Approximation Theorems of Mathematical Statistics

DOI10.1002/9780470316481zbMath0538.62002MaRDI QIDQ3324806

Robert J. Serfling

Publication date: 1980

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470316481

zbMATH Keywords

U-statistics; limit theorems; M-estimates; L-estimates; von Mises functionals; R-estimates; Transformations of given statistics

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62F05: Asymptotic properties of parametric tests

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inference based on intermediate statistics -- a synthesis and examples, \(M\)-cross-validation in local median estimation, On location estimation for LARCH processes, A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting, Sequential confidence bands for quantile densities under truncated and censored data, Empirical Bayesian analysis for traffic intensity: \(M/M/1\) queues with covariates, Nonparametric checks for single-index models, Asymptotics for pooled marginal slicing estimator based on SIR\(_\alpha\) approach, Functional limit theorems for \(U\)-statistics indexed by a random walk., Contour regression: a general approach to dimension reduction, Unnamed Item, A nonparametric approach for assessing latent trait unidimensionality, A Monte Carlo estimation of the entropy for Markov chains, Asymptotics for ratios with applications to reinsurance, Unnamed Item, Generalized nonparametric test procedures for comparing multiple cause-specific hazard rates, Fitting data to the johnson system, Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles, A note on asymptotic distribution of permutation statistics from mixing processes, Multi-sample inference for the simple-tree alternative based on one-sample confidence intervals, Benchmarks derived from quantitative endpoints - an approach accounting for litter effects, Asymptotics of a bayesian approach to estimating change-point in a hazard rate, A new goodness of fit test for the equality of multinomial cell probabilities versus trend alternatives, On uniformly consistent estimation of parametric lorenz curves, Bootstrapping one way analysis of rao's quadratic entropy, On the asymptotic distributions of some process capability indices., Estimating the density of a copula function, Minimum hellinger distance estimation for normal models, Rate of convergence for the distribution of the spearman-karber estimator, A new measure of association, Grade estimation of chi-square divergence, Estimation of Pr( x<y ) in the exponential case with common location parameter, Bootstrapping u - statistics with estimated parameters, Efficient computation of statistical procedures based on all subsets of a specified size, Minimum distance estimators in extreme value distributions, A rank test for bivariate location and scale problem for elliptically symmetric populations^∗, Estimating multivariate random effects without replication, On a score test for pure birth processes and a poisson dispersion test, Estimating multivariate random effects without replication, On a score test for pure birth processes and a poisson dispersion test, On the consistency of rank transformed regression, Minimum cramér-von mises distance methods for complete and grouped data, Asymptotically Efficient Noniterative Estimators of A Common Parameter From Independent Samples, Measures of Dependence and Tests of Independence, Sequential estimation of parameters in one-truncation parameter families under type ii censoring, Cramer type large deviations for survival function estimators, Quantile estimators and covering probabilities, On the accuracy of empirical likelihood confidence intervals forM-Functionals, Smoothing-based lack-of-fit tests: variations on a theme, L-estimators and m-estimators for doubly censored data, Unnamed Item, Characterizing systems of distributions by quantile measures, A test for independence based on the correlation dimension, Nuisance parameter free properties of correlation integral based statistics, An asymptotic distribution of wright’s process capability index sensitive to skewness, More efficient L-Estimates, Test Statistics for Three‐Factor Interaction in 2 × 2 × 2 Contingency Tables, Estimation of Residual Valve Gradient from Incomplete Data with Outliers, Using a Normal Approximation to Test for the Binomial Distribution, Two stage estimation of parameters and quantiles of two parameter binary models, A quasi-likelihood approach to model bernoulli data with spatial dependence, On the asymptotic normality of theL₂-Distance Class of Statistics with Estimated Parameters, On a rank test in a two-factor mixed model with varying dependent repeated measurements, A nonparametric approach to k-sample inference based on entropy, Asymptotic Analysis of a Class of Process Capability Indices, On function recovery by neural networks based on orthogonal expansions, A note on kernel density estimation with auxiliary information, Generalized runs tests for heteroscedastic time series, Bayesian imperfect repair model, Tests of Coefficients of Variation of Normal Population, Data-Based Choice of Batch Size for Simulation Output Analysis, On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median, A New Class of Distribution-Free Tests for Location Parameters, A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER, ASYMPTOTIC PROPERTIES FOR MAXIMUM LIKELIHOOD ESTIMATORS FOR RELIABILITY AND FAILURE RATES OF MARKOV CHAINS, EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN, A family of IDMRL tests with unknown turning