Berrahou, Nour-Eddine; Bouzebda, Salim; Douge, Lahcen The Bahadur representation for empirical and smooth quantile estimators under association. (English) Zbl 1540.60028 Methodol. Comput. Appl. Probab. 26, No. 2, Paper No. 17, 38 p. (2024). MSC: 60E05 60F15 62E15 62G05 62G20 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution. (English) Zbl 1491.62016 Methodol. Comput. Appl. Probab. 24, No. 3, 1791-1804 (2022). MSC: 62E20 62E17 62G15 62L10 × Cite Format Result Cite Review PDF Full Text: DOI
Howard, Steven R.; Ramdas, Aaditya Sequential estimation of quantiles with applications to A/B testing and best-arm identification. (English) Zbl 07526603 Bernoulli 28, No. 3, 1704-1728 (2022). MSC: 62Gxx 60Gxx 62Lxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Borovkov, Konstantin Gaussian process approximations for multicolor Pólya urn models. (English) Zbl 1476.60015 J. Appl. Probab. 58, No. 1, 274-286 (2021). MSC: 60C05 60F15 60F05 92C17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Katchekpele, Edoh; Gneyou, Kossi Essona; Kpanzou, Tchilabalo Abozou Testing for a change of the innovation distribution in an ARCH model. (English) Zbl 1480.62177 Far East J. Theor. Stat. 59, No. 1, 23-33 (2020). MSC: 62M10 62G10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Alvarez-Andrade, Sergio; Bouzebda, Salim Some selected topics for the bootstrap of the empirical and quantile processes. (English) Zbl 1449.60067 Theory Stoch. Process. 24, No. 1, 19-48 (2019). MSC: 60F17 62G20 62H10 60F15 62F40 × Cite Format Result Cite Review PDF Full Text: Link
Alvarez-Andrade, Sergio; Bouzebda, Salim; Lachal, Aimé Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests. (English) Zbl 1420.62218 Test 27, No. 4, 826-849 (2018). MSC: 62G30 62G20 60F17 62F03 62F12 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Kevei, Péter; Mason, David M. Bahadur-Kiefer representations for time dependent quantile processes. (English) Zbl 1413.62015 Period. Math. Hung. 76, No. 1, 95-113 (2018). MSC: 62E17 60G22 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Khmaladze, Estate Distribution free testing for conditional distributions given covariates. (English) Zbl 1379.62036 Stat. Probab. Lett. 129, 348-354 (2017). MSC: 62G10 62F03 62F05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Alvarez-Andrade, Sergio; Bouzebda, Salim; Lachal, Aimé Some asymptotic results for the integrated empirical process with applications to statistical tests. (English) Zbl 1368.62121 Commun. Stat., Theory Methods 46, No. 7, 3365-3392 (2017). MSC: 62G30 62G10 62G20 60F17 62F03 62F12 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Lu, Hongyuan; Pang, Guodong Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services. (English) Zbl 1367.60116 Queueing Syst. 85, No. 1-2, 67-115 (2017). MSC: 60K25 60F17 60F05 90B22 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Lu, Hongyuan; Pang, Guodong Heavy-traffic limits for a fork-join networkin the Halfin-Whitt regime. (English) Zbl 1359.60045 Stoch. Syst. 6, No. 2, 519-600 (2016). MSC: 60F17 60H20 60K25 60K30 90B15 90B22 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Lu, Hongyuan; Pang, Guodong Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic. (English) Zbl 1342.60157 Math. Oper. Res. 41, No. 2, 560-595 (2016). MSC: 60K25 60F17 60F05 60G15 60J75 60G44 90B22 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kahrobaeian, Parvin; Fakoor, Vahid A note on the smooth estimator of the quantile function with left-truncated data. (English) Zbl 1424.62079 J. Iran. Stat. Soc. JIRSS 14, No. 1, 107-118 (2015). MSC: 62G08 62N01 × Cite Format Result Cite Review PDF Full Text: Link
Kahrobaeian, P.; Fakoor, V. A note on the smooth estimator of the quantile function with left-truncated data. (English) Zbl 1335.62075 J. Iran. Stat. Soc. JIRSS 14, No. 1, 107-118 (2015). MSC: 62G05 62N01 62G20 × Cite Format Result Cite Review PDF
