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 41 items.
- Asymptotic normality of the posterior given a statistic (Q4652914) (← links)
- On the Edgeworth expansion for elementary polynomials based on trimmed samples (Q4654261) (← links)
- Central limit theorem for hitting times of functionals of Markov jump processes (Q4671818) (← links)
- Tail Index Estimation in Models of Generalized Order Statistics (Q4681065) (← links)
- (Q4723031) (← links)
- RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION (Q4784176) (← links)
- Estimation for the generalized pareto distribution with censored data (Q4787645) (← links)
- Recurrence relations for single and product moments of record values from generalized pareto distribution (Q4843648) (← links)
- The power of d'agostino's d test of normality against a normal mixture alternative (Q4843712) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Convergence Rate of Extremes for the General Error Distribution (Q4933192) (← links)
- (Q5026479) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- Stage life testing with random stage changing times (Q5079800) (← links)
- Mixing rates for potentials of non-summable variations (Q5095131) (← links)
- On the power of goodness-of-fit tests for the exponential distribution under progressive Type-II censoring (Q5107504) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Continuum limit of the nonlocal <i>p</i>-Laplacian evolution problem on random inhomogeneous graphs (Q5110273) (← links)
- EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? (Q5111481) (← links)
- Bernstein Copulas and Composite Bernstein Copulas (Q5132614) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
- Quantile estimation via distribution fitting (Q5237138) (← links)
- On Approximating Matrix Norms in Data Streams (Q5244397) (← links)
- Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (Q5460703) (← links)
- Cut-off Phenomenon for Converging Processes in the Sense of α-Divergence Measures (Q5855863) (← links)
- The quantile-based flattened logistic distribution: Some properties and applications (Q5866104) (← links)
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
- (Q5879924) (← links)
- Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions (Q5880772) (← links)
- An alternative definition of the influence function. (Q5933610) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- Exceedance counts and GOD's order statistics (Q6167555) (← links)
- On the choice of the optimal single order statistic in quantile estimation (Q6175811) (← links)
- The generalized sigmoidal quantile function (Q6552982) (← links)
- Periodic point processes: theory and application (Q6578175) (← links)
- Ordered and censored lifetime data in reliability: an illustrative review (Q6602004) (← links)
- Turán numbers of \(r\)-graphs on \(r + 1\) vertices (Q6615752) (← links)
- Multiple testing of composite null hypotheses for discrete data using randomized \(p\)-values (Q6625423) (← links)
- Multiple testing of interval composite null hypotheses using randomized \(p\)-values (Q6640123) (← links)
