scientific article

zbMath1170.62365MaRDI QIDQ3395931

Galen R. Shorack, Jon A. Wellner

Publication date: 15 September 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

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

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regression curves, The central limit theorem for empirical and quantile processes in some Banach spaces, Weak and strong quantile representations for randomly truncated data with applications,, Selecting the optimal sample fraction in univariate extreme value estimation, On a semiparametric survival model with flexible covariate effect, New goodness-of-fit tests and their application to nonparametric confidence sets, Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables, Regression-type inference in nonparametric autoregression, Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations, Model checks for regression: an innovation process approach, On residual empirical processes of stochastic regression models with applications to time series, Central limit theorems for the Wasserstein distance between the empirical and the true distributions, Some \(\liminf\) results for two-parameter processes, A level crossing quantile estimation method, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series, Martingales with given maxima and terminal distributions, Asymptotic efficiency of estimates for models with incidental nuisance parameters, Linear rank statistics, finite sampling, permutation tests and Winsorizing, Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations., On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint., Global power functions of goodness of fit tests., Structural properties and convergence results for contours of sample statistical depth functions., Multiscale testing of qualitative hypotheses, Empirical process of the squared residuals of an ARCH sequence, Multiscale maximum likelihood analysis of a semiparametric model, with applications., Smallest nonparametric tolerance regions., Estimation of a convex function: Characterizations and asymptotic theory., Multiple hypotheses testing and expected number of type I errors, Bahadur representation of the kernel quantile estimator under truncated and censored data., Graph-theoretic procedures for dimension identification, A scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations, Goodness-of-fit analysis for multivariate normality based on generalized quantiles., Tests for the response distribution in a Poisson regression model, Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis., New unit root asymptotics in the presence of deterministic trends., Heteroscedasticity checks for regression models, Polynomial structures in order statistics distributions, Regression analysis for a semiparametric model with panel data., Large deviations for kernel-type empirical distributions., Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise, A new signed rank test based on slopes of vectors for bivariate location problems, Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Mark-specific additive hazards regression with continuous marks, Nonparametric Bayesian estimation of survival function under random left truncation, The asymptotic law of the local oscillation modulus of the empirical process, Convergence of integrals of uniform empirical and quantile processes, Testing for no effect in nonparametric regression, Confidence bands for the quantile function under random censoring, Wavelet thresholding for nonnecessarily Gaussian noise: functionality, Partitioning principle and selection of good treatments, Stein's method for concentration inequalities, Semiparametric tests for change-points with epidemic alternatives, Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data, U-statistics based on the Green's function of the Laplacian on the circle and the sphere, Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data, Simulating diffusion processes in discontinuous media: benchmark tests, Laws of the iterated logarithm for the local U-statistic process, Confidence sets for the maximizers of intensity functions, Gravitational clustering and additive coalescence, Large deviations for functionals of spatial point processes with applications to random packing and spatial graphs, Probability and statistics. Part 6. Transl. from the Russian, Tusnády's inequality revisited, Asymptotic normality of plug-in level set estimates, A contamination model for the stochastic order, Frequentist model averaging estimation for the censored partial linear quantile regression model, K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets, Maximum likelihood estimators based on the block maxima method, On posterior consistency of tail index for Bayesian kernel mixture models, One more approach to the convergence of the empirical process to the Brownian bridge, Exact calculations for false discovery proportion with application to least favorable configura\-tions, A note on Studentized confidence intervals for the change-point, On the asymptotic behaviour of location-scale invariant Bickel-Rosenblatt tests, Semiparametric two-component mixture model with a known component: an asymptotically normal estimator, Minimum distance estimation in normed linear spaces with Donsker-classes, Minimax pointwise estimation of an anisotropic regression function with unknown density of the design, On the Bennett-Hoeffding inequality, Extremal points of high-dimensional random walks and mixing times of a Brownian motion on the sphere, Optimal classification in sparse Gaussian graphic model, Weighted