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Tests of fit for exponentiality based on a characterization via the mean residual life function
Baringhaus, Ludwig; Henze, Norbert - In: Statistical papers 41 (2000) 2, pp. 225-236
Persistent link: https://www.econbiz.de/10001497754
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On expansions for densities with divergent moments
Goovaerts, M. J.; VanGoethem, P. - 1977
Persistent link: https://www.econbiz.de/10001500576
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On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527224
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Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine; Laredo, Catherine; Nussbaum, … - 2000
Persistent link: https://www.econbiz.de/10001528152
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Semiparametric pricing of multivariate contingent claims
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447974
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A robust predictive density based on the saddlepoint approximation for M-estimators
Ronchetti, Elvezio; Vidoni, Paolo - 1998
Persistent link: https://www.econbiz.de/10001451273
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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael - 2000
Persistent link: https://www.econbiz.de/10001456710
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The multivariate linear model with multivariate t and intra-class covariance structure
Kibria, B. M. Golam; Haq, M. Safiul - In: Statistical papers 40 (1999) 3, pp. 263-276
Persistent link: https://www.econbiz.de/10001401081
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Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina - 1999
Persistent link: https://www.econbiz.de/10001421287
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Exact asymptotics for nonparametric density estimation from dependent data
Butucea, Cristina; Neumann, Michael H. - 1999
Persistent link: https://www.econbiz.de/10001421294