point, Nonparametric estimation of some quantities of interest from renewal theory, Statistical properties of a system reliability estimator using the Littlewood software reliability model, Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic, On the sampling distribution of clement's capability index, Multistage plug—in bandwidth selection for kernel distribution function estimates, Stein–type shrinkage quantile estimation, NONPARAMETRIC STEP-DOWN TEST PROCEDURES FOR FINDING MINIMUM EFFECTIVE DOSE, Bahadur representations of the empirical likelihood quantile processes, Generalizing the mann-whitney-wilcoxon statistic, Testing multivariate uniformity and its applications, Statistical tools for discovering pseudo-periodicities in biological sequences, NONPARAMETRIC CLASSIFICATION ON TWO UNIVARIATE DISTRIBUTIONS, INFERENCE FOR STRESS-STRENGTH MODELS BASED ON WEINMAN MULTIVARIATE EXPONENTIAL SAMPLES, ON THE EXPECTED VALUES OF SEQUENCES OF FUNCTIONS, ON CONVERGENCE THEOREMS FOR QUANTILES, CSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATA, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, A CHARACTERISTIC MEASURE OF ASYMMETRY AND ITS APPLICATION FOR TESTING DIAGONAL SYMMETRY, ON SOME PROPERTIES OF THE QUANTILES OF THE CHI-SQUARE DISTRIBUTION AND THEIR APPLICATIONS TO INTERVAL ESTIMATION, A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS, MODELLING THE COEFFICIENT OF VARIATION IN FACTORIAL EXPERIMENTS, Data recycling: A response to the changing technology from the statistical perspective with application to psychiatric sleep research, Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar, APPROXIMATIONS TO POWERS OF φ-DISPARITY GOODNESS-OF-FIT TESTS^*, EVALUATION OF POWER OF TESTS INVOLVING COVARIATES UNDER NONCONSTANT VARIANCE, THE ASYMPTOTIC EQUIVALENCE OF THE FISHER INFORMATION MATRICES FOR TYPE I AND TYPE II CENSORED DATA FROM LOCATION-SCALE FAMILIES, Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable, Bias corrected estimates in multivariate student t regression models, The estimation of treatment effect for the censored bivariate data under the univariate censoring, Asymptotic representation theory for nonstandard conditional quantiles, Laws of the iterated logarithm for sample moments and applications, Testing for Concordance Ordering, Estimation in Independent Observer Line Transect Surveys for Clustered Populations, Local Bandwidth Selection for Kernel Estimation of Population Densities with Line Transect Sampling, An Interpretation for the ROC Curve and Inference Using GLM Procedures, A Scaled Linear Mixed Model for Multiple Outcomes, A Two‐Sample Comparison for Multiple Ordered Event Data, Likelihood‐Ratio Tests for Hidden Markov Models, Estimating multiple equation hybrid models with endogenous dummy regressors*, Lower confidence bounds for C _PU and C _PL based on multiple samples with application to production yield assurance, Limit theorems for U-statistics indexed by a one dimensional random walk, A Measure of Disclosure Risk for Microdata, Goodness-of-Fit Tests Based on Maximum Correlations and Their Orthogonal Decompositions, Bootstrapping the conditional survival function estimator in the partial Koziol–Green model, Block-dependent thresholding in wavelet regression, Thresholded scalogram and its applications in process fault detection, Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes, Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models, Nonparametric estimation of the risk premium in case of the standard deviation principle, Large sample theory of the estimation of the error distribution for a semiparametric model, Location, skewness and tailweight in l_ssense: a coherent approach, A Model for the Censoring Process in Incomplete Repeated Measurement Experiments, Schätzung von Ausscheidewahrscheinlichkeiten bei kleineren Beständen, Tests for equality of variances with paired data, Invariant U-statistics, Higher Order Correlation Coefficients, Extended Jackknife Estimates in Linear or Nonlinear Regression, Interval Estimation for Weibull-Distributed Life Data Under Type II Progressive Censoring with Random Removals, Information Matrix for Pareto(IV), Burr, and Related Distributions, Unnamed Item, Inferences for the Fatigue Life Model Based on the Birnbaum–Saunders Distribution, Median regression using nonparametric kernel estimation, M-Smoother with local Linear Fit, Estimation in the Cox Model with Missing Covariate Data, Affine-invariant rank tests for the bivariate one-way layout and for simple regression models, Confidence Intervals for Gini's Diversity Measure and Shannon's Entropy Using Adjusted Proportions, A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering, Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function, Nonlinear wavelet density estimation under the Koziol–Green model, Applications of permutations to the simulations of critical values, Nelson–Aalen and product-limit estimation in selection bias models for censored populations, Asymptotically efficient estimation of a survival function in the missing censoring indicator model, p₂: a random effects model with covariates for directed graphs, On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities, On detecting jumps in time series: nonparametric setting, A note on asymptotics for quantile smoothing splines, A plug-in technique in nonparametric regression with dependence, Almost sure representation for multivariate m-estimators, Bias reduction for jackknife skewness, Dispersion statistics in overdispersed mixture models, The asymptotic