empirical processes in the nonparametric inference for Lévy processes, On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean, Jackknife empirical likelihood method for some risk measures and related quantities, Credibility theory based on trimming, Komlós-Major-Tusnády approximation under dependence, Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics, On Poincaré cone property, Risk bounds for kernel density estimators, A multivariate Bahadur-Kiefer representation for the empirical Copula process, On the performance of FDR control: constraints and a partial solution, A nonparametric test for diagnosis of the proportionality assumption, Limit theorems for permutations of empirical processes with applications to change point analysis, Pseudorandom numbers and entropy conditions, Goodness-of-fit tests via phi-divergences, Estimation of change points of infinite dimensional parameters in short epidemics, The pre-marital investment game, Strong laws for exponential order statistics and spacings, Estimation and confidence sets for sparse normal mixtures, Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection, Estimating the distribution function using \(k\)-tuple ranked set samples, High-frequency asymptotics for subordinated stationary fields on an abelian compact group, Mixed-rates asymptotics, On false discovery control under dependence, Weighted-bootstrap alignment of explanatory variables, Nonparametric estimation of the dependence function for a multivariate extreme value distribution, On the Poisson--binomial relative error, The compound Poisson random variable's approximation to the individual risk model, Estimation in a generalized Koziol-Green model., Comparing distribution functions of errors in linear models: a nonparametric approach, Level crossings of a two-parameter random walk, Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes, A strong uniform convergence rate of kernel conditional quantile estimator under random censorship, On the consistency of kernel density estimates under modality constraints, On quadratic functionals of the Brownian sheet and related processes, Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Aggregation rates in one-dimensional stochastic systems with adhesion and gravitation, The Bickel--Rosenblatt test for diffusion processes, Compensator and exponential inequalities for some suprema of counting processes, Towards data driven selection of a penalty function for data driven Neyman tests, On discriminating between long-range dependence and changes in mean, Semiparametric estimation of a two-component mixture model, Sequential estimation for semiparametric models with application to the proportional hazards model, The proportional hazards regression model with staggered entries: a strong martingale ap\-proach, A class of distribution functions with less bias in extreme value estimation, An estimation method for the Neyman chi-square divergence with application to test of hypoth\-e\-ses, Sequential empirical process in autoregressive models with measurement errors, Testing and estimating change-points in the covariance matrix of a high-dimensional time series, Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas, Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior, Bayesian quantiles of extremes, Assessing transfer functions in control systems, Large rank-based models with common noise, Goodness-of-fit testing the error distribution in multivariate indirect regression, Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences, Signal detection via Phi-divergences for general mixtures, Distribution free testing of goodness of fit in a one dimensional parameter space, Lasso and probabilistic inequalities for multivariate point processes, Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework, The integrated periodogram of a dependent extremal event sequence, Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis, Nonparametric estimation of general multivariate tail dependence and applications to financial time series, Additive Hazards Model for Competing Risks Analysis of the Case-Cohort Design, Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions, Testing for a Change in the Hazard Rate with Staggered Entry, On the Exact Conditional Distribution for Peto's Combined Test for Carcinogenicity Assays, ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS, Tests for Stochastic Orders and Mean Order Statistics, Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data, On the \(\mathbb L_p\)-error of monotonicity constrained estimators, Exact inequalities for sums of asymmetric random variables, with applications, Rescaled range analysis in the presence of stochastic trend, A Karhunen-Loève expansion for a mean-centered Brownian bridge, A goodness-of-fit process for ARMA(\(p\),\(q\)) models based on a modified residual autocorrelation sequence, Asymptotic Properties of Generalized Multivariate Rank Statistics, Networks of polynomial pieces with application to the analysis of point clouds and images, Nonparametric Tests for Comparing Several Coefficients of Variation, A Comparison of Weighted Tests for a Slope Change in Simple Regression, Efficient random graph matching via degree profiles, Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators, Critical percolation on scale-free random graphs: new universality class for the configuration model, KMT coupling for random walk bridges, On approximate validation of models: a Kolmogorov-Smirnov-based approach, On estimation errors in optical communication and location, Thin and heavy tails in stochastic