Approximate distributions of order statistics. With applications to nonparametric statistics
From MaRDI portal
Publication:1187652
zbMATH Open0682.62009MaRDI QIDQ1187652FDOQ1187652
Authors: Rolf-Dieter Reiss 
Publication date: 17 September 1992
Published in: Springer Series in Statistics (Search for Journal in Brave)
Recommendations
error boundsbibliographyapproximationsexpansionsextreme order statisticsasymptotic sufficiencyapproximate distributionsdensity quantile functiondistributions of order statisticsestimates of the quantile function
Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Geometric interpretation of the residual dependence coefficient
- Asymptotics of the norm of elliptical random vectors
- Empirical quantile central limit theorems for some self-similar processes
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Asymptotic expected number of Nash equilibria of two-player normal form games
- Large deviations for proportions of observations which fall in random sets determined by order statistics
- Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey
- Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
- On almost sure max-limit theorems
- Multilevel clustering of extremes.
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Numbers of observations near order statistics
- On the residual dependence index of elliptical distributions
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
- Limit theorems and random spacings related to cutting of DNAs by radiation
- The convergence rate for the normal approximation of extreme sums
- Conditional limits of \(W_{p}\) scale mixture distributions
- Selecting the optimal sample fraction in univariate extreme value estimation
- How to make a Hill plot.
- Asymptotic normality of the posterior given a statistic
- Weak convergence of the scaled median of independent Brownian motions
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
- 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
- On the probability of holes in truncated samples
- 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
- Exact tail asymptotics in bivariate scale mixture models
- 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
- 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
- \(M\)-estimation, convexity and quantiles
- 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
- Moment-Based Approximations of Probability Mass Functions with Applications Involving Order Statistics
This page was built for publication: Approximate distributions of order statistics. With applications to nonparametric statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1187652)
