Functions of Order Statistics
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(61)- Second-order linearity of the general signed-rank statistic
- Asymptotic normality of generalized L-statistics with unbounded scores
- Central limit theorems under alternatives for a broad class of nonparametric statistics
- Estimates of relative risk
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
- Empirical distribution functions and functions of order statistics for mixing random variables
- Linear combination of concomitants of order statistics with application to testing and estimation
- Large sample properties of Jaeckel's adaptive trimmed mean
- On functionals of order statistics
- Limit theorems for stochastic measures of the accuracy of density estimators
- Some asymptotic results for a broad class of nonparametric statistics
- Asymptotic behavior of \(L\)-statistics for a large class of time series
- Dispersive comparison of distributions: A multisample testing problem
- Dispersion measures and dispersive orderings.
- Ranked set sample inference under a symmetry restriction
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
- The asymptotic distribution of weighted empirical distribution functions
- Score tests for covariate effects in conditional copulas
- Remarks on power-law random graphs
- Choice of smoothing parameter in multivariate copula-based tail coefficients
- Probabilities of large deviations for L-statistics
- Weighted allocations, their concomitant-based estimators, and asymptotics
- Some theory and practical uses of trimmed \(L\)-moments
- Asymptotic properties of generalized multivariate rank statistics
- A class of test statistics for testing whether new is better than used
- An asymptotically efficient closed form estimator for the three - parameter lognormal distribution
- An asymptotic formula for the net premium of some reinsurance treaties
- Almost sure representations of weightedU-statistics with applications
- Semiparametric Estimation in Copulas with the Same Marginals
- Asymptotic consistency of risk functionals
- Combined nonparametric inference and state estimation for mixed poisson processes
- Comparison of efficientL- andR-estimators of location
- Assessing multivariate normality: a compendium
- An Edgeworth expansion for finite-population \(L\)-statistics
- Asymptotic nnormality of a class of time-sequential statistics and applications
- Asymptotic normality of a variance estimator of a linear combination of a function of order statistics
- On the asymptotic normality of finite population \(L\)-statistics
- Asymptotic representation of L-estimators and their relations to M-estimators
- On minimum distance estimation of location based on the kolmogorov statistic
- Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance
- Extremiles: A New Perspective on Asymmetric Least Squares
- On selecting the best of k lognormal distributions
- Income inequality measures based on sample surveys
- The law of the iterated logarithm and central limit theorem for L-statistics
- Reweighted and circularised Anderson-Darling tests of goodness-of-fit
- Estimating L-functionals for heavy-tailed distributions and application
- Variable screening based on Gaussian centered L-moments
- Asymptotic distributions for a class of generalized L-statistics
- Asymptotic distribution of law-invariant risk functionals
- L-moments skewness and kurtosis as measures of regional convergence and cohesion
- Empirical likelihood based confidence regions for functional of copulas
- Testing variability orderings by using Gini's mean differences
- Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments
- On statistical inference in concentration measurement
- Weighted L^ 2 quantile distance estimators for randomly censored data
- A simple proof for the Chernoff-Savage theorem
- Asymptotic behaviour of linear combinations of functions of order statistics
- Characterization of stochastic orders by \(L\)-functionals
- Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
- On Gauss quadrature and partial cross validation
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