programming, The complex behaviour of Galton rank-order statistic, A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance, On uniform consistency of nonparametric tests. II, Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications, AN APPLICATION OF THE PARTIAL MALLIAVIN CALCULUS TO BAOUENDI-GRUSHIN OPERATORS, Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions, A simple proof of a rate of embedding for the partial sum process, On the law of the iterated logarithm for the discrepancy of lacunary sequences, Berry–Esseen Bound for a Class of NormalizedL-Statistics, Sequential confidence bands for quantile densities under truncated and censored data, Tail bounds for the supremums of empirical processes over unbounded classes of functions, The law of iterated logarithm of rescaled range statistics for AR(1) model, Semiparametric Estimation in Transformation Models with Cure Fraction, Nonparametric maximum likelihood approach to multiple change-point problems, A weighted estimation for risk model, Asymptotic results for fitting marginal hazard models from stratified case-cohort studies with multiple disease outcomes, Estimation of the treatment effect for the survival time data, Testing stationarity of functional time series, Extensions of some classical methods in change point analysis, Qualitative robustness of statistical functionals under strong mixing, Non-parametric Shewhart control charts, A data-driven smooth test of symmetry, Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions, Unnamed Item, On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments, Theory of Classification: a Survey of Some Recent Advances, Some Elementary Theory of Permutation Tests, A Hollander-Proschan type test when ageing is not monotone, Testing hypotheses under a generalized Koziol–Green model with partially informative censoring, Hermite expansion and estimation of monotonic transformations of Gaussian data, PROBABILITY AND METRIC DISCREPANCY THEORY, A proportional hazards model for the analysis of doubly censored competing risks data, Weighted similarity tests for location-scale families of stable distributions, Efficient Threshold Selection for Multivariate Total Variation Denoising, A location- and scale-free goodness-of-fit statistic for the exponential distribution based on maximum correlations, Approximation of distributions by using the Anderson Darling statistic, Gaps in Discrete Random Samples, Model Selection Using Cramér–von Mises Distance, Asymptotics for the Hirsch Index, The Dantzig Selector in Cox's Proportional Hazards Model, On permutations of Hardy-Littlewood-Pólya sequences, Limit Theorems for Aggregated Linear Processes, Empirical process based on the recursive residuals in functional measurement error models, Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution, Testing the means of independent normal random variables, Gaussian limit fields for the integrated periodogram, Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses, On the law of the iterated logarithm for the discrepancy of lacunary sequences II, A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS, Exact small ball constants for some Gaussian processes under the \(L^2\)-norm, Donsker theorems for diffusions: necessary and sufficient conditions, Estimation of a function under shape restrictions. Applications to reliability, Confidence regions for the quantile function in the Cox proportional hazards model, Empirical processes with estimated parameters under auxiliary information, Empirical Bayes Testing for the Mean Lifetime of Exponential Distributions: Unequal Sample Sizes Case, Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles, Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries, On the most visited sites of symmetric Markov processes., Limit results for the empirical process of squared residuals in GARCH models., Local empirical spectral measure of multivariate processes with long range dependence., A functional Hungarian construction for the sequential empirical process, Nonparametrics: Retrospectives and perspectives^*, EDF and EQf orthogonal component decompositions and tests of uniformity, On some confidence bands for percentile residual life functions, Goodness of fit in multidimensions based on nearest neighbour distances, Tests of linear hypotheses based on regression rank scores, Bias and mean-square error for the kaplan-meier and nelson-aalen estimators, A Nonparametric bootstrapped estimate of the change-point, LocalL-estimators for nonparametric regression under dependence, A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data, Another approach to asymptotics and bootstrap of randomly trimmed means, A K-S Type Test for Exponentiality Based on Empirical Hankel Transforms, Estimation of moments under koziol-green model for random censorship, On the Bahadur representation of sample quantiles for dependent sequences, Burgers’ equation and the sticky particles model, Jackknife empirical likelihood for parametric copulas, Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics, Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations, Unnamed Item, On the applicability of several tests to models with not identically distributed random effects, A new approach to tests and confidence bands for distribution functions, Testing normality in any dimension by Fourier methods in a multivariate Stein equation, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions, The test of exponentiality based on the mean residual life function revisited, Estimation in a general semiparametric hazards regression model