Csáki, Endre; Csörgő, Miklós On Bahadur-Kiefer type processes for sums and renewals in dependent cases. (English) Zbl 1317.60025 Hallin, Marc (ed.) et al., Mathematical statistics and limit theorems. Festschrift in honour of Paul Deheuvels. Selected papers based on the presentations at the conference on the occasion of his 65th birthday, Paris, France, June 20–21, 2013. Cham: Springer (ISBN 978-3-319-12441-4/hbk; 978-3-319-12442-1/ebook). 93-103 (2015). MSC: 60F15 60F17 60K05 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Habibi, R. Structural break detecting in regression models. (English) Zbl 1413.62099 Adv. Model. Optim. 16, No. 2, 427-437 (2014). MSC: 62J05 62G10 60G15 × Cite Format Result Cite Review PDF Full Text: Link
Li, Dong Weak convergence of the sequential empirical processes of residuals in TAR models. (English) Zbl 1365.62171 Sci. China, Math. 57, No. 1, 173-180 (2014). MSC: 62G30 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, Jérôme; Rio, Emmanuel; Merlevède, Florence Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\). (English) Zbl 1293.60043 Electron. J. Probab. 19, Paper No. 9, 56 p. (2014). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Withers, Christopher S.; Nadarajah, Saralees Cornish-Fisher expansions for functionals of the partial sum empirical distribution. (English) Zbl 1365.62071 Stat. Methodol. 12, 1-15 (2013). MSC: 62E20 62L10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Dedecker, Jérôme; Merlevède, Florence; Pène, Françoise Empirical central limit theorems for ergodic automorphisms of the torus. (English) Zbl 1277.37063 ALEA, Lat. Am. J. Probab. Math. Stat. 10, No. 2, 731-766 (2013). MSC: 37D30 60F17 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Dedecker, Jérôme; Merlevède, Florence; Rio, Emmanuel Strong approximation results for the empirical process of stationary sequences. (English) Zbl 1284.60069 Ann. Probab. 41, No. 5, 3658-3696 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Pang, Guodong; Whitt, Ward Two-parameter heavy-traffic limits for infinite-server queues with dependent service times. (English) Zbl 1264.60068 Queueing Syst. 73, No. 2, 119-146 (2013). Reviewer: Tommi Sottinen (Vaasa) MSC: 60K25 60F17 60G60 90B22 60G57 × Cite Format Result Cite Review PDF Full Text: DOI
Bhatnagar, S.; Prasad, H. L.; Prashanth, L. A. Stochastic recursive algorithms for optimization. Simultaneous perturbation methods. (English) Zbl 1260.90002 Lecture Notes in Control and Information Sciences 434. New York, NY: Springer (ISBN 978-1-4471-4284-3/pbk; 978-1-4471-4285-0/ebook). xvii, 302 p. (2013). Reviewer: Werner H. Schmidt (Greifswald) MSC: 90-02 90C20 90B20 90B36 90C40 × Cite Format Result Cite Review PDF Full Text: DOI
Fakoor, Vahid; Jomhoori, Sarah Some asymptotic results of kernel density estimators under random left-truncation and dependent data. (English) Zbl 1239.62034 Commun. Stat., Theory Methods 40, No. 22-24, 4249-4262 (2011). MSC: 62G07 62G20 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Sigman, Karl Exact simulation of the stationary distribution of the FIFO M/G/\(c\) queue. (English) Zbl 1227.65015 J. Appl. Probab. 48A, Spec. Vol., 209-213 (2011). MSC: 65C50 60K25 60J05 × Cite Format Result Cite Review PDF Full Text: DOI
Ajami, M.; Fakoor, V.; Jomhoori, S. The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data. (English) Zbl 1219.62062 Stat. Probab. Lett. 81, No. 8, 1306-1310 (2011). MSC: 62G07 62N01 62G20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Csáki, Endre; Csörgő, Miklos; Kulik, Rafal On Vervaat processes for sums and renewals in weakly dependent cases. (English) Zbl 1221.60044 Berkes, István (ed.) et al., Dependence in probability, analysis and number theory. A volume in memory of Walter Philipp. Most papers based on the presentations at the conference, Graz, Austria, June 17–20, 2009. Heber City, UT: Kendrick Press (ISBN 0-9793183-8-6/pbk). 145-156 (2010). Reviewer: Josef Steinebach (Köln) MSC: 60F17 60F05 60F15 60G50 60K05 × Cite Format Result Cite Review PDF
