Argmax-stable marked empirical processes

DOI10.1016/J.SPL.2009.01.008MaRDI QIDQ1017817zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger

Publication date 12 May 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.01.008

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Distribution theory (60E99) Exchangeability for stochastic processes (60G09)

Recommendations

• Empirical distributions in marked point processes
• Exact distribution of argmax (argmin)
• The exact distribution of the maximizing point of the two-sample empirical process
• Stationary max-stable processes with the Markov property
• Locating the maximum of an empirical process

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• Bootstrap Approximations in Model Checks for Regression
• Model Checks for Generalized Linear Models
• Model checks for regression: an innovation process approach
• Model checks using residual marked empirical processes
• Nonparametric estimation of a discontinuity in regression
• Nonparametric model checks for regression
• Nonparametric model checks for time series
• On Some Distributions Related to the Statistic $D^+_n$
• On the fluctuations of sums of random variables
• The exact distribution of the maximizing point of the two-sample empirical process
• Weak convergence of non-stationary multivariate marked processes with applications to martingale testing
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(3)

• Exact distribution of argmax (argmin)
• A continuous mapping theorem for the smallest argmax functional
• A continuous mapping theorem for the argmax‐functional in the non‐unique case

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