with missing covariates, On the optimal binary classifier with an application, On approximations of value at risk and expected shortfall involving kurtosis, Expert Kaplan–Meier estimation, Randomized empirical processes and confidence bands via virtual resampling, Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium, Environmental odor perception: testing regional differences on heterogeneity with application to odor perceptions in the area of Este (Italy), A law of the iterated logarithm for the empirical process based upon twice censored data, Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process, On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality, A distributed multiple sample testing for massive data, On uniform consistency of Neyman's type nonparametric tests, Assessing the difference between integrated quantiles and integrated cumulative distribution functions, Estimating the amount of sparsity in two-point mixture models, Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process, Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis, Connect the dots: how many random points can a regular curve pass through?, Stochastic calculus as a tool in survival analysis: A review, A note on testing symmetry of the error distribution in linear regression models, Some results for moment-empirical cumulative distribution functions, Stochastic calculus as a tool in survival analysis: A review, Quantile Regression Models with Multivariate Failure Time Data, Empirical Estimation of Risk Measures and Related Quantities, Strong uniform consistency of nonparametric estimation of the censored conditional mode function, Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic, On weak convergence of random fields, Statistical aspects of perpetuities, Limits of exact equilibria for capacity constrained sellers with costly search., Nonstandard strong laws for local quantile processes, A general estimation method using spacings, Sample heterogeneity and M-estimation, Using a bootstrap method to choose the sample fraction in tail index estimation, High breakdown analogs of the trimmed mean, On high-level exceedances of i. i. d. random fields, Uniform asymptotics of some Abel sums arising in coding theory, A consistent nonparametric test of ergodicity for time series with applications, Bivariate estimation with left-truncated data, Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions, Second order Hadamard differentiability in statistical applications., The law of the iterated logarithm and central limit theorem for \(L\)-statistics, Estimating a distribution function for censored time series data, On the Hausdorff dimension of the set generated by exceptional oscillations of a two-parameter Wiener process, Bootstrapping rank statistics., Parameter estimation in regression for long-term survival rate from censored data, On a distribution-free quantile estimator., Inference for the mean difference in the two-sample random censorship model, Markov bridges: SDE representation, On an extended interpretation of linkage disequilibrium in genetic case-control association studies, Kernel discriminant analysis and clustering with parsimonious Gaussian process models, On convex least squares estimation when the truth is linear, On the almost sure topological limits of collections of local empirical processes at many different scales, An Adaptive Goodness-of-Fit Test, Random Walks with Drift – A Sequential Approach, Karhunen–Loève Basis in Goodness-of-Fit Tests Decomposition: An Evaluation, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, Laws of the iterated logarithm for self-normalised Lévy processes at zero, Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality, Symmetrized Multivariatek-NN Estimators, Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals, Adaptive Multilevel Splitting for Rare Event Analysis, On the Local Time of the Weighted Bootstrap and Compound Empirical Processes, Strong representation of a generalized product-limit estimator for truncated and censored data with some applications, A class of hodges -lehmann type estimators for censored data, Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation, A class of invariant consistent tests for multivariate normality, FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION, Concentration inequalities, counting processes and adaptive statistics, Limit theorems and inequalities via martingale methods, Weak convergence of the generalized parametric empirical processes and goodness-of-fit tests for parametric models, Some orthogonal expansions for the logistic distribution, On estimation of residual moments under koziol-green model of random censorship, Weak representation of the cumulative hazard function under semiparametric random censorship models, On Some alternative estimates of the adjustment coefficient in risk theory, Recent and classical tests for normality - a comparative study, ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX, A modification of watson's statistic for goodness-of-fit, Smoothed ranks for two or multi-sample location problems, Unnamed Item, Almost sure central limit theorem for the hybrid process, Construction of diffusions on current groups, Recursive estimation: asymptotic confidence regions by empirical quantiles, A Modified One-Sided k-S Confidence Refion Narrower In One Tail, A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking, On the Uniform Theory of Lacunary Series, Zusammengesetzte Ausscheideordnungen, Modelle mit konkurrierenden Risiken, unabhängige Wahrscheinlichkeiten. Einige Zusammenhänge, Bayesian