scientific article; zbMATH DE number 3258670
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Publication:5543905
zbMATH Open0161.38102MaRDI QIDQ5543905FDOQ5543905
Authors: Jaroslav Hajek, Zbynek Sidak
Publication date: 1967
Title of this publication is not available (Why is that?)
Nonparametric hypothesis testing (62G10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- A note on self-weighted quantile estimation for infinite variance quantile autoregression models
- Distribution-free testing in linear and parametric regression
- On the efficiency of affine invariant multivariate rank tests
- Two-sample test against one-sided alternatives
- Two-sample rank tests with truncated populations
- Union-intersection rank tests for ordered alternatives in a complete block design
- A note on the Chernoff-Savage theorem
- Competitors of the Wilcoxon signed rank test
- Nonparametric tests for random effects in the balanced incomplete block design
- Test for homogeneity of several populations by stochastic complexity
- Asymptotic properties of rank tests under discrete distributions
- Adaptive R-Estimation in Autoregressions
- On the asymptotic distribution of a class of aligned rank order test statistics in randomized block designs
- Discrimination of close hypotheses about the distribution tails using higher order statistics
- Remainder term estimate in a combinatorial limit theorem
- Robust weighted one-way ANOVA: improved approximation and efficiency
- Locally most powerful and other rank tests for independence -- with a contaminated weighted alternative
- The convolution theorem for estimating linear functionals in indirect nonparametric regression models
- Some asymptotic results for a broad class of nonparametric statistics
- Asymptotics of rank order statistics for ARCH residual empirical processes.
- Linear rank tests for independence in bivariate distributions-power comparisons by simulation
- Rank based estimators of the change-point
- Some tests of whether several samples are from identical populations
- Testing homogeneity against trend based on rank in one-way layout
- Chain rule density estimates
- A diagnostic for heteroscedasticity based on the Spearman rank correlation
- The asymptotic power function of GLR tests for local change of parameter
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
- On the limiting distribution of the number of ``near-matches
- An evening spent with Bill van Zwet
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
- A conversation with Pranab Kumar Sen
- Large sample properties of kernel-type score function estimators
- Two sample rank tests under a random truncation model
- Generalized Hodges-Lehmann estimators for the analysis of variance
- M-methods in multivariate linear models
- Edgeworth expansion for signed linear rank statistics with regression constants
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
- Charakterisierung der zweiseitigen Exponentialverteilung
- Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring
- An elementary proof of CLT for signed rank statistics with regression constants under hypothesis of symmetry
- Time integrated least squares estimators of regression parameters of independent stochastic processes
- Adaptive two-treatment three-period crossover design for normal responses
- A log log-law for double sequences of random variables I
- Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks
- Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
- Adaptive selection of the best population
- Characterization of distributions by the expected values of the order statistics
- Measuring dependence between random vectors via optimal transport
- A simple proof for the Chernoff-Savage theorem
- Block rank statistics
- On necessary and sufficient conditions for convergence of probability measures in variation
- On a Kolmogorov-Smirnov type aligned test
- Monte Carlo computation of the mean of a function with convex support
- On the asymptotic power of the two-sided Kolmogorov-Smirnov test
- On a cramér-von mises type statistic for testing bivariate independence
- Asymptotic normality of two-sample linear rank statistics under association
- Gaussian approximation of signed rank statistics process
- Two-sample goodness-of-fit tests when ties are present
- Non-parametric adaptive locally asymptotically optimum detection in additive noise
- Asymptotics of the signed-rank estimator under dependent observations
- A Gaussian calculus for inference from high frequency data
- Behavior of R-estimators under measurement errors
- Kendall's tau for serial dependence
- Global power functions of goodness of fit tests.
- Martingale transforms goodness-of-fit tests in regression models.
- Some results on the Glejser and Koenker tests for heteroskedasticity
- Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous
- Local asymptotic normality for long-memory process with strong mixing noises
- Nonparametric multivariate rank tests and their unbiasedness
- Skewness by Splitting the Scale Parameter
- Data driven smooth test for paired populations
- A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
- Nonparametric tests for stochastic ordering
- Local power analysis of goodness-of-fit tests for copulas
- Second order Hadamard differentiability in statistical applications.
- Nonparametric nonstationarity tests
- A characterization of limiting distributions of regular estimates
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- Functional limit theorems for linear statistics from sequential ranks
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Tests of multivariate independence for ordinal data
- Permutations, signs and the Brownian bridge
- Log-concavity of generalized order statistics
- Testing for the equality of two nonparametric regression curves
- Some robust exact results on sample autocorrelations and tests of randomness
- Influence curves of general statistics
- Approximations to permutation and exchangeable processes
- Simple exact bounds for distributions of linear signed rank statistics
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
- Linear rank statistics in regression analysis with censored or truncated data
- Checking nonlinear heteroscedastic time series models
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
- Testing for change-points with rank and sign statistics
- The Einstein relation for the displacement of a test particle in a random environment
- Adaptive estimation in time-series models
- Efficient estimation in semiparametric GARCH models
- Empirical process approach in a two-sample location-scale model with censored data
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