Approximate distributions of order statistics. With applications to nonparametric statistics
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- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
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- On the residual dependence index of elliptical distributions
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- Selecting the optimal sample fraction in univariate extreme value estimation
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- Weak convergence of the scaled median of independent Brownian motions
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- A strong representation of the product-limit estimator for left truncated and right censored data
- Rates of convergence in multivariate extreme value theory
- Extremes of weighted Dirichlet arrays
- Families of distributions arising from distributions of order statistics
- Extremes of asymptotically spherical and elliptical random vectors
- Strong convergence of multivariate maxima
- A novel means of estimating quantiles for 2-parameter Weibull distribution under the right random censoring model
- Maxima of bivariate random vectors: Between independence and complete dependence
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
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- On the distribution of Pickands coordinates in bivariate EV and GP models
- Convergence rate of extremes for the general error distribution
- A characterization of the rate of convergence in bivariate extreme value models
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
- A new family of bivariate max-infinitely divisible distributions
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- An alternative definition of the influence function.
- Various limit theorems for ratios from the uniform distribution
- Computing the moments of order statistics from nonidentically distributed phase-type random variables
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
- Cross entropy minimization in uninvadable states of complex populations
- Optimal rates of convergence for estimates of the extreme value index
- Partial information reference priors: Derivation and interpretations
- Order statistics and Benford's law
- An introduction to order statistics
- Prediction in several conventional contexts
- A general class of estimators of the extreme value index
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- The maximum of the periodogram of a non-Gaussian sequence.
- Multivariate order statistics via multivariate concomitants
- Poisson approximation of empirical processes
- Large sample behavior of the CTE and VaR estimators under importance sampling
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Extreme value analysis of actuarial risks: estimation and model validation
- Some Best Parameter Estimates for Distributions with Finite Endpoint
- Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test
- Permanent Expansions and Distributions of Order Statistics in the INID Case
- A concept of generalized order statistics
- Asymptotic properties of the remedian
- Distance between exact and approximate distributions of partial maxima under power normalization
- Asymptotics of random contractions
- Exponential series estimator of multivariate densities
- On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
- On \(M\)-estimators and normal quantiles.
- On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
- Estimation of distribution tails —a semiparametric approach
- A Hill Type Estimator of the Weibull Tail-Coefficient
- Minimax risk bounds in extreme value theory
- Weak aggregating algorithm for the distribution-free perishable inventory problem
- Some extensions of Tukey's depth function
- A bootstrap goodness of fit test for the generalized Pareto distribution
- Asymptotics of the optimal confidence region for shift and scale, based on two order statistics
- Order Statistics from Discrete Distributions
- Four theorems and a financial crisis
- Asymptotic properties of type I elliptical random vectors
- Distribution-free bounds on the expectation of the maximum with scheduling applications
- Expansions and penultimate distributions of maxima of bivariate normal random vectors
- Conditional limit results for type I polar distributions
- Direct density estimation of \(L\)-estimates via characteristic functions with applications
- Estimating a Stability Parameter: Asymptotics and Simulations
- On the max-domain of attractions of bivariate elliptical arrays
- A novel class of bivariate max-stable distributions
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
- A multivariate piecing-together approach with an application to operational loss data
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- Recurrence relations for single and product moments of record values from generalized pareto distribution
- Comparisons of methods of estimation for a pareto distribution of the first kind
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
- Asymptotics of the convex hull of spherically symmetric samples
- Cut-off for \(n\)-tuples of exponentially converging processes
- A class of distributions connected to order statistics with nonintegral sample size
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples
- The asymptotic normality of an intermediate order statistic of the ranges of sub-samples
- Conditional excess risk measures and multivariate regular variation
- Poisson approximation of multivariate Poisson mixtures
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
- Asymptotic Distributions of Order Statistics and Record Values Under the Marshall–Olkin Parametrization Operation
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