methods and optimal experimental design for gene mapping by radiation hybrids, NestedL-statistics and their use in comparing the riskiness of portfolios, Order Statistics from Discrete Distributions, Double boundary crossing result for the brownian motion, Limit theorems for the ratio of the Kaplan-Meier estimator or the Altshuler estimator to the true survival function, Almost sure representations of weightedU-statistics with applications, Testing Uniformity Via Log-Spline Modeling, Statistical inference under imputation for proportional hazard model with missing covariates, Cramér-type moderate deviations for intermediate trimmed means, Convergence in weighted supremum norms of the skorokhod representation of the estimated empirical process, Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions, ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS, Semi-parametric Random Censorship Models, Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models, On optimal system designs in reliability-economics frameworks, Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models, Invariance principles for deconvoluting kernel density estimation, Quantile estimators and covering probabilities, Metric Discrepancy Results for Sequences {nkx} and Diophantine Equations, Identifying a signal in a markovian symmetric cauchy random noise, On the bootstrap quantile-treatment-effect test, On the asymptotic behaviour of the Stringer bound1, A weighted Kuiper statistic for goodness of fit, Local Power Analyses of Goodness‐of‐fit Tests for Copulas, Change‐Point Tests for the Error Distribution in Non‐parametric Regression, A class of partially linear transformation models for recurrent gap times, ASYMPTOTIC BEHAVIOR OF A KERNEL CONDITIONAL MODE ESTIMATOR FOR LEFT TRUNCATED AND RIGHT CENSORED DATA, Nonparametric estimation in a two change-point model, A family of test statistics for DMRL (IMRL) alternatives, Inequalities for quantile functions with a uniform studentized clt that includes trimming, A surveillance procedure for random walks based on local linear estimation, On the estimation of a survival function under a dispersive order constraint, A Berry-Esseen Bound for Linear Combinations of Order Statistics, Some large sample results for a class of functionals of Kaplan-Meier estimator, On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values, Estimator of the Pareto Index Based on Nonparametric Test, Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data, The statistical analysis of consecutive survival data under serial dependence, Asymptotic behaviour of the probability-weighted moments and penultimate approximation, Estimating the Association Parameter for Copula Models Under Dependent Censoring, Nonparametric estimation of a distribution with type I bias with applications to competing risks, A queue with semiperiodic traffic, Goodness of Fit via Non-parametric Likelihood Ratios, Semiparametric Density Estimators Using Copulas, An Estimator for the Survival Function on the Basis of Observable Censoring Times, Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model, Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks, Non‐parametric Estimation of a Survival Function with Two‐stage Design Studies, Nonlinear Censored Regression Using Synthetic Data, Comparison of Values of Independent Random Variables in a Bayesian Setting, Testing the Martingale Difference Hypothesis, Specification tests for the distribution of errors in nonparametric regression: a martingale approach, ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR, Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators, Weak Hölder Convergence of Smoothed Uniform Quantile Process, Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms, Cox Regression with Covariate Measurement Error, Regression Parameter Estimation from Panel Counts, Goodness of fit tests with interval censored data, Exact overflow asymptotics for queues with many Gaussian inputs, The Bahadur Representation of the TTT-Transform, On asymptotic linearity of L-estimates, Asymptotic consistency of risk functionals, Nonparametric estimation of hazard functions by wavelet methods, On the asymptotic distribution of an estimate of the change point in a failure rate, A new approach to goodness-of-fit testing based on the integrated empirical process^*, Simultaneous bootstrap confidence bands in nonparametric regression, Tables of the cramér-von mises distributions, PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH, Hazard and density estimation from bivariate censored data, Some heuristics of kernel based estimators of ratio functions, Testing Constancy for Isotonic Regressions, Some results on increments of the partially observed empirical process, Two-sample U-statistic processes for long-range dependent data, AN ADAPTIVE PROCEDURE FOR GOODNESS-OF-FIT BASED ON SAMPLE SPACINGS, COMPARING EMPIRICAL DISTRIBUTIONS OF P-VALUES FROM SIMULATIONS, TESTING FOR A CHANGE OF THE INNOVATION DISTRIBUTION IN AN ARCH MODEL, ARBITRARY FUNCTIONAL GLIVENKO-CANTELLI CLASSES AND APPLICATIONS TO DIFFERENT TYPES OF DEPENDENCE, Bridge-to-bridge transformations and kolmogorov-smirnov tests, A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases, On Empirical Bayes Testing for a Location Parameter in a Shifted Gamma Distribution, A general kernel functional estimator with general bandwidth—strong consistency and applications, The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications, Tests of serial independence based on Kendall's process, Weak convergence of some marked empirical processes: