Estimation of crossing points of continuous distribution functions

DOI10.1515/EQC-2013-0002MaRDI QIDQ4929106zbMATH OpenOpenAlexFDO

Authors Kay Adam, Dietmar Ferger

Publication date 13 June 2013

Published in Economic Quality Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/eqc-2013-0002

zbMATH Keywords

asymptotic normalitySkorokhod spaceweak convergence of stochastic processesrescaled processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99) Applications of statistics in engineering and industry; control charts (62P30) Central limit and other weak theorems (60F05)

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Cited in

(7)

• Crossing points of distributions and a theorem that relates them to second order stochastic dominance
• A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
• Statistical inference on comparing two distribution functions with a possible crossing point.
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
• A semiparametric estimator of the crossing point in the two-sample linear shift function: application to crossing lifetime distributions
• Nonparametric maximum likelihood estimation of distribution functions when they cross
• On the number of crossings of empirical distribution functions

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