Approximate distributions of order statistics. With applications to nonparametric statistics
From MaRDI portal
(Redirected from Publication:1187652)
Recommendations
Cited in
(only showing first 100 items - show all)- 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
- A class of distributions connected to order statistics with nonintegral sample size
- Weak convergence of the maximum error of the bootstrap quantile estimate
- Risk contagion under regular variation and asymptotic tail independence
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
- Bootstrap variance estimation for Nadaraya quantile estimator
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Weak convergence of sequences of first passage processes and applications
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Tail asymptotic results for elliptical distributions
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Expansions of multivariate Pickands densities and testing the tail dependence
- Remarks on domination of maxima
- Approximation rates for multivariate exceedances
- Iterative estimation of the extreme value index
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples
- Asymptotics of the convex hull of spherically symmetric samples
- Polynomial structures in order statistics distributions
- Intermediate order statistics with applications to nonparametric estimation
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- The asymptotic normality of an intermediate order statistic of the ranges of sub-samples
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
- Limiting distributions of maxima under triangular schemes
- Conditional excess risk measures and multivariate regular variation
- Asymptotic independence of median and MAD
- Local asymptotic normality of intermediate and central order statistics
- Functional limit theorems for inverse bootstrap processes of sample quantiles
- On the strong Kotz approximation of Dirichlet random vectors
- Cut-off for \(n\)-tuples of exponentially converging processes
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- On the existence of transformations preserving the structure of order statistics in lower dimensions
- Generalized order statistics from arbitrary distributions and the Markov chain property
- First moment approximations for order statistics from the extreme value distribution
- On rates of uniform convergence of lower extreme generalized order statistics
- Spacings around an order statistic
- Modelling of extremal events in insurance and finance
- Poisson approximation of multivariate Poisson mixtures
- Rates of convergence for bivariate extremes
- On the distance between some \(\pi\)ps sampling designs
- Cut-off phenomenon for converging processes in the sense of \(\alpha\)-divergence measures
- A composite quantile function estimator with applications in bootstrapping
- A smoothed bootstrap estimator for a Studentized sample quantile
- Conditional limiting distribution of type III elliptical random vectors
- Relations for expectations of functions of generalized order statistics
- Generalized Pickands estimators for the extreme value index
- On a minimum distance procedure for threshold selection in tail analysis
- Statistics of extremes by oracle estimation
- Resampling-based nonparametric statistical inferences about the distributions of order statistics
- Strong convergence of multivariate point processes of exceedances
- Bivariate maximum insurance claim and related point processes
- Conditional limiting distribution of beta-independent random vectors
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
- Efficiency of convex combinations of pickands estimator of the extreme value index
- Asymptotic Distributions of Order Statistics and Record Values Under the Marshall–Olkin Parametrization Operation
- Moment-Based Approximations of Probability Mass Functions with Applications Involving Order Statistics
- Sample size calculation for a regularized \(t\)-statistic in microarray experiments
- LAN of extreme order statistics
- 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
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)
