Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles

DOI10.2307/3315837zbMath0734.62035OpenAlexW1979471403MaRDI QIDQ3361718

Christian Léger, Joseph P. Romano

Publication date: 1990

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315837

zbMATH Keywords

asymptotic normalityadaptive estimatorcross-validationasymptotic varianceconfidence intervalconfidence limitsasymptotic coverage probabilitytrimming proportionbootstrap adaptive trimmed meansmall-sample simulationsmallest bootstrap estimate of finite sample variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Symmetric regression quantile and its application to robust estimation for the nonlinear regression model ⋮ LTD and RTI dependence orderings ⋮ A Primer on Copulas for Count Data ⋮ An impartial trimming algorithm for robust circle fitting ⋮ Moment condition tests for heavy tailed time series ⋮ Autoregressive frequency detection using regularized least squares ⋮ Duration time-series models with proportional hazard ⋮ SOME NEW APPLICATIONS OF P–P PLOTS ⋮ Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion

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• A Family of Concepts of Dependence for Bivariate Distributions
• Properties of a one-parameter family of bivariate distributions with specified marginals
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• Association of Random Variables, with Applications

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