Pang, Guodong; Whitt, Ward Two-parameter heavy-traffic limits for infinite-server queues. (English) Zbl 1231.60100 Queueing Syst. 65, No. 4, 325-364 (2010). MSC: 60K25 60F17 60G60 60J25 90B22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fakoor, V.; Rad, N. Nakhaei Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data. (English) Zbl 1318.62293 Commun. Stat., Theory Methods 39, No. 12, 2271-2279 (2010). MSC: 62N02 62G20 62G30 62N01 60F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhao, Zhibiao; Wu, Wei Biao Nonparametric inference of discretely sampled stable Lévy processes. (English) Zbl 1431.62345 J. Econom. 153, No. 1, 83-92 (2009). MSC: 62M05 60G51 62G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Novikov, Andrey Optimal sequential tests for two simple hypotheses. (English) Zbl 1162.62080 Sequential Anal. 28, No. 2, 188-217 (2009). MSC: 62L10 62L15 62C10 62M07 62F15 62M02 × Cite Format Result Cite Review PDF Full Text: DOI Link
Berkes, István; Hörmann, Siegfried; Schauer, Johannes Asymptotic results for the empirical process of stationary sequences. (English) Zbl 1161.60312 Stochastic Processes Appl. 119, No. 4, 1298-1324 (2009). MSC: 60F17 60F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Csörgő, Miklós; Kulik, Rafał Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences. (English) Zbl 1160.60010 Probab. Theory Relat. Fields 142, No. 3-4, 339-366 (2008). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F15 60F17 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gu, Jiezhun; Ghosal, Subhashis Strong approximations for resample quantile processes and application to ROC methodology. (English) Zbl 1216.62065 J. Nonparametric Stat. 20, No. 3, 229-240 (2008). MSC: 62G09 62G20 62F15 62M99 65C60 × Cite Format Result Cite Review PDF Full Text: DOI Link
Csörgő, Miklós; Szyszkowicz, Barbara; Wang, Lihong Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences. (English) Zbl 1113.60034 Ann. Stat. 34, No. 2, 1013-1044 (2006); correction ibid. 35, No. 6, 2815–2817. Reviewer: Herold Dehling (Bochum) MSC: 60F15 60F17 60G10 60G18 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jähnisch, Michael; Nussbaum, Michael A functional Hungarian construction for the sequential empirical process. (English) Zbl 1086.62062 C. R., Math., Acad. Sci. Paris 341, No. 12, 761-763 (2005). Reviewer: Hannelore Liero (Potsdam) MSC: 62G20 62B15 62G05 62G99 60F99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Csörgő, Miklós; Shi, Zhan An \(L^p\)-view of the Bahadur-Kiefer theorem. (English) Zbl 1098.62059 Period. Math. Hung. 50, No. 1-2, 79-98 (2005). Reviewer: Klaus Schürger (St. Augustin) MSC: 62G30 60F25 × Cite Format Result Cite Review PDF Full Text: DOI
Beghin, Luisa On the maximum of some conditional and integrated Gaussian fields and their statistical applications. (English) Zbl 1066.60051 Stat. Inference Stoch. Process. 8, No. 1, 51-70 (2005). MSC: 60G60 60G15 62G30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mikosch, Thomas; Stărică, Cătălin Changes of structure in financial time series and the GARCH model. (English) Zbl 1132.62352 REVSTAT 2, No. 1, 41-73 (2004). MSC: 62M15 60F17 62P05 62G10 65C05 62M10 × Cite Format Result Cite Review PDF
Maumy, Myriam Strong approximations for the compound empirical process. (English) Zbl 1055.60029 Ann. I.S.U.P. 48, No. 1-2, 69-83 (2004). Reviewer: Josef Steinebach (Köln) MSC: 60F17 60F15 60J65 62G20 62G30 × Cite Format Result Cite Review PDF
