Empirical processes with estimated parameters under auxiliary information

JOURNAL ARTICLE published February 2006 in Journal of Computational and Applied Mathematics

Authors: Michael Genz | Erich Haeusler

Bootstrapping Empirical Distributions under Auxiliary Information

BOOK CHAPTER published 2000 in High Dimensional Probability II

Authors: Erich Haeusler | Christiane Plies

On Empirical Distribution Functions Under Auxiliary Information

BOOK CHAPTER published 2017 in From Statistics to Mathematical Finance

Authors: Erich Haeusler

Weak convergence under contiguous alternatives of the empirical process when parameters are estimated: The Dk approach

BOOK CHAPTER published 1976 in Empirical Distributions and Processes

Authors: G. Neuhaus

Weighted approximations and contiguous weak convergence of parameters-estimated empirical processes with applications to changepoint analysis

DISSERTATION published

Authors: José Correa Q.

Exponentiation

BOOK CHAPTER published 2006 in BigNum Math

Authors: Tom St Denis | Greg Rose

Weak and strong approximations of the quantile and multivariate empirical processes, when parameters are estimated: and some distribution-free K-sample tests.

DISSERTATION published

Authors: Murray Burke

Weighted Approximations of Parameters-Estimated Empirical Processes and Changepoint Analysis

BOOK CHAPTER published 1998 in Asymptotic Methods in Probability and Statistics

Authors: José Andrés Correa

The Supremum of Chi-Square Processes

JOURNAL ARTICLE published September 2014 in Methodology and Computing in Applied Probability

Authors: Charles-Elie Rabier | Alan Genz

Weak approximations of the empirical process when parameters are estimated

BOOK CHAPTER published 1976 in Empirical Distributions and Processes

Authors: M. Csörgő | M. D. Burke

Optimal Strategy for Improved Estimation of Population Variance Using Known Auxiliary Parameters

JOURNAL ARTICLE published October 2023 in International Journal of Applied and Computational Mathematics

Authors: Housila P. Singh | Diksha Arya | Subhash Kumar Yadav

Kolmogorov-smirnov tests when parameters are estimated

BOOK CHAPTER published 1976 in Empirical Distributions and Processes

Authors: J. Durbin

The weak approximation of the empirical characteristic function process when parameters are estimated

JOURNAL ARTICLE published February 1992 in Stochastic Processes and their Applications

Authors: Martin T. Wells

Computation of the Distribution of the Maximum of Stationary Gaussian Processes

JOURNAL ARTICLE published December 2013 in Methodology and Computing in Applied Probability

Authors: Jean-Marc Azaïs | Alan Genz

Supplemental Information 3: Species-specific estimated parameters.

COMPONENT published

Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information

JOURNAL ARTICLE published November 2013 in Statistical Methodology

Authors: Xiaofeng Lv | Rui Li

Empirical Bayes analysis of RNA sequencing experiments with auxiliary information

JOURNAL ARTICLE published 1 December 2019 in The Annals of Applied Statistics

Authors: Kun Liang

Estimation of Parameters of Burr Distribution under SSALT

JOURNAL ARTICLE published 1 May 2021 in Applied Mathematics & Information Sciences

Empirical likelihood inference under stratified random sampling using auxiliary population information

JOURNAL ARTICLE published 1 December 2000 in Biometrika

Authors: B. Zhong

Estimated standard partial likelihood method for multivariate failure time data with auxiliary information

JOURNAL ARTICLE published 1 June 2012 in SCIENTIA SINICA Mathematica

Authors: QingLong YANG | XueMin MA | ZhongShang YUAN