Results 11 to 20 of about 213 (120)
Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
, 2020 In this work, we investigate the asymptotic behavior of the extremes of a multivariate data by using the Reduced Ordering Principle (R-ordering). When, the sup-norm is used, we reveal the interrelation between the R-ordering principle and Marginal ...
H. M. Barakat, E. Nigm, M. H. Harpy
semanticscholar +1 more source
On the right spread ordering of series systems with two heterogeneous Weibull components
Journal of Inequalities and Applications, 2014 In this paper, we discuss the variability ordering of lifetimes of series systems with two independent heterogeneous Weibull components in terms of the right spread order.
Longxiang Fang, Wei Tang
semanticscholar +2 more sources
Goodness-of-Fit Tests in Nonparametric Regression [PDF]
, 2006 AMS classifications: 62G08, 62G10, 62G20, 62G30 ...
John H. J. Einmahl +3 more
core +1 more source
Laws of large numbers for L‐statistics
International Journal of Stochastic Analysis, Volume 7, Issue 2, Page 125-143, 1994., 1994 Consider Ln = n−1∑1≤i≤ncnig(Xn:i) for order statistics Xn:i and let for some (Lebesgue) λ‐summable over (0, 1) function J. Sufficient as well as necessary conditions for to hold almost surely and in probability are given. Superposition (or Nemytskii) operators have been used to derive the laws of large numbers for L‐statistics from the laws of large ...
Rimas Norvaiša
wiley +1 more source
Bootstrap variance estimation for Nadaraya quantile estimator [PDF]
, 2009 Nadaraya quantile estimator, Order-calibration, Smoothed bootstrap, 62G05, 62G09, 62G30,
Cheung, KY +5 more
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Various limit theorems for ratios from the uniform distribution
Open Mathematics, 2016 In this paper, we consider the ratios of order statistics in samples from uniform distribution and establish strong and weak laws for these ratios.
Miao Yu, Sun Yan, Wang Rujun, Dong Manru
doaj +1 more source
Complete convergence for arrays of ratios of order statistics
Open Mathematics, 2019 Let {Xn,k, 1 ≤ k ≤ mn, n ≥ 1} be an array of independent random variables from the Pareto distribution. Let Xn(k) be the kth largest order statistic from the nth row of the array and set Rn,in,jn = Xn(jn)/Xn(in) where jn < in. The aim of this paper is to
Miao Yu +3 more
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Significance testing in quantile regression [PDF]
, 2012 We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of the responses with a nonparametric quantile regression estimate under the
S. Volgushev +3 more
semanticscholar +1 more source
Empirical Likelihood based on Hypothesis Testing [PDF]
, 2002 AMS classifications: 62G10; 62G20 ...
Einmahl, J.H.J., McKeague, I.W.
core +1 more source
On a Generalized Raised Cosine Distribution: Some Properties, Characterizations and Applications
Moroccan Journal of Pure and Applied Analysis, 2019 In this paper, we introduced a generalization of the raised cosine distribution. We also provided its several distributional properties and characterizations, including percentiles and some applications.
Ahsanullah M. +2 more
doaj +1 more source