Csáki, Endre; Hu, Yueyun On the ranked excursion heights of a Kiefer process. (English) Zbl 1054.60042 J. Theor. Probab. 17, No. 1, 145-163 (2004). Reviewer: Tae Il. Jeon (Taejon) MSC: 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Aly, Emad-Eldin A. A.; Abd-Rabou, Abd-Elnaser S. Nonparametric change point tests for randomly stopped sequences. (English) Zbl 1032.62041 Util. Math. 63, 33-41 (2003). MSC: 62G10 × Cite Format Result Cite Review PDF
Cheng, Cheng Almost-sure uniform error bounds of general smooth estimators of quantile density functions. (English) Zbl 1092.62522 Stat. Probab. Lett. 59, No. 2, 183-194 (2002). MSC: 62G07 62G20 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas Pointwise and uniform asymptotics of the Vervaat error process. (English) Zbl 1019.60027 J. Theor. Probab. 15, No. 4, 845-875 (2002). Reviewer: Erich Häusler (Gießen) MSC: 60F15 60G15 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Castelle, Nathalie Strong approximations for bivariate processes. (Approximations fortes pour des processus bivariés.) (French) Zbl 1014.60034 Can. J. Math. 54, No. 3, 533-553 (2002). Reviewer: Kestutis Kubilius (Vilnius) MSC: 60F17 60G15 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Polonik, Wolfgang; Yao, Qiwei Set-indexed conditional empirical and quantile processes based on dependent data. (English) Zbl 0992.62094 J. Multivariate Anal. 80, No. 2, 234-255 (2002). MSC: 62M99 62G30 62G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Csörgő, M.; Shi, Zh. An \(K^p\)-view of a general version of the Bahadur-Kiefer process. (English) Zbl 0995.60031 J. Math. Sci., New York 105, No. 6, 2534-2540 (2001). Reviewer: Gheorghe Stoica (Saint John) MSC: 60F15 62F25 60G20 × Cite Format Result Cite Review PDF Full Text: DOI
Tan, Zhiping; Miao, Baiqi Nonparametric statistical inference for distribution change point model. (Chinese. English summary) Zbl 1004.62045 Chin. Ann. Math., Ser. A 22, No. 5, 617-626 (2001). MSC: 62G10 62M02 62G20 62G30 60F15 × Cite Format Result Cite Review PDF
Deheuvels, Paul Strong approximation of quantile processes by iterated Kiefer processes. (English) Zbl 1044.60011 Ann. Probab. 28, No. 2, 909-945 (2000). MSC: 60F05 60F17 62G20 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Einmahl, J. H. J.; Geilen, M. A strong approximation of the shortt process. (English) Zbl 1010.60029 Math. Methods Stat. 9, No. 3, 314-322 (2000). MSC: 60F15 60F17 × Cite Format Result Cite Review PDF
Zorin, Alexander; Mayer-Proschel, Margot; Noble, Mark; Yakovlev, Andrej Y. Estimation problems associated with stochastic modeling of proliferation and differentiation of O-2A progenitor cells in vitro. (English) Zbl 0984.62091 Math. Biosci. 167, No. 2, 109-121 (2000). MSC: 62P10 92C37 62L20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Csörgő, Miklós; Szyszkowicz, Barbara Weighted quantile processes and their applications to change-point analysis. (English) Zbl 0964.60038 Gorostiza, Luis G. (ed.) et al., Stochastic models. Proceedings of the international conference, in honour of Prof. Donald A. Dawson, Ottawa, Canada, June 10-13, 1998. Providence, RI: AMS, American Mathematical Society for the Canadian Mathematical Society. CMS Conf. Proc. 26, 67-84 (2000). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 60G60 60G10 × Cite Format Result Cite Review PDF
Delgado, Miguel A.; Mora, Juan A nonparametric test for serial independence of regression errors. (English) Zbl 0974.62038 Biometrika 87, No. 1, 228-234 (2000). MSC: 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Beghin, L.; Nikitin, Y. Y. Approximate asymptotic Bahadur efficiency of independence tests with random sample size. (English) Zbl 1454.62081 J. Ital. Stat. Soc. 8, No. 1, 1-23 (1999). MSC: 62E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Csáki, Endre; Shi, Zhan Some \(\liminf\) results for two-parameter processes. (English) Zbl 0934.60068 Stochastic Processes Appl. 78, No. 1, 27-46 (1998). Reviewer: Jan Seidler (Praha) MSC: 60J65 60F15 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Ling, Shiqing Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models. (English) Zbl 0932.62064 Ann. Stat. 26, No. 2, 741-754 (1998). MSC: 62G20 62G30 62M10 60F17 60G05 × Cite Format Result Cite Review PDF Full Text: DOI
