The following pages link to Bernhard Klar (Q215869):
Displayed 45 items.
- Expectile asymptotics (Q309591) (← links)
- Methods to test for equality of two normal distributions (Q513763) (← links)
- Tests for exponentiality against the \({\mathcal M}\) and \({\mathcal {LM}}\)-classes of life distributions (Q820214) (← links)
- Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators (Q825066) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- Item:Q215869 (redirect page) (← links)
- Testing for affine equivalence of elliptically symmetric distributions. (Q1421873) (← links)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. (Q1426348) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (Q1697366) (← links)
- Focusing on regions of interest in forecast evaluation (Q1697404) (← links)
- Checking the adequacy of the multivariate semiparametric location shift model (Q1776869) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Testing exponentiality against the \(\mathcal L\)-class of life distributions (Q1856448) (← links)
- A treatment of multivariate skewness, kurtosis, and related statistics. (Q1867139) (← links)
- Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform (Q1868303) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- A class of tests for exponentiality against HNBUE alternatives (Q1974088) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- A note on a measure of asymmetry (Q2065289) (← links)
- Asymptotic distributions and performance of empirical skewness measures (Q2178161) (← links)
- Data transformations and goodness-of-fit tests for type-II right censored samples (Q2256601) (← links)
- On the skewness order of Van Zwet and Oja (Q2304845) (← links)
- A test procedure for uniformity on the Stiefel manifold based on projection (Q2407499) (← links)
- The use of isotones for comparing tests of normality against skew normal distributions (Q2431727) (← links)
- The joint distribution of Studentized residuals under elliptical distributions (Q2451629) (← links)
- Specification tests for the response distribution in generalized linear models (Q2512786) (← links)
- BOUNDS ON TAIL PROBABILITIES OF DISCRETE DISTRIBUTIONS (Q2711572) (← links)
- Bootstrap based goodness of fit tests for the generalized poisson model (Q4337037) (← links)
- A spot market model for pricing derivatives in electricity markets (Q4647601) (← links)
- Theory & Methods: Model Selection For A Family Of Discrete Failure Time Distributions (Q4701040) (← links)
- PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC (Q4715555) (← links)
- (Q4998460) (← links)
- A note on gamma difference distributions (Q5220935) (← links)
- ZIPF AND LERCH LIMIT OF BIRTH AND DEATH PROCESSES (Q5305598) (← links)
- Expectile‐based measures of skewness (Q5872959) (← links)
- Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function (Q5949375) (← links)
- Goodness-of-fit tests for discrete models based on the integrated distribution function. (Q5953756) (← links)
- Diagnostic smooth tests of fit. (Q5953812) (← links)
- Minimum <i>L</i><sup><i>q</i></sup>‐distance estimators for non‐normalized parametric models (Q6059515) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Using proxies to improve forecast evaluation (Q6179125) (← links)
- Expectile based measures of skewness (Q6324023) (← links)
- Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators (Q6341087) (← links)
- Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution (Q6371168) (← links)