Weighted empirical and quantile processes
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(only showing first 100 items - show all)- Weak convergence of the tail empirical process for dependent sequences
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
- On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes
- Asymptotics of Studentized \(U\)-type processes for changepoint problems
- On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
- Estimation of influence functions
- Invariance principles for changepoint problems
- Central limit theorems for \(L_ p\)-norms of density estimators
- A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
- A note on the asymptotic normality of sums of extreme values
- Approximations of weighted empirical and quantile processes
- Changepoint problems and contiguous alternatives
- Approximations to permutation and exchangeable processes
- Rényi-type empirical processes
- Limit theorems for tail processes with application to intermediate quantile estimation
- Change in autoregressive processes
- Second-order regular variation, convolution and the central limit theorem
- Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve
- Estimating the index of a stable distribution
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
- Distributions of tail empirical processes on Banach function spaces
- Strassen-type functional laws for strong topologies
- A refined large deviation principle for Brownian motion and its application to boundary crossing
- Joint approximation of processes based on spacings and order statistics
- Mean residual life processes
- Universal Gaussian approximations under random censorship
- Bootstrapping the renewal spacings processes
- Effect of dependence on statistics for determination of change
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
- Kernel-type estimators for the extreme value index
- Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
- On the asymptotics of a normal beta-transformed empirical process
- Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities
- Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
- The central limit theorem for empirical and quantile processes in some Banach spaces
- Central limit theorems for the Wasserstein distance between the empirical and the true distributions
- Approximation of intermediate quantile processes
- The central limit theorem and the law of iterated logarithm for empirical processes under local conditions
- Strong approximation of quantile processes by iterated Kiefer processes.
- Weighted correlation tests for scale families.
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
- Asymptotics for the likelihood ratio test in a two-component normal mixture model
- Kac's representation from an asymptotic viewpoint
- Relating quantiles and expectiles under weighted-symmetry
- On exchangeable sampling distributions for uncontrolled data
- The sample mid-range and interquartiles
- Quantile coupling inequalities and their applications
- Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution
- Copula-based time series with filtered nonstationarity
- Poisson QMLE for change-point detection in general integer-valued time series models
- Adaptive threshold-based classification of sparse high-dimensional data
- Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval
- Beyond HC: more sensitive tests for rare/weak alternatives
- Robust estimator of conditional tail expectation of Pareto-type distribution
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- Tail asymptotic behavior of the supremum of a class of chi-square processes
- Improved estimation of the extreme value index using related variables
- Squared-norm empirical processes
- Convergence of integrals of uniform empirical and quantile processes
- \(L_ p\)-approximations of weighted partial sum processes
- On the estimation of the Weibull tail coefficient
- Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
- Haezendonck-Goovaerts risk measure with a heavy tailed loss
- Estimating conditional means with heavy tails
- Weighted empirical processes in the nonparametric inference for Lévy processes
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
- Weighted approximations for Studentized U-statistics
- On \(L^2\) space approach to change point problems
- Theoretical analysis of power in a two-component normal mixture model
- Extremes of normed empirical moment generating function processes
- Concentration inequalities and asymptotic results for ratio type empirical processes
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions
- Semiparametric lower bounds for tail index estimation
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
- Random Weighting Estimation for Quantile Processes and Negatively Associated Samples
- Two-sample test against one-sided alternatives
- A weighted approximation approach to the study of the empirical Wasserstein distance
- Laws of the iterated logarithm for sums of the middle portion of the sample
- On the exact Berk-Jones statistics and their p-value calculation
- Erratum to: `Statistical estimate of the proportional hazard premium of loss'
- Estimation of the ruin probability in infinite time for heavy right-tailed losses
- Statistical estimate of the proportional hazard premium of loss
- Distribution function estimation by constrained polynomial spline regression
- Estimation of total time on test transforms and lorenz curves under random censorship
- On quantile processes for m-dependent Rv's
- Sums of weighted spacings and a test for the logistic distribution
- scientific article; zbMATH DE number 56800 (Why is no real title available?)
- Asymptotic distributions of weighted pontograms under contiguous alternatives
- Optimal rates of convergence in the Weibull model based on kernel-type estimators
- A weighted Kuiper statistic for goodness of fit
- A family of test statistics for DMRL (IMRL) alternatives
- Inequalities for quantile functions with a uniform studentized clt that includes trimming
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions
- A CLT for weighted time-dependent uniform empirical processes
- scientific article; zbMATH DE number 850920 (Why is no real title available?)
- Inference and testing for structural change in general Poisson autoregressive models
- Approximation for bootstrapped empirical processes
- Goodness-of-fit tests based on sup-functionals of weighted empirical processes
- Intermediate efficiency of some weighted goodness-of-fit statistics
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