Zitikis, Ričardas The Vervaat process. (English) Zbl 0933.62043 Szyszkowicz, Barbara (ed.), Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS ’97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 667-694 (1998). Reviewer: E.Häusler (Gießen) MSC: 62G30 60F05 60F17 62G20 × Cite Format Result Cite Review PDF
Aly, Emad-Eldin A. A. Testing for change points expressed in terms of the mean residual life function. (English) Zbl 0909.62093 Abraham, Bovas (ed.), Quality improvement through statistical methods. International conference, Cochin, India, December 28–31, 1996. Boston: Birkhäuser. Statistics for Industry and Technology. 363-369 (1998). MSC: 62P30 62G10 62M02 62N05 × Cite Format Result Cite Review PDF
Castelle, Nathalie; Laurent-Bonvalot, Françoise Strong approximations of bivariate uniform empirical processes. (English) Zbl 0915.60048 Ann. Inst. Henri Poincaré, Probab. Stat. 34, No. 4, 425-480 (1998). Reviewer: B.Le Gac (Marseille) MSC: 60F15 60G15 62G30 62H99 × Cite Format Result Cite Review PDF Full Text: DOI Numdam EuDML
Szyszkowicz, Barbara Weighted sequential empirical type processes with applications to change-point problems. (English) Zbl 0907.62057 Balakrishnan, N. (ed.) et al., Order statistics: theory & methods. Amsterdam: North Holland/ Elsevier. Handb. Stat. 16, 573-630 (1998). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62G30 60F17 60F25 62G10 60F15 × Cite Format Result Cite Review PDF
Sun, Liuquan; Liu, Huanbin The asymptotics of smoothed Bahadur-Kiefer process under random right censorship. (Chinese. English summary) Zbl 0902.62028 Acta Math. Sci. (Chin. Ed.) 18, No. 1, 97-108 (1998). MSC: 62E20 62G20 × Cite Format Result Cite Review PDF
Deheuvels, Paul Strong laws for local quantile processes. (English) Zbl 0902.60027 Ann. Probab. 25, No. 4, 2007-2054 (1997). Reviewer: E.Häusler (Gießen) MSC: 60F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Csörgő, Miklós; Zitikis, Ričardas On the rate of strong consistency of Lorenz curves. (English) Zbl 0894.60031 Stat. Probab. Lett. 34, No. 2, 113-121 (1997). MSC: 60F15 60K10 60B12 × Cite Format Result Cite Review PDF Full Text: DOI
Aly, Emad-Eldin A. A. Nonparametric tests for comparing two mean residual life functions. (English) Zbl 0910.62042 Lifetime Data Anal. 3, No. 4, 353-366 (1997). MSC: 62G10 62N05 62A09 × Cite Format Result Cite Review PDF Full Text: DOI
Keprta, Stanislav A note on supremum of a Kiefer process. (English) Zbl 0883.60049 Stat. Probab. Lett. 35, No. 1, 59-63 (1997). Reviewer: E.Pancheva (Sofia) MSC: 60G70 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Klüppelberg, Claudia; Mikosch, Thomas Gaussian limit fields for the integrated periodogram. (English) Zbl 0866.60030 Ann. Appl. Probab. 6, No. 3, 969-991 (1996). Reviewer: A.R.Dabrowski (Ottawa) MSC: 60F17 60G60 60G10 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Arcones, Miguel A. The Bahadur-Kiefer representation for \(U\)-quantiles. (English) Zbl 0862.62044 Ann. Stat. 24, No. 3, 1400-1422 (1996). MSC: 62G20 62E20 60F05 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
McKeague, Ian W.; Sun, Yanqing Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests. (English) Zbl 0856.62045 Stat. Probab. Lett. 28, No. 4, 311-319 (1996). MSC: 62G10 62M40 × Cite Format Result Cite Review PDF Full Text: DOI
Einmahl, John H. J. A short and elementary proof of the main Bahadur-Kiefer theorem. (English) Zbl 0897.62046 Ann. Probab. 24, No. 1, 526-531 (1996). MSC: 62G30 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Delgado, Miguel A. Testing serial independence using the sample distribution function. (English) Zbl 0854.62047 J. Time Ser. Anal. 17, No. 3, 271-285 (1996). MSC: 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhou, Yong Strong approximation for perturbed empirical processes. (English) Zbl 0920.62064 Syst. Sci. Math. Sci. 9, No. 4, 345-353 (1996). MSC: 62G30 60F15 62G20 × Cite Format Result Cite Review PDF
