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Optimizing the smoothed bootstrap

Wang, Suojin - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 65-80

Persistent link: https://www.econbiz.de/10005616105

Integrated squared error of kernel-type estimator of distribution function

Shirahata, Shingo; Chu, In-Sun - In: Annals of the Institute of Statistical Mathematics 44 (1992) 3, pp. 579-591

Persistent link: https://www.econbiz.de/10005760301

On estimating distribution functions using Bernstein polynomials

Leblanc, Alexandre - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 919-943

It is a known fact that some estimators of smooth distribution functions can outperform the empirical distribution function in terms of asymptotic (integrated) mean-squared error. In this paper, we show that this is also true of Bernstein polynomial estimators of distribution functions...

Persistent link: https://www.econbiz.de/10010593443

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

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

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

On robust classification using projection depth

Dutta, Subhajit; Ghosh, Anil - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 657-676

Persistent link: https://www.econbiz.de/10010848674

Estimation of entropy and other functionals of a multivariate density

Joe, Harry - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 683-697

Persistent link: https://www.econbiz.de/10005760206

Estimation of second-order properties from jittered time series

Thomson, Peter; Robinson, Peter - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 29-48

Persistent link: https://www.econbiz.de/10005169296

Bootstrap bandwidth selection in kernel density estimation from a contaminated sample

Delaigle, A.; Gijbels, I. - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10005184611