Pages that link to "Item:Q4160151"
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The following pages link to Limit theorems for the ratio of the empirical distribution function to the true distribution function (Q4160151):
Displaying 50 items.
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- Detection boundary and higher criticism approach for rare and weak genetic effects (Q400613) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Strong approximations for dependent competing risks with independent censoring (Q619083) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- Integral-type tests for goodness-of-fit (Q625682) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- A strong limit theorem for the oscillation modulus of the uniform empirical quantile process (Q788388) (← links)
- Adaptive testing on a regression function at a point (Q888505) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- Rates of growth and sample moduli for weighted empirical processes indexed by sets (Q1078901) (← links)
- A general form of the law of the iterated logarithm for the weighted multivariate empirical process (Q1086908) (← links)
- A screening method for a nonparametric model (Q1086953) (← links)
- Estimation of influence functions (Q1088329) (← links)
- On the tail behaviour of quantile processes (Q1092511) (← links)
- Asymptotic normality of generalized L-statistics with unbounded scores (Q1115060) (← links)
- Approximations of weighted empirical and quantile processes (Q1122863) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019) (← links)
- Limit theorems for the negative parts of weighted multivariate empirical processes with application (Q1263864) (← links)
- On the rate of strong consistency of the total time on test statistic (Q1268011) (← links)
- Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve (Q1298914) (← links)
- Limit theorems for integral type estimators with censored data (Q1302262) (← links)
- Mean residual life processes (Q1354407) (← links)
- Universal Gaussian approximations under random censorship (Q1354491) (← links)
- On the uniform consistency of the Kaplan-Meier estimator under heavy censoring (Q1355912) (← links)
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics (Q1367249) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- Bootstrapping the Kaplan-Meier estimator on the whole line (Q1733122) (← links)
- Approximation of intermediate quantile processes (Q1819813) (← links)
- Strong approximations of the Q-Q process (Q1821422) (← links)
- Higher criticism for detecting sparse heterogeneous mixtures. (Q1879927) (← links)
- Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings (Q1996778) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Limit laws for the norms of extremal samples (Q2242885) (← links)
- Signal detection via Phi-divergences for general mixtures (Q2325350) (← links)
- On the estimation of the Weibull tail coefficient (Q2366576) (← links)
- Goodness-of-fit tests via phi-divergences (Q2466682) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) (← links)
- Concentration inequalities and asymptotic results for ratio type empirical processes (Q2497173) (← links)
- Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648) (← links)
- Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
- On properties of empirical and related random processes (Q2683604) (← links)