Csörgö, Miklós; Yu, Hao Weak approximations for quantile processes of stationary sequences. (English) Zbl 0879.60029 Can. J. Stat. 24, No. 4, 403-430 (1996). MSC: 60F17 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Hsieh, Fushing Empirical process approach in a two-sample location-scale model with censored data. (English) Zbl 0867.62018 Ann. Stat. 24, No. 6, 2705-2719 (1996). MSC: 62G05 62G20 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Xiang, Xiaojing On Bahadur-Kiefer representation of a kernel conditional quantile estimator. (English) Zbl 0860.62042 J. Nonparametric Stat. 5, No. 3, 275-287 (1995). MSC: 62G20 62G05 60F05 60F15 62G07 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Shi, Z. On the uniform Bahadur-Kiefer representation. (English) Zbl 0834.62042 Math. Methods Stat. 4, No. 1, 39-55 (1995). MSC: 62G20 62G30 × Cite Format Result Cite Review PDF
Csörgö, M.; Horváth, L. Bahadur-Kiefer representations on the tails. (English) Zbl 0848.60037 Vilaplana, J. Pérez (ed.) et al., Recent advances in statistics and probability. Proceedings of the 4th international meeting of statistics in the Basque Country, San Sebastián, Spain, 4-7 August, 1992. Utrecht: VSP. 255-261 (1994). Reviewer: J.Steinebach (Marburg) MSC: 60F17 62G30 × Cite Format Result Cite Review PDF
Bai, Jushan Weak convergence of the sequential empirical processes of residuals in ARMA models. (English) Zbl 0826.60016 Ann. Stat. 22, No. 4, 2051-2061 (1994). MSC: 60F05 62G30 60F17 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Szyszkowicz, Barbara Empirical-type processes in weighted metrics and change-point problems. (English) Zbl 0836.60033 C. R. Math. Acad. Sci., Soc. R. Can. 16, No. 5, 221-226 (1994). Reviewer: Bai Zhidong (Kohsiung) MSC: 60F25 60F17 × Cite Format Result Cite Review PDF
Barbe, Philippe Joint approximation of processes based on spacings and order statistics. (English) Zbl 0813.62045 Stochastic Processes Appl. 53, No. 2, 339-349 (1994). Reviewer: S.Chukova (Flint) MSC: 62G30 60K05 × Cite Format Result Cite Review PDF Full Text: DOI
Ruymgaart, Frits H. Conditional empirical, quantile and difference processes for a large class of time series with applications. (English) Zbl 0797.62076 J. Stat. Plann. Inference 40, No. 1, 15-31 (1994). MSC: 62M10 62G05 62G20 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Kasahara, Yuji A functional limit theorem for trimmed sums. (English) Zbl 0780.60032 Stochastic Processes Appl. 47, No. 2, 315-322 (1993). MSC: 60F17 60F05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Ralescu, Stefan S. The asymptotic law of the local oscillation modulus of the empirical process. (English) Zbl 0768.60028 J. Stat. Plann. Inference 35, No. 2, 139-156 (1993). MSC: 60F15 60F17 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Pierre-Loti-Viaud, Daniel A pointwise almost sure Bahadur-Kiefer-type representation for the product limit estimator. (English) Zbl 0773.60020 J. Multivariate Anal. 45, No. 1, 1-8 (1993). Reviewer: M.Tahir (Philadelphia) MSC: 60F15 62G20 60F05 60F17 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Zongwu; Roussas, George G. Uniform strong estimation under \(\alpha\)-mixing, with rates. (English) Zbl 0757.62024 Stat. Probab. Lett. 15, No. 1, 47-55 (1992). Reviewer: S.Penev (Kensington) MSC: 62G20 62M09 60F15 62G30 62G07 × Cite Format Result Cite Review PDF Full Text: DOI
