Kesar Singh's contributions to statistical methodology

DOI10.1016/j.stamet.2013.12.001zbMath1486.62051OpenAlexW2141744891MaRDI QIDQ5970306

G. :AR: Jogesh Babu

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.12.001

zbMATH Keywords

bootstrapEdgeworth expansionsconfidence distributionrobust inferencedata depth\(L\)-estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Singhing with confidence: visualising the performance of confidence procedures

Cites Work

• Discussion of ``Is Bayes posterior just quick and dirty confidence? by D. A. S. Fraser
• A formula for the tail probability of a multivariate normal distribution and its applications
• Inference on means using the bootstrap
• A note on bootstrapping the sample median
• Statistical options: crash resistant financial contracts based on robust estimation
• Edgeworth corrected pivotal statistics and the bootstrap
• Edgeworth expansions for sampling without replacement from finite populations
• Estimating a quantile of a symmetric distribution
• On a partial correction by the bootstrap
• On Edgeworth expansions in the mixture cases
• A note on Edgeworth expansions for the lattice case
• Large deviation probabilities for certain dependent processes
• Second order asymptotic and non-asymptotic optimality properties of combined tests
• Estimated sampling distributions: The bootstrap and competitors
• On the asymptotic accuracy of Efron's bootstrap
• On r-quick limit sets for empirical and related processes based on mixing random variables
• Efficiency and robustness in resampling
• Ordering directional data: Concepts of data depth on circles and spheres
• On deviations between empirical and quantile processes for mixing random variables
• Bootstrap methods: another look at the jackknife
• An odd property of the sample median
• Using i.i.d. bootstrap inference for general non-i.i.d. models
• Sharpening estimators using resampling
• Indices of empirical robustness
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Combining information from independent sources through confidence distributions
• Breakdown theory for bootstrap quantiles
• Edgeworth expansions for compound Poisson processes and the bootstrap
• The product-limit estimator and the bootstrap: Some asymptotic representations
• DDMA-charts: nonparametric multivariate moving average control charts based on data depth
• On a notion of simplicial depth
• A NOTE ON SAMPLE QUANTILE PROCESSES OF FINITE POPULATIONS
• Notions of Limiting P Values Based on Data Depth and Bootstrap
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Confidence Intervals for Population Ranks in the Presence of Ties and Near Ties
• Confidence Distributions and a Unifying Framework for Meta-Analysis
• CD posterior – combining prior and data through confidence distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Kesar Singh's contributions to statistical methodology