Sándor Csörgö

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Person:582762

Available identifiers

zbMath Open csorgo.sandorWikidataQ716065 ScholiaQ716065MaRDI QIDQ582762

List of research outcomes

PublicationDate of PublicationType
Trimmed sums from the domain of geometric partial attraction of semistable laws2017-10-09Paper
https://portal.mardi4nfdi.de/entity/Q49134762013-04-05Paper
Asymptotic approximations for coupon collectors2011-02-25Paper
https://portal.mardi4nfdi.de/entity/Q35630382010-05-28Paper
Weak laws of large numbers for cooperative gamblers2009-12-29Paper
Merging asymptotic expansions for cooperative gamblers in generalized St. Petersburg games2009-12-29Paper
Stability properties of solutions of linear second order differential equations with random coefficients2009-12-22Paper
Merging of linear combinations to semistable laws2009-09-25Paper
https://portal.mardi4nfdi.de/entity/Q54262602007-11-12Paper
Pooling strategies for St. Petersburg gamblers2007-09-05Paper
St. Petersburg games with the largest gains withheld2007-08-23Paper
Fourier analysis of semistable distributions2007-07-19Paper
https://portal.mardi4nfdi.de/entity/Q56961922006-06-27Paper
Testing for small bias of tail index estimators2005-11-01Paper
Laws of large numbers for cooperative St. Petersburg gamblers2005-10-11Paper
https://portal.mardi4nfdi.de/entity/Q27548992005-06-22Paper
https://portal.mardi4nfdi.de/entity/Q46802942005-06-07Paper
https://portal.mardi4nfdi.de/entity/Q46638082005-04-04Paper
https://portal.mardi4nfdi.de/entity/Q48155502004-09-07Paper
Weighted correlation tests for location-scale families2004-08-06Paper
The smoothing dichotomy in nonparametric regression under long‐memory errors2004-06-15Paper
Rates in the complete convergence of bootstrap means.2004-02-14Paper
Merging to Semistable Laws2004-01-21Paper
https://portal.mardi4nfdi.de/entity/Q44394732003-12-14Paper
A survey of limit laws for bootstrapped sums2003-12-03Paper
https://portal.mardi4nfdi.de/entity/Q44167282003-08-05Paper
https://portal.mardi4nfdi.de/entity/Q44167412003-08-05Paper
https://portal.mardi4nfdi.de/entity/Q44167422003-08-05Paper
Weighted correlation tests for scale families.2003-05-18Paper
https://portal.mardi4nfdi.de/entity/Q45378952002-06-25Paper
Random Graphs and the Strong Convergence of Bootstrap Means2001-08-16Paper
https://portal.mardi4nfdi.de/entity/Q27221612001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27143942001-06-13Paper
Random-design regression under long-range dependent errors2000-10-18Paper
Almost sure limit theorems for the St. Petersburg game2000-09-04Paper
https://portal.mardi4nfdi.de/entity/Q42468842000-05-25Paper
https://portal.mardi4nfdi.de/entity/Q45079162000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42469391999-09-23Paper
https://portal.mardi4nfdi.de/entity/Q42262641999-01-24Paper
https://portal.mardi4nfdi.de/entity/Q43850531998-11-24Paper
The Paradoxical Nature of The Proportional Hazards Model of Random Censorship1998-05-26Paper
https://portal.mardi4nfdi.de/entity/Q43655441998-02-10Paper
On the asymptotic normality of Hill's estimator1997-12-14Paper
Universal Gaussian approximations under random censorship1997-08-11Paper
https://portal.mardi4nfdi.de/entity/Q31297861997-05-28Paper
Asymptotic normality of least-squares estimators of tail indices1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48538071996-11-12Paper
Nonparametric regression under long-range dependent normal errors1996-11-12Paper
https://portal.mardi4nfdi.de/entity/Q48776131996-10-21Paper
https://portal.mardi4nfdi.de/entity/Q48385171996-09-24Paper
Precision calculation of distributions for trimmed sums1996-09-08Paper
Density estimation under long-range dependence1996-08-22Paper
https://portal.mardi4nfdi.de/entity/Q48816601996-08-21Paper
A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games1996-07-31Paper
The empirical process of a short-range dependent stationary sequence under Gaussian subordination1996-05-27Paper
Distant long-range dependent sums and regression estimation1996-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48642901996-04-08Paper
The domain of partial attraction of an infinitely divisible law without a normal component1996-04-08Paper
An approximation to infinitely divisible laws1996-02-11Paper
https://portal.mardi4nfdi.de/entity/Q48431361995-10-23Paper
Intermediate sums and stochastic compactness of maxima1995-09-27Paper
The asymptotic distribution of intermediate sums1994-08-11Paper
https://portal.mardi4nfdi.de/entity/Q42831361994-04-10Paper
Quantile constructions for Khinchin's and Pruitt's theorems and for Doeblin's universal laws1993-09-05Paper
On the law of large numbers for the bootstrap mean1993-01-16Paper
Confidence bands for percentile residual lifetimes1992-09-27Paper
Intermediate- and extreme-sum processes1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39727291992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39727301992-06-25Paper
The asymptotic distribution of extreme sums1992-06-25Paper
The domain of partial attraction of a Poisson law1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33503771991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33521861991-01-01Paper
A probabilistic approach to domains of partial attraction1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32099311990-01-01Paper
Empirical Laplace transform and approximation of compound distributions1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47319751989-01-01Paper
Bootstrapping empirical functions1989-01-01Paper
