scientific article
From MaRDI portal
Publication:3051226
zbMath0415.62015MaRDI QIDQ3051226
E. L. Lehmann, Peter J. Bickel
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonparametric estimation (62G05) Exact distribution theory in statistics (62E15) Nonparametric inference (62G99)
Related Items
Nonparametric multivariate descriptive measures based on spatial quantiles, Dispersive comparison of distributions: A multisample testing problem, Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion, Dispersive ordering and the total time on test transformation, Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics, Multivariate dispersion orderings, A note on dispersive ordering defined by hazard functions, Incomplete generalized \(L\)-statistics, Measures of dispersion for multidimensional data, New properties and characterizations of the dispersive ordering, Weak orderings for intersecting Lorenz curves, Characterizations of variability measures, Testing for dispersive ordering, Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals, On a scale-scale plot for comparing multivariate distributions, Median balls: An extension of the interquantile intervals to multivariate distributions, Tailweight with respect to the mode for unimodal distributions, Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance, On a family of risk measures based on proportional hazards models and tail probabilities, Social tension order: a new approach to inequality reduction, The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation, Stochastic orders and measures of skewness and dispersion based on expectiles, EuMMD: efficiently computing the MMD two-sample test statistic for univariate data, Comparison of increasing directionally convex transformations of random vectors with a common copula, Generalized Gini's mean difference through distortions and copulas, and related minimizing problems, A family of variability measures based on the cumulative residual entropy and distortion functions, Stochastic orders and co-risk measures under positive dependence, Probability equivalent level for CoVaR and VaR, Generalized bootstrap for estimators of minimizers of convex functions, Asymptotic properties of \(U\)-processes under long-range dependence, A characterization of the distribution function: the dispersion function, On a test for dispersive ordering, Dispersive ordering by the spread function, Preference for safety under the Choquet model: in search of a characterization, Comparing tail variabilities of risks by means of the excess wealth order, Characterizations of classes of risk measures by dispersive orders, DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS, Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane, Ordinal aggregation and quantiles, Asymptotic distributions of tests for dispersive ordering, Empirical U-statistics processes, Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions, Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator, Nonparametric quantile estimation under order constraints, Dispersion orderings with applications to nonparametric tests, Some results on the representation of measures of location and spread as L-functionals, Characterization of higher-degree dispersion, right spread and stop-loss transform orders, Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model, Loss of information in estimating item parameters in incomplete designs, \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations, Market behavior when preferences are generated by second-order stochastic dominance, Preserving multivariate dispersion: an application to the Wishart distribution, Reducing risk by merging counter-monotonic risks, The difference of symmetric quantiles under long range dependence, Stochastic comparisons of distorted variability measures, Local Utility and Multivariate Risk Aversion, Fractional generalized cumulative entropy and its dynamic version, Bahadur representation of \(M_m\) estimates, Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds, Unnamed Item, The Bahadur-Kiefer representation for \(U\)-quantiles, Asymptotic normality of U-statistics based on trimmed samples, Data depth, random simplices and multivariate dispersion, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Descriptive statistics for multivariate distributions, Weighted quantile-based estimation for a class of transformation distributions., Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators