scientific article; zbMATH DE number 3658755

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Empirical likelihood for linear regression models with missing responses
A note on Hajek projections and the influence curve
A statistical test of unidimensionality of a parameter underlying Bernoulli trials with applications
On the invariance principle for differentiable statistical functionals
On the use of the directional derivative in obtaining multivariate extreme values
On the estimation of the quantile density function
Estimates for the probability of ruin starting with a large initial reserve
Estimation of influence functions
Two-stage and fully sequential determination of estimator as well as sample size
On the strong consistency of a solution to the likelihood equation
Two-sample inference based on one-sample Wilcoxon signed rank statistics
Large sample properties of cross-validation assessment statistics
Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model
Nonparametric tests for the changepoint problem
Boundary crossing random variables related to quantile convergence
Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
Asymptotically efficient estimation of the sparsity function at a point
Moderate and Cramér-type large deviation theorems for M-estimators
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Control percentile test procedures for censored data
Some properties of the maximum likelihood strategy for re-pairing a broken random sample
Asymptotic properties of linear functions of order statistics
A stopped stochastic approximation algorithm
Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
Asymptotic normality of generalized L-statistics with unbounded scores
Resampling from centered data in the two-sample problem
Order restricted estimation of distributions with censored data
The product moments of order statistics with applications to characterizations of distributions
Estimation under invariant distributions
Central limit theorems under alternatives for a broad class of nonparametric statistics
Sequential fixed-width confidence intervals for quantiles in the presence of censoring
First and second order derivatives having applications to estimation of response surface optima
Efficient likelihood ratio tests under \(P\)-ancillarity and \(P\)-sufficiency
Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model
Changepoint problems and contiguous alternatives
Weak convergence of infinite order U-processes
Probability inequalities with exponential bounds for U-statistics
A bootstrap procedure for estimating the adjustment coefficients
Improved Kolmogorov inequalities for the binomial distribution
Estimating system and component reliabilities under partial information on cause of failure
Modified cross-validation in density estimation
On Berry-Esseen theorem for some functions of U-statistics
Edgeworth expansions for studentized and prepivoted sample quantiles
Probabilistic analysis of the minimum weighted flowtime scheduling problem
An algorithm for flow time minimization and its asymptotic makespan properties
Hodges-Lehmann optimality of tests
Distributions minimizing Fisher information for scale in \(\varepsilon\)- contamination neighbourhoods
Some asymptotic results for a broad class of nonparametric statistics
Empirical U-statistics processes
Approximations to a conservative inverse chi-square procedure for combining \(p\)-values in integrative research
Limited expected value comparison tests
Some results on the representation of measures of location and spread as L-functionals
Asymptotic normality of generalized functional estimators dependent on covariables
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
A remark on approximate \(M\)-estimators
A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population
Distributional convergence under proportional censorship when covariables are present
Bootstrapping statistical functionals
A Berry-Esseen-type theorem of quantile density estimators
Strong law of large numbers for U-statistics of varying order
Tests for changes under random censorship
Bootstrapping quantiles in a fixed design regression model with censored data
Parameter estimation for generalized random coefficient autoregressive processes
Rates of convergence for linear rank statistics with dependent data
Estimating error correlation in nonparametric regression
A semi-parametric estimator of a risk distribution
A splitting scheme for control variates
On predicting the finite population distribution function
Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples
A simple form of Bartlett's formula for autoregressive processes
Parameter estimation in a stationary autoregressive process with correlated multiple observations
A class of statistics useful in testing increasing failure rate average and new better than used life distributions
Almost sure convergence of bootstrapped means and \(U\)-statistics
Combining independent tests of triangular distribution
Persistent convergence on randomly deleted sets
Design aspects for clinical trials with repeated measures in the presence of informative censoring
On the normal approximations of \(V\)- and \(L\)-statistics
Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data
Distributional convergence of M-estimators under unusual rates
On some limit laws for perturbed empirical distribution functions
A Kolmogorov inequality for U-statistics based on Bernoulli kernels
A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
Likelihood ratio tests for bivariate symmetry against ordered alternatives in a square contingency table
Asymptotic distribution of statistics based on quadratic entropy and bootstrapping
Estimation in some binary regression models with prescribed accuracy
\(M\)-estimation and quantile estimation in the presence of auxiliary information
A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes
A simple estimator for correlation in incomplete data
On the maximal inequality
Confidence interval estimation of population means subject to order restrictions using resampling procedures
Empirical likelihood confidence intervals for M-functionals in the presence of auxiliary information
Can the finiteness of a mean be tested?
On identity reproducing nonparametric regression estimators
Estimating probability of occurrence of the most likely multinomial event
Unified estimators of smooth quantile and quantile density functions
A general theory of hypothesis testing based on rankings
Goodness-of-fit statistics based on weighted \(L_ p\)-functionals
Sharpening estimators using resampling
Uniform strong consistency of sample quantiles

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