behavior of a variant of multivariate kurtosis, Distribution theory and inference for polynomial-normal densities, Distribution-free test for homogeneity against ordered alternatives, A large sample test for one parameter families of copulas, Asymptotic confidence bands for normal distributions, Adjusted power estimates in monte carlo experiments, A comparison of quantile estimators, Practical estimation of multivariate densities using wavelet methods, Comparing time trends in a two-arm longitudinal study with an ordinal categorical response, Development of an optimal test based on weighted rankings, A Locally Most Powerful Test for Detecting a Treatment Effect in the Presence of Nonresponders, Robustness of the Standard Deviation and Other Measures of Dispersion, Sensitivity Analysis of Variable‐Size Group Testing and its Related Continuous Models, Size and Power of Test Statistics for Gene Correlation in 2 × 2 Contingency Tables, Weighted Concordance Analysis, Changepoint Problems Under Random Censorship, Testing for a Trend in Partial Rankings, On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure, TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA, Choice of optimal trimming proportion by the random weighting method, Estimation of parameters for the truncated exponential distribution, Distribution-free test for symmetry based on Bonferroni's measure, Asymptotic and finite-sample properties of a reliability estimator for a competing risks system, A centroid-based nonparametric regression estimator, THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS, A three-stage procedure based on bootstrap critical points, Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves, A decomposition for invariant tests of uniformity on the sphere, On tests of symmetry, marginal homogeneity and quasi-symmetry in two-way contingency tables based on minimum φ-divergence estimator with constraints, Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences, Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics, A preliminary test in classification and probabilities of misclassification, A Monte Carlo Method for Estimating Prediction Limit for the Arithmetic Mean of Lognormal Sample, U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures, Stress testing for VaR and CVaR, An asymptotically unbiased estimator of exposed versus non-exposed odds ratio from reported dose-response data, On the inconsistency of the unrestricted estimator of the information matrix near a unit root, ON M‐Estimation Under Long‐Range Dependence in Volatility, Tests in a Case–control Design Including Relatives, Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators, The Effect of Verification Bias in the Naïve Estimators of Accuracy of a Binary Diagnostic Test, Robust Multivariate Outlier Labeling, Retrospective Parametric Tests for Homogeneity of Data, Test of Homogeneity for Some Population Models Based on Counting Processes, New Measures of Central Tendency and Variability of Continuous Distributions, QQ Plots, Random Sets and Data from a Heavy Tailed Distribution, On Robust and Efficient Estimation of the Center of Symmetry, Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals, Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data, On Maximum Depth and Related Classifiers, A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data, Understanding past ocean circulations: a nonparametric regression case study, Wavelet-based SPC procedure for complicated functional data, A simple integer-valued bilinear time series model, Efficient Estimation of Parameters of the Negative Binomial Distribution, Bartlett Adjustments for Overdispersed Generalized Linear Models, Efficiency of t-Test and Hotelling's T ²-Test After Box-Cox Transformation, A New Goodness-of-Fit Test Based on the Laplace Statistic for a Large Class of NHPP Models, A Pointwise Estimator for thek-Fold Convolution of a Distribution Function, Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures, Moments of the Product-Limit Estimator Under Left-Truncation and Right-Censoring, Stratification: Measuring and Inference, Bootstrap estimation of covariance matrices via the percentile method, Efficient and Robust Fitting of Lognormal Distributions, Empirical Estimation of Risk Measures and Related Quantities, Somec-sample rank tests of homogeneity against ordered alternatives based on U-statistics, Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution, Analysis of Incremental Returns of Canadian Mutual Funds, Relative Importance of Risk Sources in Insurance Systems, Restrictive adaptive tests for the treatment of the two-sample scale problem, Estimating a distribution function with truncated data, Statistical inference for poverty measures with relative poverty lines, Large deviations for \(U\)-statistics, Euclidean distance matrix analysis (EDMA): Estimation of mean form and mean form difference, Some cross-product difference statistics and a test for trends in ordered contingency tables, Robust m-estimators, A Berry-Esseen inequality for the Kaplan-Meier \(L\)-estimator, Interval estimation for the ratio in means of log-normally distributed medical costs with zero values., Estimation of the conditional distribution in regression with censored data: a comparative study., Bandwidth selection for the smoothed bootstrap percentile method., The quincunx: History and mathematics, Nonparametric factor analysis of residual time series, Efficiency of experimental designs for comparing two treatments with correlated binary responses