Results 41 to 50 of about 145 (120)
Locally asymptotically mixed normal experiments, Convolution theorem, Contiguity, Exponential approximation, Stopping time, Primary 62E20, 62L12, 62F12, Secondary 60G07, 60E10, 60G40,
George Roussas, Debasis Bhattacharya
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Pearson's goodness-of-fit tests for sparse distributions. [PDF]
J Appl Stat, 2023 Chang S, Li D, Qi Y.
europepmc +1 more source
A class of asymptotically unbiased semi-parametric estimators of the tail index
Statistical theory of extremes, semi-parametric estimation, Primary 62G05, 62E25, 62E20, Secondary 62F35,
Frederico Caeiro, M. Ivette Gomes
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Two new nonparametric kernel distribution estimators based on a transformation of the data. [PDF]
J Appl Stat, 2021 Slaoui Y.
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Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
Goodness-of-fit, correlation tests, Cramér-von Mises, empirical and quantile/processes, Kolmogorov-Smirnov, Shapiro-Wilk, strong approximations, Wasserstein distance, Primary 62F05, 62E20, secondary 60F25,
Sándor Csörgö +9 more
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Statistical inferences for single-index models with measurement errors. [PDF]
J Appl Stat, 2021 Huang Z, Lou W.
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Comparison between the rates of convergence of extremes under linear and under power normalization
Regular variation, ℓ-max-stable laws, p-max-stable laws, Uniform metric, Total variation matric, Primary 60F05, 62E20, Secondary 62E15, 62G30,
H. Barakat, E. Nigm, Magdy El-Adll
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Taylor quasi-likelihood for limited generalized linear models. [PDF]
J Appl Stat, 2021 Guo G.
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Semiparametric censorship model with covariates
Cox model, Koziol-Green model, maximum partial likelihood estimator, profiled likelihood, Breslow estimator, Primary 62G05, Secondary 62E20,
Ming Yuan
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Statistical inference for a relaxation index of stochastic dominance under density ratio model. [PDF]
J Appl Stat, 2022 Zhuang W, Li Y, Qiu G.
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