Approximate distributions of order statistics. With applications to nonparametric statistics

From MaRDI portal
Publication:1187652

zbMath0682.62009MaRDI QIDQ1187652

Rolf-Dieter Reiss

Publication date: 17 September 1992

Published in: Springer Series in Statistics (Search for Journal in Brave)




Related Items

Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics, Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes, Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions, Strong convergence of multivariate point processes of exceedances, On the limit behaviour of the joint distribution function of order statistics, Trimmed mean or sample median?, Berry-Esséen rate in asymptotic normality for perturbed sample quantiles, Bahadur-Kiefer representation properties of intermediate order statistics, Maxima of bivariate random vectors: Between independence and complete dependence, Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences, Various limit theorems for ratios from the uniform distribution, Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables, \(M\)-estimation, convexity and quantiles, Some refinements of the quasi-quantiles, The laws of the iterated logarithm for two kinds of PP statistics, Asymmetric quasimedians: Remarks on an anomaly, Cut-off for \(n\)-tuples of exponentially converging processes, Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles, On tail parameter estimation in certain point process models, Rates of convergence for bivariate extremes, Distance between exact and approximate distributions of partial maxima under power normalization, Asymptotic independence of median and MAD, Conditional limiting distribution of type III elliptical random vectors, On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale, On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays, A note on generalized Pareto distributions and the k upper extremes, Limiting distributions of maxima under triangular schemes, On sample spacings from IMRL distributions, On the max-domain of attractions of bivariate elliptical arrays, Extremes of asymptotically spherical and elliptical random vectors, Families of distributions arising from distributions of order statistics, Geometric interpretation of the residual dependence coefficient, Weak aggregating algorithm for the distribution-free perishable inventory problem, Bootstrap variance estimation for Nadaraya quantile estimator, Conditional limit results for type I polar distributions, A multivariate piecing-together approach with an application to operational loss data, The convergence rate for the normal approximation of extreme sums, Influence analysis in truncated distributions, Asymptotics of the convex hull of spherically symmetric samples, Computing the moments of order statistics from nonidentically distributed phase-type random variables, Exact tail asymptotics in bivariate scale mixture models, The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution, Cornish-Fisher expansions using sample cumulants and monotonic transformations, Some notes on extremal discriminant analysis, Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules, On almost sure max-limit theorems, Direct density estimation of \(L\)-estimates via characteristic functions with applications, A new family of bivariate max-infinitely divisible distributions, Weak convergence of the maximum error of the bootstrap quantile estimate, Rates of convergence in multivariate extreme value theory, Asymptotics of random contractions, Cross entropy minimization in uninvadable states of complex populations, Conditional limiting distribution of beta-independent random vectors, Tail asymptotic results for elliptical distributions, Probabilistic analysis of an algorithm for solving the \(k\)-dimensional all-nearest-neighbors problem by projection, Statistics of extremes by oracle estimation, Weak convergence of sequences of first passage processes and applications, Bootstrap optimal bandwidth selection for kernel density estimates, Edgeworth expansions for studentized and prepivoted sample quantiles, A remainder estimate for the normal approximation of perturbed sample quantiles, An algorithm for flow time minimization and its asymptotic makespan properties, Poisson approximation of empirical processes, Asymptotics of the optimal confidence region for shift and scale, based on two order statistics, Reiss and Thomas' automatic selection of the number of extremes, Asymptotic deviations between perturbed empirical and quantile processes, The asymptotic normality of an intermediate order statistic of the ranges of sub-samples, A smoothed bootstrap estimator for a Studentized sample quantile, On the bias of order statistics in non-i.i.d. samples, A bootstrap goodness of fit test for the generalized Pareto distribution, Exponential series estimator of multivariate densities, Some extensions of Tukey's depth function, Sample size calculation for a regularized \(t\)-statistic in microarray experiments, On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions, Generalized Pickands estimators for the extreme value index, On the residual dependence index of elliptical distributions, On the existence of transformations preserving the structure of order statistics in lower dimensions, Distribution of order statistics from selected subsets of concomitants, On the asymptotic distribution of certain bivariate reinsurance treaties, On the distance between some \(\pi\)ps sampling designs, Generalized order statistics from arbitrary distributions and the Markov chain property, Asymptotic properties of type I elliptical random vectors, Review of testing issues in extremes: in honor of Professor Laurens de Haan, Multivariate order statistics via multivariate concomitants, Order statistics and Benford's law, Asymptotics for Kotz type III elliptical distributions, Expansions of multivariate Pickands densities and testing the tail dependence, On conditional distributions of nearest neighbors, Weak convergence of the remainder term in the Bahadur