Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 3359489 - MaRDI portal

scientific article; zbMATH DE number 3359489

From MaRDI portal
Publication:5633359

zbMath0226.60050MaRDI QIDQ5633359

Pranab Kumar Sen

Publication date: 1972


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS, An almost sure representation of sample circular median, The Bahadur representation of sample quantiles for sequences of strongly mixing random variables, On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application, Asymptotics for the linear kernel quantile estimator, The Bahadur representation for sample quantiles under strongly mixing sequence, Sample quantile analysis for long-memory stochastic volatility models, Sensitivity analysis of ranked data: from order statistics to quantiles, Some improved results on Berry–Esséen bounds for strong mixing random variables and applications, A remark on the Bahadur representation of sample quantiles for negatively associated sequences, Asymptotic behavior of central order statistics from stationary processes, Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations, The Berry-Esséen type bound of sample quantiles for strong mixing sequence, Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles, Estimating steady-state distributions via simulation-generated histograms, Precise large deviations for sums of WUOD and φ-mixing random variables with dominated variation, Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption, The Bahadur representation for sample quantiles under negatively associated sequence, Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing, Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions, Estimation of the quantile function using Bernstein–Durrmeyer polynomials, Bahadur representation for \(U\)-quantiles of dependent data, The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data, Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence, Probability inequalities for sums of absolutely regular processes and their applications, The Bahadur representation for sample quantiles under weak dependence, Kernel estimation of quantile sensitivities, The Bahadur representation for sample quantiles under dependent sequence, The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic, The almost sure representation of intermediate order statistics, On deviations between empirical and quantile processes for mixing random variables, A Berry-Esseen theorem for sample quantiles under weak dependence, On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence, On the asymptotic expansion of the empirical process of long-memory moving averages, An empirical analysis of term premiums using significance tests for stochastic dominance, The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors, A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables, Semiparametric quantile modelling of hierarchical data, Quantile and tolerance-interval estimation in simulation, The Bahadur representation of sample quantiles for φ-mixing random variables and its application, Batch variance estimators for the median of simulation output., On the Bahadur representation of sample quantiles for dependent sequences, Median based covariogram estimators reduce bias, Set-indexed conditional empirical and quantile processes based on dependent data, Bahadur representations for bootstrap quantiles, Estimating Bayesian credible intervals



Cites Work