On Some Useful "Inefficient" Statistics

From MaRDI portal
Publication:5844875

DOI10.1214/aoms/1177730881zbMath0063.04123OpenAlexW4233409427WikidataQ56142132 ScholiaQ56142132MaRDI QIDQ5844875

Frederick Mosteller

Publication date: 1946

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177730881




Related Items (75)

A Simple and Effective Inequality MeasureRobust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detectionEstimation and testing of quantiles of the extreme-value distributionQuantile regression for longitudinal dataTowards a realistic analysis of the QuickSelect algorithmAsymptotic dependence between random central quasi-ranges and random empirical quantilesOn studentized non-parametric multi-sample location testsA note on the sampling properties of the Vincentizing (quantile averaging) procedureOn the efficiencies of some common quick estimatorsOptimum quantiles for the linear estimation of the parameters of the extreme value distribution in complete and censored samplesTukey's linear sensitivity and order statisticsEstimating survivor function using optimally selected order statisticsOptimal bounds on the bias of quasimidrangesJoint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate populationRevisiting best linear unbiased estimation of location-scale parameters based on optimally selected order statistics using compound designSome new measures of dependence for random variables based on Spearman's ρ and Kendall's τGrouped data estimation and testing of Gini coefficients using lognormal distributionsOn the solutions of certain simultaneous equations in the theory of systematic statisticsAn estimate of standard deviation of normal population based on the difference between means of two grpups divided by sample meanRisk measures in a quantile regression credibility framework with Fama/French data applicationsConservative Spacings for the Estimation of Functions of Location and ScaleWeighted Least Squares Estimation of Location and Scale ParametersA comparison of quantile estimatorsOn the use of \(L\)-functionals in regression modelsMultivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure TransportationDensity estimation using bootstrap quantile variance and quantile-mean covarianceEstimation and Testing of Hypotheses about the Quantile Function of the Normal DistributionLinear estimation of the location and scale parameters based on selected order statisticsA limiting multidimensional distribution of intermediate order statisticsAsymptotic independence of distributions of normalized order statistics of the underlying probability measureMaximum Deviation Curves for Location EstimatorsOn the estimation of standard deviation for a normal populationA Dispersion Control ChartQuantiles in a multi-stage nested classification credibility modelEarly sample measures of variability.Linear Estimation and Tests of Quantiles of Logistic Distribution Based on Selected Order StatisticsOptimal choice of order statistics under confidence region estimation in case of large samplesOn Gauss quadrature and partial cross validationBounding maximum likelihood estimates based on incomplete ordered dataThe asymptotic distribution of the unconditional quantile estimator under dependenceAn asymptotic approach to progressive censoringAn empirical power comparison of univariate goodness-of-fit tests for normalityOn the uniform asymptotic joint normality of sample quantilesSome comments on sample quantiles for dependent observationsEstimating quantiles using optimally selected order statisticsSimultaneous estimation of the location and scale parameters of the gamma distribution by linear functions of order statisticsA note on L-estimates for linear modelsEstimation of distribution parameters in time mortality trials: An example of time mortality analysisUse of the 21% rulf in experimental designIPO estimation of heaviness of the distribution beyond regularly varying tailsRealised quantile-based estimation of the integrated varianceCredible risk measures with applications in actuarial sciences and financeSome New Goodness-of-Fit Tests Based on Stochastic Sample QuantilesSimple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order StatisticsOrder statisticsFisher information in order statistics and their concomitants in bivariate censored samplesLarge-sample quantile estimation in pareto lawsComprehensive study of tests for normality and symmetry: extending the Spiegelhalter testVolatility Estimation Based on High-Frequency DataMulti-stage nested classification credibility quantile regression modelAsymptotic analysis of statistical estimates according to censored central and intermediate terms of the variational series of samplesOptimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distributionEstimating the quantile function of a location-scale family of distributions based on few selected order statisticsSimple large sample estimators of scale and location parameters based on blocks of order statisticsOptimum spacings for the joint estimation and tests of hypothesis of location and scale parameters of the cauchy distributionL-estimatton for linear heteroscedastic modelsImproved quantile inference via fixed-smoothing asymptotics and Edgeworth expansionHypothesis testing of the location and scale parameters using order statisticsPitman closeness comparison of linear estimators:a canonical formOn the most powerful quantile test of the scale parameterUniform asymptotic joint normality of a set of increasing number of sample quantilesA New Exponential GOF Test for Data Subject to Multiply Type II CensoringInfluence functions of the Spearman and Kendall correlation measuresGoodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insuranceStatistical properties of quasi-range in small samples from a gamma density




This page was built for publication: On Some Useful "Inefficient" Statistics