Approximation Theorems of Mathematical Statistics

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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Cited in

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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
Asymptotic distribution theory for general statistical functionals
Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives
On characterizations of distributions via moments of record values
Limit theorems for the median deviation
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Invariance principles in mathematical statistics
A simplified approach to M-estimation with application to two-stage estimators
Parameter estimation in smooth empirical processes
Approximation of the initial reserve for known ruin probabilities
Weak and strong representations for trimmed U-statistics
Competitors of the Wilcoxon signed rank test
Asymptotic normality of linear functions of concomitants of order statistics
Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
Detecting change in a random sequence
Nonparametric inference on the difference of location parameters of correlated variables from fragmentary samples
A note on strong approximations of multivariate empirical processes
Asymptotic results in robust quasi-Bayesian estimation
Asymptotics of conditional empirical processes
Invariance principles for changepoint problems
A note on asymptotic properties of the quadratic assignment problem
Some examples of random walks on free products of discrete groups
Asymptotic theory of U-statistics
Simulation methods of queues: An overview
Survival function estimation for a generalized proportional hazards model of random censorship
The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals
The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms
Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables
Limit theorems for short distances in \(\mathbb{R}^m\)
Optimal bandwidth choice for density-weighted averages
Misspecifying the likelihood for clustered binary data.
Goodness-of-fit tests for exponentiality based on a loss-of-memory type functional equation
Uniform limit theorem for densities of \(L\)-statistics
On the large sample distributions of modified sample biserial correlation coefficients
Large and moderate deviations for \(L\)-statistics
On statistical sensitivity analysis in stochastic programming
The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data
Short distances on the line
Consistent nonparametric estimation of error distributions in linear model
LBI tests for multivariate normality in exponential power distributions
Prediction in dynamic models with time-dependent conditional variances
Tests of fit using spacings statistics with estimated parameters
A new sequential design based on the Robbins-Monro procedure
Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
Covariances of symmetric statistics
The calibration problem as an ill-posed inverse problem
Empirical Bayes estimation for queueing systems and networks
A note on parameter estimation in the multivariate beta distribution
Essential independence and likelihood-based ability estimation for polytomous items
Confidence intervals for expected coverage from a beta testability model
A class of U-statistics and asymptotic normality of the number of k- clusters
A class of consistent tests for exponentiality based on the empirical Laplace transform
Estimation of a smooth quantile function under the proportional hazards model
A class of PP L-statistics for tests
Estimating means from a non-i.i.d. mixture of Poisson samples
On decoupling, series expansions, and tail behavior of chaos processes
Quantile-based estimation for the Box--Cox transformation in random samples
Jackknife estimator for an \(m\)-dependent stationary process
Semiparametric estimation of censored selection models with a nonparametric selection mechanism
A general ratio estimator and its application in model based inference
One-step jackknife for \(M\)-estimators computed using Newton's method
A procedure for assessing vector correlations
A central limit theorem for decomposable random variables with applications to random graphs
Estimation of a normal variance -- a critical review
Limit theorem for random symmetric functions
Efficiency and exclusion in collective action allocations
Statistics of two-dimensional point vortices and high-energy vortex states

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