scientific article
From MaRDI portal
Publication:3667777
zbMath0518.62043MaRDI QIDQ3667777
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bibliographyconfidence boundsBrownian bridgesconfidence bandsKiefer processempirical cumulative distribution functionpopulation quantilesapproximation of sample quantile processes
Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Strong approximation of quantile processes by iterated Kiefer processes., New methods for bias correction at endpoints and boundaries, Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives, Strong approximations for weighted bootstrap of empirical and quantile processes with applications, Efficient estimation of the reciprocal of the density quantile function at a point, On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\), Detecting and modeling critical dependence structures between random inputs of computer models, Regression type tests for parametric hypotheses based on sums of squared L-statistics, On the asymptotic properties of a kernel type quantile estimator from censored samples, Some convergence results for kernel-type quantile estimators under censoring, A note on the sampling properties of the Vincentizing (quantile averaging) procedure, A regression approach for estimating the center of symmetry, Asymptotically efficient estimation of the sparsity function at a point, Empirical process approach in a two-sample location-scale model with censored data, Weak asymptotic representations for quantiles of the product-limit estimator, Global Strassen-type theorems for iterated Brownian motions, Unified estimators of smooth quantile and quantile density functions, A smooth nonparametric quantile estimator from right-censored data, ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX, Inference for step-stress accelerated life tests under arbitrary right- censorship, Order restricted estimation of distributions with censored data, Confidence bands for percentile residual lifetime under random censorship model, Lorenz curve for truncated and censored data, Multivariate Hawkes processes on inhomogeneous random graphs, The sample mid-range and interquartiles, Goodness of fit tests for Rayleigh distribution based on quantiles, Nonparametric and semiparametric estimation of the receiver operating characteristic curve, Strongly-consistent, distribution-free confidence intervals for quantiles, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, Testing for the partial Koziol-Green model with covariates., Signature asymptotics, empirical processes, and optimal transport, IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL, Weak convergence for random weighting estimation of smoothed quantile processes, Composing the cumulative quantile regression function and the Goldie concentration curve, Dilation bootstrap, A smooth conditional quantile estimator and related applications of conditional empirical processes, Rate of convergence in limit theorems for Brownian excursions, The cumulative quantile regression function with censored and truncated response, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences, Strong and weak approximations of k-spacings processes, Rényi-type empirical processes, Weak convergence of sequences of first passage processes and applications, Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes, Edgeworth expansions for studentized and prepivoted sample quantiles, Parametric Methods for Bivariate Quantile‐Partitioned Tables and the Efficiency of Corresponding Nonparametric Methods, On Gauss quadrature and partial cross validation, A goodness-of-fit test for exponential families, Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing, Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions, Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions, Concentration curve for truncated and censored data, The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, Testing constancy in varying coefficient models, Monitoring parameter change in time series models, Mass volume curves and anomaly ranking, Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics, Local polynomial fitting of the equipercentile equating function: strong uniform consistency, On some smooth estimators of the quantile function for a stationary associated process, A review of uncertainty quantification for density estimation, Empirical receiver operating characteristic curve for two-sample comparison with cure fractions, Comparing quantile residual life functions by confidence bands, The Big Data Newsvendor: Practical Insights from Machine Learning, Asymptotic properties of the estimator of cumulative residual entropy, On the rate of strong consistency of the total time on test statistic, Approximation of intermediate quantile processes, Estimation of total time on test transforms for stationary observations, Poisson and Gaussian approximation of weighted local empirical processes, Strong approximations of the Q-Q process, Tests of goodness of fit based on the \(L_2\)-Wasserstein distance, A nonparametric estimator of bivariate quantile residual life model with application to tumor recurrence data set, Estimating transformation function, On the quantile process based on the autoregressive residuals., On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data, A practical guide to compact infinite dimensional parameter spaces, Functional limit theorems for inverse bootstrap processes of sample quantiles, Cramér-von Mises statistics based on the sample quantile function and estimated parameters, On the estimation of the quantile density function, Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis., Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives