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Tail Behavior and Breakdown Properties of Equivariant Estimators of Location

Kušnier, Jozef; Mizera, Ivan - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 244-261

Persistent link: https://www.econbiz.de/10005169167

Complete classes of tests for regularly varying distributions

Kowalski, Jacek - In: Annals of the Institute of Statistical Mathematics 47 (1995) 2, pp. 321-350

Persistent link: https://www.econbiz.de/10005395688

Optimal kernel estimation of densities

Cline, Daren - In: Annals of the Institute of Statistical Mathematics 42 (1990) 2, pp. 287-303

Persistent link: https://www.econbiz.de/10005760323

Relationships between pure tail orderings of lifetime distributions and some concepts of residual life

Rojo, Javier - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 247-255

Persistent link: https://www.econbiz.de/10005760344

Bootstrapping continuous-time autoregressive processes

Brockwell, Peter; Kreiss, Jens-Peter; Niebuhr, Tobias - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 75-92

We develop a bootstrap procedure for Lévy-driven continuous-time autoregressive (CAR) processes observed at discrete …] has a discrete-time autoregressive representation with i.i.d. noise. Based on this representation a simple bootstrap … general dependent) noise, a more general bootstrap procedure is needed for such processes. We consider statistics depending on …

Persistent link: https://www.econbiz.de/10011000063

Generalized time-dependent conditional linear models under left truncation and right censoring

Teodorescu, Bianca; Keilegom, Ingrid; Cao, Ricardo - In: Annals of the Institute of Statistical Mathematics 62 (2010) 3, pp. 465-485

Persistent link: https://www.econbiz.de/10008552387

Estimation in nonparametric location-scale regression models with censored data

Heuchenne, Cédric; Keilegom, Ingrid - In: Annals of the Institute of Statistical Mathematics 62 (2010) 3, pp. 439-463

Persistent link: https://www.econbiz.de/10008552388

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 861-886

Persistent link: https://www.econbiz.de/10008467098

Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics

Swanepoel, Jan; Graan, Francois Van - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 531-542

Persistent link: https://www.econbiz.de/10005169245

On bootstrap estimation of the distribution of the studentized mean

Hall, Peter; LePage, Raoul - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 403-421

Persistent link: https://www.econbiz.de/10005169274