Polynomial structures in order statistics distributions

DOI10.1016/S0378-3758(01)00292-0zbMath1031.62038MaRDI QIDQ1869133

Philippe Picard, Claude Lefèvre, Michel M. Denuit

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Order statisticsKolmogorov-Smirnov statisticsSheffer functionsAbel-Gontcharoff and Appell polynomialsEmpirical functionExact distributionsFirst crossing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Appell, Horn and Lauricella functions (33C65)

Related Items (10)

Finite-time ruin probabilities for discrete, possibly dependent, claim severities ⋮ Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions ⋮ Polynomial structures in rank statistics distributions ⋮ RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS ⋮ Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics ⋮ A new look at the homogeneous risk model ⋮ ON THE OUTCOME OF A CASCADING FAILURE MODEL ⋮ Survival probabilities in bivariate risk models, with application to reinsurance ⋮ Two-sided exit problems in the ordered risk model ⋮ Appell pseudopolynomials and Erlang-type risk models

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