Approximate distributions of order statistics. With applications to nonparametric statistics
From MaRDI portal
Publication:1187652
Recommendations
Cited in
(only showing first 100 items - show all)- Minimax risk bounds in extreme value theory
- A concept of generalized order statistics
- Convergence rate of extremes for the general error distribution
- Weak aggregating algorithm for the distribution-free perishable inventory problem
- A novel means of estimating quantiles for 2-parameter Weibull distribution under the right random censoring model
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
- Limit theorems and random spacings related to cutting of DNAs by radiation
- Computing the moments of order statistics from nonidentically distributed phase-type random variables
- Rates of convergence in multivariate extreme value theory
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- 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
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
- Distance between exact and approximate distributions of partial maxima under power normalization
- Geometric interpretation of the residual dependence coefficient
- On the max-domain of attractions of bivariate elliptical arrays
- How to make a Hill plot.
- Numbers of observations near order statistics
- Expansions and penultimate distributions of maxima of bivariate normal random vectors
- Asymptotic expected number of Nash equilibria of two-player normal form games
- Asymptotics of random contractions
- An introduction to order statistics
- \(M\)-estimation, convexity and quantiles
- On the residual dependence index of elliptical distributions
- Asymptotic properties of the remedian
- Exponential series estimator of multivariate densities
- Prediction in several conventional contexts
- Maxima of bivariate random vectors: Between independence and complete dependence
- Asymptotic properties of type I elliptical random vectors
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
- On almost sure max-limit theorems
- The maximum of the periodogram of a non-Gaussian sequence.
- The convergence rate for the normal approximation of extreme sums
- Distribution-free bounds on the expectation of the maximum with scheduling applications
- Extremes of weighted Dirichlet arrays
- Multivariate order statistics via multivariate concomitants
- Conditional limit results for type I polar distributions
- Asymptotics of the norm of elliptical random vectors
- Order Statistics from Discrete Distributions
- Cross entropy minimization in uninvadable states of complex populations
- Optimal rates of convergence for estimates of the extreme value index
- An alternative definition of the influence function.
- Recurrence relations for single and product moments of record values from generalized pareto distribution
- On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
- A novel class of bivariate max-stable distributions
- Direct density estimation of \(L\)-estimates via characteristic functions with applications
- A characterization of the rate of convergence in bivariate extreme value models
- Families of distributions arising from distributions of order statistics
- Large deviations for proportions of observations which fall in random sets determined by order statistics
- On \(M\)-estimators and normal quantiles.
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
- Extremes of asymptotically spherical and elliptical random vectors
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Poisson approximation of empirical processes
- Asymptotic normality of the posterior given a statistic
- A strong representation of the product-limit estimator for left truncated and right censored data
- Some extensions of Tukey's depth function
- Multilevel clustering of extremes.
- Weak convergence of the scaled median of independent Brownian motions
- On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
- A bootstrap goodness of fit test for the generalized Pareto distribution
- Large sample behavior of the CTE and VaR estimators under importance sampling
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- A general class of estimators of the extreme value index
- Estimating a Stability Parameter: Asymptotics and Simulations
- Partial information reference priors: Derivation and interpretations
- Various limit theorems for ratios from the uniform distribution
- Order statistics and Benford's law
- Asymptotics of the optimal confidence region for shift and scale, based on two order statistics
- On the probability of holes in truncated samples
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
- Permanent Expansions and Distributions of Order Statistics in the INID Case
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution
- Strong convergence of multivariate maxima
- Estimation of distribution tails —a semiparametric approach
- Four theorems and a financial crisis
- Conditional limits of \(W_{p}\) scale mixture distributions
- Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey
- On the distribution of Pickands coordinates in bivariate EV and GP models
- A multivariate piecing-together approach with an application to operational loss data
- Cornish-Fisher expansions using sample cumulants and monotonic transformations
- A Hill Type Estimator of the Weibull Tail-Coefficient
- A new family of bivariate max-infinitely divisible distributions
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Selecting the optimal sample fraction in univariate extreme value estimation
- Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
- Extreme value analysis of actuarial risks: estimation and model validation
- Comparisons of methods of estimation for a pareto distribution of the first kind
- Estimation of extremes for Weibull-tail distributions in the presence of random censoring
- Empirical quantile central limit theorems for some self-similar processes
- The space of \(D\)-norms revisited
- Some notes on extremal discriminant analysis
- Predicting a cyclic Poisson process
- On testing the extreme value index via the POT-method
- Reiss and Thomas' automatic selection of the number of extremes
- On idempotent \(D\)-norms
- Influence analysis in truncated distributions
- On multivariate Gaussian tails
- An odd property of the sample median
- On Pickands coordinates in arbitrary dimensions
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)