution (Q626257) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics (Q916244) (← links)
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators (Q1070698) (← links)
- Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives (Q1071421) (← links)
- Asymptotic normality of generalized L-statistics with unbounded scores (Q1115060) (← links)
- Central limit theorems under alternatives for a broad class of nonparametric statistics (Q1119305) (← links)
- Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
- A note on the bias of \(L\)-estimators and a bias reduction procedure (Q1892967) (← links)
- Closed form asymptotically efficient estimators based upon order statistics (Q2266309) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- A Hollander-Proschan type test when ageing is not monotone (Q2520527) (← links)
- Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)