Pages that link to "Item:Q1187652"
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The following pages link to Approximate distributions of order statistics. With applications to nonparametric statistics (Q1187652):
Displaying 50 items.
- Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles (Q1361629) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- Asymptotic independence of median and MAD (Q1365169) (← links)
- A two-point condition for characterizing the exponential distribution by means of identically distributed properties related to order statistics (Q1365731) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Strong approximation of maxima by extremal processes (Q1394535) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Relations for expectations of functions of generalized order statistics (Q1582360) (← links)
- Quantitative approximation to the ordered Dirichlet distribution under varying basic probability spaces (Q1585881) (← links)
- Asymptotic expansion for distribution function of moment estimator for the extreme-value index. (Q1609556) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles (Q1662119) (← links)
- Smoothed jackknife empirical likelihood for the difference of two quantiles (Q1680799) (← links)
- Remarks on composite Bernstein copula and its application to credit risk analysis (Q1681084) (← links)
- Stability of the replicator dynamics for games in metric spaces (Q1686344) (← links)
- A simple budget-balanced mechanism (Q1707114) (← links)
- Estimation and hypotheses testing in boundary regression models (Q1715536) (← links)
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Multivariate order statistics: the intermediate case (Q1744724) (← links)
- A note on the chi-square method: a tool for proving cryptographic security (Q1749799) (← links)
- Approximation by \(B\)-spline convolution operators. A probabilistic approach (Q1765456) (← links)
- On Pickands coordinates in arbitrary dimensions (Q1765624) (← links)
- The maximum spacing estimation for multivariate observations (Q1765679) (← links)
- Multilevel clustering of extremes. (Q1766039) (← links)
- Bivariate maximum insurance claim and related point processes (Q1771443) (← links)
- On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871) (← links)
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution (Q1779668) (← links)
- Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- The maximum of the periodogram of a non-Gaussian sequence. (Q1807185) (← links)
- Confidence regions for the set of global maximizers of nonparametrically estimated curves. (Q1818617) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- A novel means of estimating quantiles for 2-parameter Weibull distribution under the right random censoring model (Q1860500) (← links)
- Polynomial structures in order statistics distributions (Q1869133) (← links)
- A characterization of the rate of convergence in bivariate extreme value models (Q1871292) (← links)
- Remarks on domination of maxima (Q1871318) (← links)
- Partial information reference priors: Derivation and interpretations (Q1877838) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- On stability of intermediate order statistics (Q1890875) (← links)
- Approximation rates for multivariate exceedances (Q1890882) (← links)
- Confidence sets for discrete stochastic optimization (Q1896447) (← links)
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators (Q1901673) (← links)
- On distances and goodness-of-fit tests for detecting multimodal distributions (Q1907604) (← links)
- A concept of generalized order statistics (Q1907643) (← links)
- Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima (Q1907890) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