representation of extreme quantiles, Distribution-free bounds on the expectation of the maximum with scheduling applications, Asymptotic expansions for the distribution functions of Pickands-type estimators, Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test, The distribution of extremes in the degree sequence: A Gumbel distribution approach, Second-order refined peaks-over-threshold modelling for heavy-tailed distributions, Approximation of the Hill estimator process, A strong representation of the product-limit estimator for left truncated and right censored data, A tail bootstrap procedure for estimating the tail Pareto-index, Functional limit theorems for inverse bootstrap processes of sample quantiles, Iterative estimation of the extreme value index, On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes, An odd property of the sample median, Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes, Partial information reference priors: Derivation and interpretations, On multivariate Gaussian tails, Empirical likelihood of conditional quantile difference with left-truncated and dependent data, Selection procedures for sparse data, Weak convergence of the scaled median of independent Brownian motions, Handling missing extremes in tail estimation, Extreme value analysis of actuarial risks: estimation and model validation, Efficiency of estimators for quantile differences with left truncated and right censored data, On stability of intermediate order statistics, Approximation rates for multivariate exceedances, Confidence sets for discrete stochastic optimization, Evolutionary stability of polymorphic population states in continuous games, A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators, On distances and goodness-of-fit tests for detecting multimodal distributions, A concept of generalized order statistics, Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima, A two-point condition for characterizing the exponential distribution by means of identically distributed properties related to order statistics, Frameworks and results in distributionally robust optimization, Smoothed jackknife empirical likelihood for the one-sample difference of quantiles, LAN of extreme order statistics, A general class of estimators of the extreme value index, Asymptotic independence of bivariate order statistics, On testing the extreme value index via the POT-method, Predicting a cyclic Poisson process, Smoothed jackknife empirical likelihood for the difference of two quantiles, Remarks on composite Bernstein copula and its application to credit risk analysis, Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm, Stability of the replicator dynamics for games in metric spaces, Strong approximation of maxima by extremal processes, The feedback effect in two-sided markets with bilateral investments, Lower bounds for trace reconstruction, General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II, Prediction in several conventional contexts, A simple budget-balanced mechanism, Expansions and penultimate distributions of maxima of bivariate normal random vectors, On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean, Estimation and hypotheses testing in boundary regression models, Limit theorems and random spacings related to cutting of DNAs by radiation, On the loss of information due to nonrandom truncation, Kernel quantile estimator with ICI adaptive bandwidth selection technique, Testing continuity of a density via \(g\)-order statistics in the regression discontinuity design, On \(M\)-estimators and normal quantiles., On local uniformity for estimators and confidence limits, Extremes of conditioned elliptical random vectors, Tail fit and the Zipf-Pareto law, Limit distributions of upper order statistics for families of multivariate distributions, Risk contagion under regular variation and asymptotic tail independence, Multivariate order statistics: the intermediate case, The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise, A note on the chi-square method: a tool for proving cryptographic security, Exact meta-analysis of several independent progressively type-II censored data, Asymptotic distributions of non-degenerate U-statistics on trimmed samples, Testing for a \(\delta \)-neighborhood of a generalized Pareto copula, Asymptotic expected number of Nash equilibria of two-player normal form games, Estimation of regression contour clusters -- an application of the excess mass approach to regression, Approximation by \(B\)-spline convolution operators. A probabilistic approach, On Pickands coordinates in arbitrary dimensions, The maximum spacing estimation for multivariate observations, Multilevel clustering of extremes., On rates of uniform convergence of lower extreme generalized order statistics, Bivariate maximum insurance claim and related point processes, Asymptotics of the norm of elliptical random vectors, A novel class of bivariate max-stable distributions, On the probability of holes in truncated samples, Extremes of weighted Dirichlet arrays, Conditional limits of \(W_{p}\) scale mixture distributions, On the distribution of Pickands coordinates in bivariate EV and GP models, Refining the central limit theorem approximation via extreme value theory, Semiparametric quantile-difference estimation for length-biased and right-censored data, Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution, The min-characteristic function: characterizing distributions by their min-linear projections, Iterated smoothed bootstrap confidence intervals for population quantiles, \(M\)-cross-validation in local median estimation, Estimation of extremes for Weibull-tail distributions in the presence of random censoring, Large deviations for proportions of observations which fall in random sets determined by order statistics, Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling, The coupling method in extreme value theory, Conditional excess risk measures and multivariate regular variation, Evolutionary stability of polymorphic profiles in asymmetric