Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

Cited In (only showing first 100 items - show all)

An exact bootstrap for variance of finite-population \(L\)-statistic
An Edgeworth expansion for finite-population \(L\)-statistics
Kernel estimators for the second order parameter in extreme value statistics
Almost sure representations of weightedU-statistics with applications
A weighted mean excess function approach to the estimation of Weibull-type tails
Weighted least squares estimation of the extreme value index
Density estimation via hybrid splines
Nonparametric prediction of future order statistics
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
A note on testing for constant hazard against a change-point alternative
Exact fisher information for censored samples and the extended hazard rate functions
Goodness-of-fit tests for location and scale families based on a weighted \(L_ 2\)-Wasserstein distance measure.
Efficient estimation of parameters of the extreme value distribution
Linear estimation of location and scale parameters using partial maxima
Estimating quantiles using optimally selected order statistics
Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives
Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters
A highly efficient L-estimator for the location parameter of the Cauchy distribution
Exact likelihood inference for Laplace distribution based on type-II censored samples
Order thresholding
THE ASYMPTOTIC EQUIVALENCE OF THE FISHER INFORMATION MATRICES FOR TYPE I AND TYPE II CENSORED DATA FROM LOCATION-SCALE FAMILIES
Central limit theorems under alternatives for a broad class of nonparametric statistics
On the Fisher information in type-I censored and quantal response data
On functionals of order statistics
Some asymptotic results for a broad class of nonparametric statistics
Income inequality measures based on sample surveys
Dispersion measures and dispersive orderings.
Moment inequalities for generalized \(L\)-statistics
A characterization of the factorization of hazard function by the Fisher information under type II censoring with application to the Weibull family
Weighted allocations, their concomitant-based estimators, and asymptotics
Minimax-varianceL- andR-estimators of location
Estimating L-functionals for heavy-tailed distributions and application
On the bootstrap and the trimmed mean
On minimum cramer-von mises-norm parameter estimation
Cramer-von Mises tests for independence
Sampling properties of estimators of the log-logistic distribution with application to Canadian precipitation data
On asymptotic linearity of L-estimates
Estimation of the third-order parameter in extreme value statistics
Bregman superquantiles. Estimation methods and applications
Goodness-of-fit testing for Weibull-type behavior
On the asymptotic normality of finite population \(L\)-statistics
Estimation of asymptotic variances of quantiles for the generalized logistic distribution
Novel symmetry tests in regression models based on Gini mean difference
A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
Weighted correlation tests for scale families.
Asymptotic representation of L-estimators and their relations to M-estimators
Generalized Kernel Estimators for the Weibull-Tail Coefficient
Approximations to a conservative inverse chi-square procedure for combining \(p\)-values in integrative research
Asymptotically unbiased estimation of the second order tail parameter
The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
Inference procedures for the linear failure rate model
Robust directed tests of normality against heavy-tailed alternatives
Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
On the use of \(L\)-functionals in regression models
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
Empirical Estimation of Risk Measures and Related Quantities
Asymptotic distributions for a class of generalized \(L\)-statistics
Fisher information in randomly sampled sib pairs and extremely discordant sib pairs in genetic analysis for a quantitative trait locus
Asymptotic behaviour of linear combinations of functions of order statistics
Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution
Estimation of quantile mixtures via L-moments and trimmed L-moments
Asymptotically efficient estimation by local location-parameter approximations
On the consistency of single-stage ranking procedures
Semi-parametric estimation for heavy tailed distributions
Asymptotic properties of linear functions of order statistics
Minimum distance estimators in extreme value distributions
On robust estimation of location for arbitrarily right-censored data
Estimation of quantiles and confidence intervals for the log-Gumbel distribution
Calibrated Edgeworth expansions of finite population \(L\)-statistics
On the asymptotic normality of some unbiased estimates
Hodges-Lehmann estimate of the location parameter in censored samples
Goodness-of-fit testing: the thresholding approach
Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
Estimation of parameters of location-scale family of distributions in complete and type ii censored samples
Asymtotic confidence regions and likelihood ratio tests of hypothesis for location and scale parameters based on type II censored samples
Asymptotic relative efficiency of some joint-tests for location and scale parameters based on selected order statistics
Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
On weighted cumulative residual extropy: characterization, estimation and testing
A note on the bias of \(L\)-estimators and a bias reduction procedure
Simple large sample estimators of scale and location parameters based on blocks of order statistics
Tests for upper outliers in the two-parameter exponential distribution
Alex mean (AlM) location estimator for measure of Center of data
Smooth goodness of fit tests for the weibull distribution with singly censored data
Linear Bayes estimator of the extreme value distribution based on type II censored samples
Asymptotic normality of a variance estimator of a linear combination of a function of order statistics
Robust and efficient fitting of severity models and the method of winsorized moments
Estimating the precision of a bivariate population
Some asymptotic properties of the linearized maximum likelihood estimate and best linear unbiased estimate
On some goodness-of-fit tests for the normal, logistic and extreme-value distributions
Robust estimation of loss models for lognormal insurance payment severity data
Asymptotic behavior of \(L\)-statistics for a large class of time series
Confidence bands for the laplace distribution
Asymptotic blues of the parameters of the logistic distribution based on doubly censored samples
Credibility theory based on winsorizing
On the performances of some selection precedures for the best population assuming parent distributions with varying tailweight
On Huber's contaminated model
Weighted Least Squares Estimation of Location and Scale Parameters
On the mean square error of smooth \(L\)-estimator
Empirical Bayesian estimation of location of the Cauchy distribution

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