Approximate distributions of order statistics. With applications to nonparametric statistics
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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)
- 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
- Weak convergence of the maximum error of the bootstrap quantile estimate
- Generalized Pickands estimators for the extreme value index
- Risk contagion under regular variation and asymptotic tail independence
- Cut-off Phenomenon for Converging Processes in the Sense of α-Divergence Measures
- Saddlepoint Approximation for Sample Quantiles with Some Applications
- An odd property of the sample median
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Asymptotic independence of median and MAD
- On the existence of transformations preserving the structure of order statistics in lower dimensions
- First moment approximations for order statistics from the extreme value distribution
- A composite quantile function estimator with applications in bootstrapping
- Bivariate maximum insurance claim and related point processes
- On the distance between some \(\pi\)ps sampling designs
- LAN of extreme order statistics
- On testing the extreme value index via the POT-method
- Generalized order statistics from arbitrary distributions and the Markov chain property
- Remarks on domination of maxima
- Spacings around an order statistic
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
- Limiting distributions of maxima under triangular schemes
- Conditional limiting distribution of beta-independent random vectors
- Reiss and Thomas' automatic selection of the number of extremes
- Expansions of multivariate Pickands densities and testing the tail dependence
- Intermediate order statistics with applications to nonparametric estimation
- Modelling of extremal events in insurance and finance
- On rates of uniform convergence of lower extreme generalized order statistics
- Bootstrap variance estimation for Nadaraya quantile estimator
- A smoothed bootstrap estimator for a Studentized sample quantile
- Rates of convergence for bivariate extremes
- Influence analysis in truncated distributions
- Relations for expectations of functions of generalized order statistics
- Conditional limiting distribution of type III elliptical random vectors
- Resampling-based nonparametric statistical inferences about the distributions of order statistics
- On Pickands coordinates in arbitrary dimensions
- Edgeworth expansions for studentized and prepivoted sample quantiles
- Tail asymptotic results for elliptical distributions
- The space of \(D\)-norms revisited
- Some notes on extremal discriminant analysis
- On idempotent \(D\)-norms
- Weak convergence of sequences of first passage processes and applications
- Strong convergence of multivariate point processes of exceedances
- Efficiency of convex combinations of pickands estimator of the extreme value index
- Predicting a cyclic Poisson process
- Asymptotic properties of type I elliptical random vectors
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Polynomial structures in order statistics distributions
- On the strong Kotz approximation of Dirichlet random vectors
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
- Approximation rates for multivariate exceedances
- Functional limit theorems for inverse bootstrap processes of sample quantiles
- Statistics of extremes by oracle estimation
- On multivariate Gaussian tails
- Iterative estimation of the extreme value index
- Local asymptotic normality of intermediate and central order statistics
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
- Sample size calculation for a regularized \(t\)-statistic in microarray experiments
- 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
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