On the asymptotic behaviour of selector statistics

DOI10.1080/03610928808829821zbMath0696.62217MaRDI 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 behaviour; tails; skewness; selection probability; adaptive statistics; selector measures

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

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

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