Consistency of some tests for multivariate normality1989-01-01Paper
Testing for exponential and Marshall-Olkin distributions1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739691989-01-01Paper
Notes on Extreme and Self-Normalised Sums from the Domain of Attraction of a Stable Law1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38317911989-01-01Paper
Density estimation in the simple proportional hazards model1988-01-01Paper
A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship1988-01-01Paper
The asymptotic distribution of trimmed sums1988-01-01Paper
A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57517551987-01-01Paper
Testing for Symmetry1987-01-01Paper
Estimation of total time on test transforms and lorenz curves under random censorship1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37697811987-01-01Paper
Estimation of Percentile Residual Life1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37730831987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42061981986-01-01Paper
What portion of the sample makes a partial sum asymptotically stable or normal?1986-01-01Paper
Weighted empirical and quantile processes1986-01-01Paper
Normal and stable convergence of integral functions of the empirical distribution function1986-01-01Paper
The asymptotic distribution of sums of extreme values from a regularly varying distribution1986-01-01Paper
An asymptotic theory for empirical reliability and concentration processes1986-01-01Paper
Testing for normality in arbitrary dimension1986-01-01Paper
Spurious Brownian Motions1986-01-01Paper
Confidence bands from censored samples1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37570651986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47272581985-01-01Paper
On the convergence of series of pairwise independent random variables1985-01-01Paper
Testing for independence by the empirical characteristic function1985-01-01Paper
Kernel estimates of the tail index of a distribution1985-01-01Paper
Testing for linearity1985-01-01Paper
Central limit theorems for sums of extreme values1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37234101985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37407291985-01-01Paper
THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33212411984-01-01Paper
Estimating Characteristic Functions Under Random Censorship1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36900211984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37195591984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37271281984-01-01Paper
The rate of strong uniform consistency for the product-limit estimator1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39599681983-01-01Paper
On the strong law of large numbers for pairwise independent random variables1983-01-01Paper
Kernel-transformed empirical processes1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30384231983-01-01Paper
GIL-PELAEZ-ROSÉN TRANSFORMATION OF DATA1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36624481983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36676891983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36753441983-01-01Paper
Upper and lower classes for triangular arrays1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39389621982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39405661982-01-01Paper
Some results concerning symmetric distributions1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39683101982-01-01Paper
On general quantile processes in weighted sup-norm metrics1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338981982-01-01Paper
Estimable Versions of Griffiths' Measure of Association1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36676991982-01-01Paper
Multivariate characteristic functions and tail behaviour1981-01-01Paper
Multivariate empirical characteristic functions1981-01-01Paper
Strong approximations of some biometric estimates under random censorship1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39562431981-01-01Paper
Limit behaviour of the empirical characteristic function1981-01-01Paper
Strong approximation of empirical Kac processes1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131251981-01-01Paper
On the quantogram of Kendall and Kent1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39256081980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32061191980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38685181980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249961979-01-01Paper
Erdős-Renyi laws1979-01-01Paper
Approximations of the empirical process when parameters are estimated1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41767561978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41362771977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41601521977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40990561976-01-01Paper
Asymptotic Expansion for the Laplace Transform of the von Mises $\omega ^2 $ -Test1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40438471974-01-01Paper
On limit distributions of sequences of random vraiables with random indices1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41423901974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47731231974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56840071973-01-01Paper
An invariance principle for the empirical process with random sample size1970-01-01Paper

Research outcomes over time


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