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Maximum product of spacings prediction of future record values
Volovskiy, Grigoriy; Kamps, Udo - In: Metrika 83 (2020) 7, pp. 853-868
A spacings-based prediction method for future upper record values is proposed as an alternative to maximum likelihood … the maximum observed likelihood prediction procedure is shown. The maximum product of spacings predictor turns out to be …
Persistent link: https://www.econbiz.de/10014503605
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Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables
Chen, Huaihou; Hu, Taizhong - In: Metrika 68 (2008) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10005155795
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On distances and goodness-of-fit tests for detecting multimodal distributions
Landsman, Zinoviy; Rom, Meir - In: Metrika 42 (1995) 1, pp. 421-439
Persistent link: https://www.econbiz.de/10005598650
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On the Hausdorff dimension of exceptional random sets generated by multivariate spacings
Coiffard, Claire - In: Metrika 73 (2011) 3, pp. 359-371
Persistent link: https://www.econbiz.de/10008925335
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Optimal bounds on expectations of order statistics and spacings from nonparametric families of distributions generated by convex transform order
Goroncy, Agnieszka; Rychlik, Tomasz - In: Metrika 78 (2015) 2, pp. 175-204
order statistics and spacings based on <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$X_1,\ldots , X …
Persistent link: https://www.econbiz.de/10011151398
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Runs in an ordered sequence of random variables
Eryılmaz, Serkan; Stepanov, Alexei - In: Metrika 67 (2008) 3, pp. 299-313
Persistent link: https://www.econbiz.de/10005756201