Plöchinger, Ernst Realization of adaptive step widths for stochastic approximation methods at different behaviour of the variance of the estimation processor. (Realisierung von adaptiven Schrittweiten für stochastische Approximationsverfahren bei unterschiedlichem Varianzverhalten des Schätzfehlers.) (German) Zbl 0745.65092 Mitteilung aus dem Forschungsschwerpunkt Simulation und Optimierung Deterministischer und Stochastischer Dynamischer Systeme. Neubiberg: Univ. der Bundeswehr München, ii, 102 S. (1992). Reviewer: E.Plöchinger MSC: 65C99 90C15 62L20 × Cite Format Result Cite Review PDF
Deheuvels, P. Pointwise Bahadur-Kiefer-type theorems. I. (English) Zbl 0769.60030 Probability theory and applications, Essays to the Mem. of J. Mogyoródi, Math. Appl. 80, 235-255 (1992). Reviewer: K.-i.Yoshihara (Yokohama) MSC: 60F15 × Cite Format Result Cite Review PDF
Beirlant, Jan; Vanmarcke, Ann A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform. (English) Zbl 0756.62023 Stat. Probab. Lett. 15, No. 4, 305-311 (1992). MSC: 62G20 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Mustafi, C. K. The median absolute deviation of residual life data and weak convergence of a related stochastic process. (English) Zbl 0725.60021 J. Stat. Plann. Inference 27, No. 2, 231-236 (1991). Reviewer: Z.Rychlik (Lublin) MSC: 60F05 60F15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Csáki, E. Lim inf results for the standardized empirical distribution function. (English) Zbl 0731.60023 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. I, 238-244 (1990). Reviewer: Th.Mikosch (Zürich) MSC: 60F15 60G50 62G30 × Cite Format Result Cite Review PDF
Beirlant, Jan; Einmahl, John H. J. Bahadur-Kiefer theorems for the product-limit process. (English) Zbl 0712.62041 J. Multivariate Anal. 35, No. 2, 276-294 (1990). Reviewer: H.Dehling MSC: 62G20 60F05 62G05 60F15 60F17 62E20 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Rychlik, Tomasz Unbiased nonparametric estimation of the derivative of the mean. (English) Zbl 0703.62049 Stat. Probab. Lett. 10, No. 4, 329-333 (1990). MSC: 62G05 62M09 62J02 × Cite Format Result Cite Review PDF Full Text: DOI
Mustafi, C. K. Weak convergence of residual median process for dependent or randomly censored samples. (English) Zbl 0696.62135 Commun. Stat., Theory Methods 18, No. 8, 3087-3093 (1989). MSC: 62F10 62E20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Denker, Manfred; Puri, Madan L. An invariance principle for processes indexed by two parameters and some statistical applications. (English) Zbl 0675.60025 Probab. Math. Stat. 9, No. 1, 25-76 (1988). Reviewer: U.Rösler MSC: 60F17 62E20 × Cite Format Result Cite Review PDF
Dragalin, V. P.; Novikov, A. A. Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. (English. Russian original) Zbl 0716.62076 Theory Probab. Appl. 32, No. 4, 617-627 (1987); translation from Teor. Veroyatn. Primen. 32, No. 4, 679-690 (1987). MSC: 62L10 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Dragalin, V. P.; Novikov, A. A. Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. (Russian) Zbl 0645.62083 Teor. Veroyatn. Primen. 32, No. 4, 679-690 (1987). Reviewer: K.Szajowski MSC: 62L10 62L15 60G40 × Cite Format Result Cite Review PDF
Csörgö, Miklós; Horváth, Lajos Detecting change in a random sequence. (English) Zbl 0641.62049 J. Multivariate Anal. 23, 119-130 (1987). Reviewer: J.Deshayes MSC: 62L10 62G10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Csörgö, Miklós; Horváth, Lajos Nonparametric tests for the changepoint problem. (English) Zbl 0631.62056 J. Stat. Plann. Inference 17, 1-9 (1987). MSC: 62G10 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Lo, Albert Y. A large sample study of the Bayesian bootstrap. (English) Zbl 0617.62032 Ann. Stat. 15, 360-375 (1987). Reviewer: G.S.Lingappaiah MSC: 62F15 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Aly, Emad-Eldin A. A. Quantile-quantile plots under random censorship. (English) Zbl 0616.62062 J. Stat. Plann. Inference 15, 123-128 (1986). MSC: 62G15 60F15 × Cite Format Result Cite Review PDF Full Text: DOI