On the asymptotic behaviour of selector statistics

DOI10.1080/03610928808829821zbMath0696.62217OpenAlexW2049865421MaRDI QIDQ3473212

Juerg Hüsler

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829821

zbMATH Keywords

limit behaviourtailsskewnessselection probabilityadaptive statisticsselector measures

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

Simple tests for peakedness, fat tails and leptokurtosis based on quantiles ⋮ Restrictive adaptive tests for the treatment of the two-sample scale problem ⋮ Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance

Cites Work

• Approximation Theorems of Mathematical Statistics
• A review of some adaptive statistical techniques
• Linear location estimators: the dependence of their quality on the shape of the probability density function, and their robustness
• On adaptive statistical inferences
• A Two-Sample Adaptive Distribution-Free Test
• An approximate method for generating asymmetric random variables
• An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
• An Adaptive Procedure for Selecting the Population with Largest Location Parameter

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