Results 41 to 50 of about 502 (69)
On bootstrap sample size in extreme value theory [PDF]
It has been known for a long time that for bootstrapping theprobability distribution of the maximum of a sample consistently,the bootstrap sample size needs to be of smaller order than theoriginal sample size. See Jun Shao and Dongsheng Tu (1995), Ex.3.9,
Geluk, J.L., Haan, L.F.M. de
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Depth functions and mutidimensional medians on minimal spanning trees. [PDF]
J Appl Stat, 2020 Yang M, Modarres R, Guo L.
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Some limit theorems for ratios of order statistics from uniform random variables. [PDF]
J Inequal Appl, 2017 Xu SF, Miao Y.
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Tests for stochastic ordering under biased sampling. [PDF]
J Nonparametr Stat, 2016 Chang HW, El Barmi H, McKeague IW.
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A note on bounds for VC dimensions. [PDF]
Inst Math Stat Collect, 2009 van der Vaart A, Wellner JA.
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Rank correlation under categorical confounding. [PDF]
J Stat Distrib Appl, 2017 Plante JF.
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Bayesian inference for Laplace distribution based on complete and censored samples with illustrations. [PDF]
J Appl StatSun W, Zhu X, Zhang Z, Balakrishnan N.
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Estimation of a discrete monotone distribution. [PDF]
Electron J Stat, 2009 Jankowski HK, Wellner JA.
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Scalar-on-Function Mode Estimation Using Entropy and Ergodic Properties of Functional Time Series Data. [PDF]
Entropy (Basel)Alamari MB +4 more
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Parameter estimation for stable distributions and their mixture. [PDF]
J Appl StatHajjaji O, Manou-Abi SM, Slaoui Y.
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