games, Selecting the optimal sample fraction in univariate extreme value estimation, Optimal rates of convergence for estimates of the extreme value index, The maximum of the periodogram of a non-Gaussian sequence., Confidence regions for the set of global maximizers of nonparametrically estimated curves., A horse race between the block maxima method and the peak-over-threshold approach, Non-asymptotic bounds for percentiles of independent non-identical random variables, Relations for expectations of functions of generalized order statistics, How to make a Hill plot., Minimax risk bounds in extreme value theory, Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution, The space of \(D\)-norms revisited, Empirical quantile central limit theorems for some self-similar processes, A novel means of estimating quantiles for 2-parameter Weibull distribution under the right random censoring model, On idempotent \(D\)-norms, Spacings around an order statistic, Four theorems and a financial crisis, Asymptotic expansion for distribution function of moment estimator for the extreme-value index., Polynomial structures in order statistics distributions, A characterization of the rate of convergence in bivariate extreme value models, Remarks on domination of maxima, Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions, A composite quantile function estimator with applications in bootstrapping, A Hill Type Estimator of the Weibull Tail-Coefficient, RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION, Estimation for the generalized pareto distribution with censored data, On the Conditions for Convergence of the Quasi-Ranges and Random Quasi-Ranges to the Same Distribution, On asymptotics of multivariate integrals with applications to records, Direct estimation of the percentile 'p-value' for the one-sample median test, Global sufficiency of extreme order statistics in location models of Weibull type, Comparisons of methods of estimation for a pareto distribution of the first kind, Modelling of extremal events in insurance and finance, Stage life testing with random stage changing times, Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach, Recurrence relations for single and product moments of record values from generalized pareto distribution, The power of d'agostino's d test of normality against a normal mixture alternative, Extreme value theory for stochastic processes, Mixing rates for potentials of non-summable variations, The complex behaviour of Galton rank-order statistic, Simulating risk measures via asymptotic expansions for relative errors, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables, On the power of goodness-of-fit tests for the exponential distribution under progressive Type-II censoring, Order Statistics from Discrete Distributions, Strong convergence of multivariate maxima, Continuum limit of the nonlocal p-Laplacian evolution problem on random inhomogeneous graphs, Extreme order statistics of random walks, EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE?, Exceedance counts and GOD's order statistics, On the choice of the optimal single order statistic in quantile estimation, Unnamed Item, Residual life functionals at great age, Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods, Bernstein Copulas and Composite Bernstein Copulas, Unnamed Item, On the maximal life span of humans, On the asymptotic behaviour of the Stringer bound1, A simple hermitian estimator of the quantile mjnction, SOME NEW PROPERTIES OF HELLINGER DISTANCE FOR VALIDATING APPROXIMATIONS IN BAYESIAN ANALYSIS, ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES, Improvements in the Bias and Precision of Sample Quartiles, Estimating a Stability Parameter: Asymptotics and Simulations, Minimum and Maximum Information Censoring Plans in Progressive Censoring, Asymptotic properties of the remedian, Asymptotic normality of the posterior given a statistic, On the Edgeworth expansion for elementary polynomials based on trimmed samples, On solutions of the cohort parity analysis model, Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling, An alternative definition of the influence function., A Berry-Esseen Bound for Linear Combinations of Order Statistics, Central limit theorem for hitting times of functionals of Markov jump processes, Convergence Rate of Extremes for the General Error Distribution, Some Best Parameter Estimates for Distributions with Finite Endpoint, Tail Index Estimation in Models of Generalized Order Statistics, Poisson approximation of multivariate Poisson mixtures, Inference Based on Order Statistics from the Generalized Pareto Distribution and Application, NUMBERS OF OBSERVATIONS NEAR ORDER STATISTICS, A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS, Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey, On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays, An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE, Permanent Expansions and Distributions of Order Statistics in the INID Case, Saddlepoint Approximation for Sample Quantiles with Some Applications, Asymptotic Distributions of Order Statistics and Record Values Under the Marshall–Olkin Parametrization Operation, On the strong Kotz approximation of Dirichlet random vectors, A modified bootstrap estimator for the mean of an asymmetric distribution, Statistical inference based on large claims via poisson approximation. Part I: Poisson random variables, Quantile estimation via distribution fitting, On Approximating Matrix Norms in Data Streams, Local asymptotic normality of intermediate and central order statistics, Cut-off Phenomenon for Converging Processes in the Sense of α-Divergence Measures, Efficiency of convex combinations of pickands estimator of the extreme value index, The quantile-based flattened logistic distribution: Some properties and applications, Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures, Estimation of distribution tails —a semiparametric approach, On a Minimum Distance Procedure for Threshold Selection in Tail Analysis