Generalized L-, M-, and R-statistics
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- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- scientific article; zbMATH DE number 169512
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Cited in
(60)- Multivariate generalized S-estimators
- Parameter estimation in smooth empirical processes
- Weak and strong representations for trimmed U-statistics
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
- A kernel-type estimator for generalized quantiles
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
- Asymptotic normality of generalized L-statistics with unbounded scores
- Asymptotic normality of two sample linear rank statistics under U- statistic structure
- Regression-free and robust estimation of scale for bivariate data
- Incomplete generalized L-statistics
- Some asymptotic results for trimmed \(U\)-statistics
- A large deviation theorem for \(U\)-processes
- A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
- Finite sample tail behavior of multivariate location estimators
- The Bahadur-Kiefer representation for \(U\)-quantiles
- Asymptotic normality of U-statistics based on trimmed samples
- Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
- Asymptotic theorems for kernel U-quantiles
- Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
- Distorted stochastic dominance: a generalized family of stochastic orders
- Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics
- Efficient computation of generalized median estimators
- Berry-Esseen type bounds for trimmed \(U\)-statistics
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples
- Multivariate generalized linear-statistics of short range dependent data
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Small sample performance of robust estimators of tail parameters for pareto and exponential models
- A robust scale estimator based on pairwise means
- Modification of the mann-whitney test
- Bootstrapping for generalized l-statistics
- Characterizations and o-statistic representations of lu-statistics
- scientific article; zbMATH DE number 4159857 (Why is no real title available?)
- Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
- Generalized Maximally Selected Statistics
- Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
- Sequential confidence intervals based on generalized m-statistics
- Nonparametric tests for scale and location
- Recursive U-quantiles
- ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
- Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
- Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
- Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
- Optimal sparse singular value decomposition for high-dimensional high-order data
- Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
- Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
- Efficient and Robust Fitting of Lognormal Distributions
- Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
- “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.
- Functional Sequential Treatment Allocation
- A modified functional delta method and its application to the estimation of risk functionals
- Transform orders and stochastic monotonicity of statistical functionals
- Asymptotic distributions for a class of generalized L-statistics
- Functional sequential treatment allocation with covariates
- Weak convergence of sequences of first passage processes and applications
- On some geometric identities involving the sample covariance matrix and its adjugate
- Trimmed slope estimates for simple linear regression
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- Jackknife variance estimators for generalized L-statistics
- Asymptotics of the two-stage spatial sign correlation
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