Empirical Processes with Applications to Statistics

DOI10.1137/1.9780898719017zbMath1171.62057OpenAlexW2113575907WikidataQ29396150 ScholiaQ29396150MaRDI QIDQ3394870

Publication date: 9 September 2009

Full work available at URL: https://doi.org/10.1137/1.9780898719017

Order statistics; empirical distribution functions (62G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Inference from stochastic processes (62M99)

Related Items

Consistency of modularity clustering on random geometric graphs, Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests, Extreme gaps between eigenvalues of Wigner matrices, Empirical process of concomitants for partly categorial data and applications in statistics, Spectral equivalence of Gaussian random functions: operator approach, Minimax confidence intervals for the sliced Wasserstein distance, Consistency of probability measure quantization by means of power repulsion-attraction potentials, Rates of convergence for robust geometric inference, Improving linear quantile regression for replicated data, Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences, On the asymptotic distribution of the scan statistic for empirical distributions, Robust control in a rough environment, High precision implementation of Steck's recursion method for use in goodness-of-fit tests, Nonparametric tests for multistate processes with clustered data, A class of distortion measures generated from expectile and its estimation, A scoring criterion for rejection of clustered \(p\)-values, A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions, Gaussian processes centered at their online average, and applications, Parametric measures of variability induced by risk measures, The last zero-crossing of an iterated brownian motion with drift, The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels, On the empirical estimator of the boundary in inverse first-exit problems, Local Dvoretzky-Kiefer-Wolfowitz confidence bands, On the asymptotics of a normal beta-transformed empirical process, Adaptive testing on a regression function at a point, The characteristic function of Gaussian stochastic volatility models: an analytic expression, ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS, Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales, Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds, Asymptotic behavior of some factorizations of random words, The Laplace transform of the integrated Volterra Wishart process, Break point detection for functional covariance, A censored copula model for micro-level claim reserving, A ranked-based estimator of the mean past lifetime with an application, Probability equivalent level of value at risk and higher-order expected shortfalls, Exceedance control of the false discovery proportion via high precision inversion method of berk-Jones statistics, On modified Anderson-Darling test statistics with asymptotic properties, Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination, Computable aggregations of random variables, Model-Robust Inference for Clinical Trials that Improve Precision by Stratified Randomization and Covariate Adjustment, Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics, A class of estimators based on overlapping sample spacings, Statistical reconstruction and Karhunen-Loève expansion for multiphase random media, Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data, Recovery guarantees for polynomial coefficients from weakly dependent data with outliers, A review on ambiguity in stochastic portfolio optimization, Estimating the error distribution function in semiparametric additive regression models, Direct density estimation of \(L\)-estimates via characteristic functions with applications, Asymptotics of goodness-of-fit tests based on minimum p-value statistics, Multiple event times in the presence of informative censoring: modeling and analysis by copulas, Asymptotic properties of plug-in level set estimators for right censored data, Impossible inference in econometrics: theory and applications, A conversation with Jon Wellner, Efficient multivariate entropy estimation via \(k\)-nearest neighbour distances, Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations, Estimation of mean residual life based on ranked set sampling, Spectral based testing of the martingale hypothesis, Local continuity of log-concave projection, with applications to estimation under model misspecification, Inference and testing breaks in large dynamic panels with strong cross sectional dependence, Testing hypothesis on transition distributions of a Markov sequence, Bi-\( s^\ast \)-concave distributions, QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND, Fast calculation of boundary crossing probabilities for Poisson processes, Unnamed Item, Time series properties of aggregate output fluctuations, Robust Topological Inference: Distance To a Measure and Kernel Distance, Inference for conditional value-at-risk of a predictive regression, Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals, A parametric registration model for warped distributions with Wasserstein's distance, Smoothed quantile regression for censored residual life, A note on weighted least square distribution fitting and full standardization of the empirical distribution function, Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling, Simultaneous testing of change-point location and of a regular parameter by Poisson observations, Determinants of block Hankel matrices for random matrix-valued measures, Robustness regions for measures of risk aggregation, On partial-sum processes of ARMAX residuals, Interference queueing networks on grids, Unitary transformations, empirical processes and distribution free testing, Testing for equality between two copulas, Asymptotic total variation tests for copulas, Efficient calculation of the joint distribution of order statistics, Nonparametric adaptive inference of birth and death models in a large population limit, Fast and Accurate Langevin Simulations of Stochastic Hodgkin-Huxley Dynamics, Identifying groups of variables with the potential of being large simultaneously, Convergence rates of least squares regression estimators with heavy-tailed errors, Product-form estimators: exploiting independence to scale up Monte Carlo, Unnamed Item, Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models, Optimal Detection of Heterogeneous and Heteroscedastic Mixtures, Sample selection models with monotone control functions, Hardy's inequality and its descendants: a probability approach, Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings, Unnamed Item, Conditional empirical copula processes and generalized measures of association, Improved inference for vaccine-induced immune responses via shape-constrained methods, Unnamed Item, Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance, Running supremum of Brownian motion in dimension 2: exact and asymptotic results