Asymptotic Normality of Linear Combinations of Functions of Order Statistics
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Publication:5582771
DOI10.1214/AOMS/1177697284zbMATH Open0188.51002OpenAlexW2094625253MaRDI QIDQ5582771FDOQ5582771
Authors: Galen R. Shorack
Publication date: 1969
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697284
Cited In (17)
- Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
- Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
- Nonparametric estimators which can be ``plugged-in.
- Testing for superadditivity of the mean value function of a non-homogeneous poisson process
- An invariance principle for linear combinations of order statistics
- Order thresholding
- Central limit theorems under alternatives for a broad class of nonparametric statistics
- On weighted cumulative residual extropy: characterization, estimation and testing
- Some asymptotic results for a broad class of nonparametric statistics
- Asymptotic normality of a variance estimator of a linear combination of a function of order statistics
- Estimating L-functionals for heavy-tailed distributions and application
- On the bootstrap and the trimmed mean
- A class of test statistics for testing whether new is better than used
- The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
- Asymptotically efficient estimation by local location-parameter approximations
- On robust estimation of location for arbitrarily right-censored data
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