Pages that link to "Item:Q788418"

The following pages link to Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals (Q788418):

Displaying 50 items.

• A von Mises approximation to the small sample distribution of the trimmed mean (Q288100) (← links)
• Bias correction of the Akaike information criterion in factor analysis (Q290715) (← links)
• Expansions for log densities of multivariate estimates (Q340136) (← links)
• Weighting cusums for increased power near the end points (Q352881) (← links)
• Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
• Generalized Cornish-Fisher expansions (Q420541) (← links)
• Unbiased estimates for a lognormal regression problem and a nonparametric alternative (Q421050) (← links)
• On the dependency for asymptotically independent estimates (Q438673) (← links)
• Expansions for log densities of asymptotically normal estimates (Q451385) (← links)
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
• Expansions about the gamma for the distribution and quantiles of a standard estimate (Q479178) (← links)
• Accurate confidence intervals for distributions with one parameter (Q594501) (← links)
• A linear approximation to the power function of a test (Q715511) (← links)
• Tilted Edgeworth expansions for asymptotically normal vectors (Q907061) (← links)
• The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
• Accurate tests and intervals based on linear cusum statistics (Q1007362) (← links)
• Accurate tests and intervals based on nonlinear cusum statistics (Q1036737) (← links)
• Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
• Nonparametric confidence intervals for functions of several distributions (Q1118930) (← links)
• Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
• Bootstrap method and empirical process (Q1207631) (← links)
• Efficient weighted bootstraps for the mean (Q1298939) (← links)
• Moments and cumulants of the extremes of a sample from a uniform distribution (Q1726792) (← links)
• Edgeworth expansion for circular distribution (Q1815739) (← links)
• Asymptotic theory for information criteria in model selection -- functional approach (Q1874086) (← links)
• Von Mises approximation of the critical value of a test (Q1875695) (← links)
• Improved confidence regions based on Edgeworth expansions (Q1927223) (← links)
• The bias and skewness of \(M\)-estimators in regression (Q1952039) (← links)
• Correlation is first order independent of transformation (Q1956337) (← links)
• Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution (Q2157408) (← links)
• Saddlepoint approximations for the distribution of some robust estimators of the variogram (Q2303033) (← links)
• Transformations of multivariate Edgeworth type expansions (Q2360893) (← links)
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution (Q2360931) (← links)
• Expansions for the distribution of asymptotically chi-square statistics (Q2360932) (← links)
• The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator (Q2513940) (← links)
• Model selection in the presence of incidental parameters (Q2516318) (← links)
• Confidence Intervals for Linear Combinations of Poisson Means (Q2802861) (← links)
• An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models (Q2808107) (← links)
• Expressions for the distribution and percentiles of the sums and products of chi-squares (Q2863109) (← links)
• Improved Estimates and Confidence Intervals for Regenerative Simulation (Q2943794) (← links)
• Confidence intervals for the length of a vector mean (Q3019814) (← links)
• Nonparametric confidence intervals for the integral of a function of an unknown density (Q3106436) (← links)
• Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff (Q3143495) (← links)
• Bias reduction of maximum likelihood estimators using kernel estimators (Q3200386) (← links)
• Modified Edgeworth and Cornish-Fisher Expansions with Unknown Cumulants and no Singularities (Q3471339) (← links)
• The distribution and cumulants of a studentised statistic (Q3471344) (← links)
• The probability of a random deviation from a sample mean (Q3473014) (← links)
• Some asymptotics for U-statistics (Q3473015) (← links)
• Accurate confidence intervals when nuisance parameters are present (Q3473151) (← links)
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals (Q3548446) (← links)