Properties of the empirical distribution function for independent nonidentically distributed random variables
From MaRDI portal
Cited in
(16)- The empirical distribution function and strong laws for functions of order statistics of uniform spacings
- Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap
- Rank tests for matched pair experiments with censored data
- Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
- Order statistics for nonstationary time series
- A central limit theorem for functionals of the Kaplan-Meier estimator
- Multivariate hazard rates under random censorship
- Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables
- Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case
- On properties of empirical and related random processes
- Global testing against sparse alternatives in time-frequency analysis
- Nonparametric quantile regression for twice censored data
- THE APPROPRIATE REDUCTION OF THE WEIGHTED EMPIRICAL PROCESS
- On functions bounding the empirical distribution of uniform spacings
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
This page was built for publication: Properties of the empirical distribution function for independent nonidentically distributed random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1253486)
