Pages that link to "Item:Q5844875"
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The following pages link to On Some Useful "Inefficient" Statistics (Q5844875):
Displaying 50 items.
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Towards a realistic analysis of the QuickSelect algorithm (Q290901) (← links)
- A note on L-estimates for linear models (Q580842) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Fisher information in order statistics and their concomitants in bivariate censored samples (Q745498) (← links)
- Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
- Asymptotic analysis of statistical estimates according to censored central and intermediate terms of the variational series of samples (Q786473) (← links)
- Estimating the quantile function of a location-scale family of distributions based on few selected order statistics (Q789845) (← links)
- Hypothesis testing of the location and scale parameters using order statistics (Q801417) (← links)
- On the most powerful quantile test of the scale parameter (Q802237) (← links)
- On Gauss quadrature and partial cross validation (Q956841) (← links)
- Bounding maximum likelihood estimates based on incomplete ordered data (Q959288) (← links)
- Uniform asymptotic joint normality of a set of increasing number of sample quantiles (Q1069227) (← links)
- Estimation and testing of quantiles of the extreme-value distribution (Q1085922) (← links)
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population (Q1105951) (← links)
- Asymptotic independence of distributions of normalized order statistics of the underlying probability measure (Q1157074) (← links)
- On the uniform asymptotic joint normality of sample quantiles (Q1220325) (← links)
- Optimal spacing of the selected sample quantiles for the joint estimation of the location and scale parameters of a symmetric distribution (Q1299497) (← links)
- Early sample measures of variability. (Q1431153) (← links)
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection (Q1623475) (← links)
- A limiting multidimensional distribution of intermediate order statistics (Q1706038) (← links)
- Optimal choice of order statistics under confidence region estimation in case of large samples (Q1744029) (← links)
- An asymptotic approach to progressive censoring (Q1763446) (← links)
- Quantile regression for longitudinal data (Q1882935) (← links)
- Asymptotic dependence between random central quasi-ranges and random empirical quantiles (Q1885085) (← links)
- A note on the sampling properties of the Vincentizing (quantile averaging) procedure (Q1887799) (← links)
- Tukey's linear sensitivity and order statistics (Q1895428) (← links)
- Revisiting best linear unbiased estimation of location-scale parameters based on optimally selected order statistics using compound design (Q2157413) (← links)
- Quantiles in a multi-stage nested classification credibility model (Q2219621) (← links)
- Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance (Q2356240) (← links)
- Grouped data estimation and testing of Gini coefficients using lognormal distributions (Q2392585) (← links)
- Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859) (← links)
- The asymptotic distribution of the unconditional quantile estimator under dependence (Q2483892) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- On studentized non-parametric multi-sample location tests (Q2625638) (← links)
- Estimating survivor function using optimally selected order statistics (Q2638687) (← links)
- On the solutions of certain simultaneous equations in the theory of systematic statistics (Q2652262) (← links)
- An estimate of standard deviation of normal population based on the difference between means of two grpups divided by sample mean (Q2652355) (← links)
- A New Exponential GOF Test for Data Subject to Multiply Type II Censoring (Q2873934) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Pitman closeness comparison of linear estimators:a canonical form (Q3135540) (← links)
- Estimating quantiles using optimally selected order statistics (Q3347123) (← links)
- <i>L</i>-estimatton for linear heteroscedastic models (Q3432379) (← links)
- Optimal bounds on the bias of quasimidranges (Q3462161) (← links)
- A Dispersion Control Chart (Q3527756) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles (Q3625334) (← links)
- Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics (Q3625335) (← links)
- Simple large sample estimators of scale and location parameters based on blocks of order statistics (Q3670361) (← links)