Application to testing heteroscedasticity, Confidence Bands for a Log-Concave Density, Asymptotic properties of a goodness-of-fit test based on maximum correlations, Estimation of a semiparametric mixture of regressions model, Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks, A new omnibus test of fit based on a characterization of the uniform distribution, Optimal estimation for the Pareto distribution, ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS, ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS, Generalized Lorenz curves and convexifications of stochastic processes, Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences, Interval and band estimation for curves with jumps, Strong Approximation of Quantile Function for Strong Mixing and Censored Processes, Unnamed Item, Mixture representations of noncentral distributions, Testing Conditional Independence Restrictions, Semiparametric random censorship models for survival data with long-term survivors, Semiparametric method for identifying multiple change-points in financial market, Estimating checkerboard approximations with sample d-copulas, STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES, Reweighting estimators for the transformation models with length-biased sampling data and missing covariates, The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise, KMT‐type inequalities and goodness‐of‐fit tests, Covariance formulas via marginal martingales, Asymptotic confidence intervals for the length of the shortt under random censoring, Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1, The generalized fluctuation test: A unifying view, ChangePPplot and continous sample quantile function, Testing goodness of fit via nonparametric function estimation techniques, On the automatic selection of the tuning parameter appearing in certain families of goodness-of-fit tests, On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics, Robustness of the Standard Deviation and Other Measures of Dispersion, Asymptotic normality under the koziol-green model, A new diagnostic tool for VARMA(p,q) models, CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS, Sample Path Large Deviations for Order Statistics, Choice of optimal trimming proportion by the random weighting method, Correct Ordering in the Zipf–Poisson Ensemble, Semiparametric method for detecting multiple change points model in financial time series, Karhunen–Loeve expansion for the additive two-sided Brownian motion, Unnamed Item, Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables, New Versions of Some Classical Stochastic Inequalities, A Martingale Representation for Matching Estimators, Empirical Bayes Testing for a Nonexponential Family Distribution, Implementation of Kolmogorov–SmirnovP-value computation in Visual Basic®: implication for Microsoft Excel® library function, On the Weak Consistency of Permutation Tests, Unnamed Item, Statistical properties of generalized discrepancies, Bootstrapping the shorth for regression, Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk, Semiparametric Global Cross‐ratio Models for Bivariate Censored Data, Two‐stage U‐statistics for Hypothesis Testing, A weighted cramér-von mises statistic, with some applications to clinical trials, On the Finite Sample Behavior of Fixed Bandwidth Bickel–Rosenblatt Test for Univariate and Multivariate Uniformity, On optimal estimation of the mode in nonparametric deconvolution problems, Local Linear Regression in Proportional Hazards Model with Censored Data, Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries, Alternative empirical distributions based on weighted linear combinations of order statistics, The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions, On the weak limit law of the maximal uniform k-spacing, On singh's conjecture on rate of convergence of empirical bayes tests, Nonparametric testing for correlation models with dependent data, A Finite-Sample, Distribution-Free, Probabilistic Lower Bound on Mutual Information, SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS, Approximation for bootstrapped empirical processes, Asymptotic normality of a nonparametric estimator of the conditional mode function for functional data, Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes, Parallel and bootstrapped stochastic approximation, Risk-Averse Models in Bilevel Stochastic Linear Programming, Two-Sample Comparisons with the Efron-Test Under Random Censorship, A rule of thumb for testing symmetry about an unknown median against a long right tail, Uniform Strong Law of Large Numbers for Random Signed Measures, Random dynamics and thermodynamic limits for polygonal Markov fields in the plane, Some asymptotic results for the integrated empirical process with applications to statistical tests, Semiparametric test for multiple change-points based on empirical likelihood, Ranked Set Two-Sample Permutation Test, Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process, A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS, A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances, Intermediate efficiency of some weighted goodness-of-fit statistics, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation, Arcsine laws for random walks generated from random permutations with applications to genomics, On Complete Convergence for the Hybrid Process, Bilevel Linear Optimization Under Uncertainty, On the distribution function for the spacings, Weighted bootstrapped kernel density estimators in two-sample problems, Cramér–von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation