Efficient calculation of the joint distribution of order statistics

DOI10.1016/j.csda.2019.106899zbMath1504.62066arXiv1812.09063OpenAlexW2995764853WikidataQ126557836 ScholiaQ126557836MaRDI QIDQ2291342

Jonathan von Schroeder, Thorsten Dickhaus

Publication date: 30 January 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.09063

zbMATH Keywords

sample size planningBolshev's recursionfaithful roundingNoe's recursionSteck's recursion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Order statistics; empirical distribution functions (62G30)

Related Items (2)

High precision implementation of Steck's recursion method for use in goodness-of-fit tests ⋮ Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics

Uses Software

• R
• ggplot2
• Rcpp
• TikzDevice

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests
• On the exact Berk-Jones statistics and their \(p\)-value calculation
• Fast calculation of boundary crossing probabilities for Poisson processes
• On the false discovery rate and an asymptotically optimal rejection curve
• Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
• New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
• Exact calculations for false discovery proportion with application to least favorable configura\-tions
• False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve
• The intermediates take it all: Asymptotics of higher criticism statistics and a powerful alternative based on equal local levels
• ggplot2
• Empirical Processes with Applications to Statistics
• Theory of Nonparametric Tests
• On relative errors of floating-point operations: Optimal bounds and applications
• Faithfully Rounded Floating-point Computations
• A simple procedure to estimate the optimal sample size in case of conjunctive coprimary endpoints
• Seamless R and C++ Integration with Rcpp
• Simultaneous Statistical Inference
• Approximate Sample Size Calculations with Microarray Data: An Illustration
• Fast Computation by Block Permanents of Cumulative Distribution Functions of Order Statistics from Several Populations

This page was built for publication: Efficient calculation of the joint distribution of order statistics