scientific article; zbMATH DE number 1301715

MaRDI QIDQ4246928zbMATH OpenFDO

Authors Ričardas Zitikis

Publication date 29 March 2000

zbMATH Keywords

Bahadur-Kiefer processBonferroni curveGoldie curveintegrated Bahadur-Kiefer processLorenz curvetotal time on test curveVervaat-process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Pointwise and uniform asymptotics of the Vervaat error process
• On the Vervaat and Vervaat-error processes
• The Vervaat process in L_p spaces
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• scientific article; zbMATH DE number 1959491
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• scientific article; zbMATH DE number 7325211
• scientific article; zbMATH DE number 475317

Cited in

(22)

• On the rate of strong consistency of the total time on test statistic
• Facilitated exclusion process
• Pointwise and uniform asymptotics of the Vervaat error process
• On the Vervaat and Vervaat-error processes
• Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval
• Risk measures, distortion parameters, and their empirical estimation
• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• The cusp-Airy process
• The permanental process
• scientific article; zbMATH DE number 1959491 (Why is no real title available?)
• Asymptotic estimation of the E-Gini index
• Generalized Lorenz curves and convexifications of stochastic processes
• Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis
• Contrasting the Gini and Zenga indices of economic inequality
• The Vervaat process in L_p spaces
• Estimating the conditional tail expectation in the case of heavy-tailed losses
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
• From the Pearcey to the Airy process.
• Asymptotic behavior of the empirical conditional value-at-risk
• Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
• Estimating conditional tail expectation with actuarial applications in view

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4246928)