Volume 341.
(as bibtex)
9 references.
Articles
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129-132. Sums, differences, products and ratios of hypergeometric beta variables
Nadarajah, Saralees
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133-136. Consistency of a least extended variance estimator
Rynkiewicz, Joseph
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307-312. Asymptotic normality of the extreme quantile estimator based on the POT method
Diebolt, Jean,
Guillou, Armelle,
Ribereau, Pierre
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313-316. A global test of goodness-of-fit for the conditional distribution function
Ferrigno, Sandie,
Ducharme, Gilles R.
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317-322. A $U$-statistic test in competing risk models
Molinari, Nicolas
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365-368. Automatic smoothing parameter selection for the nonparametric regression estimation of functional data
Rachdi, Mustapha,
Vieu, Philippe
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53-58. Asymptotic distribution of a Pickands-type estimator of the extreme-value index
Gardes, Laurent,
Girard, Stéphane
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59-62. Optimal and superoptimal rates of frequency polygons for continuous-time processes
Lejeune, François-Xavier
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765-768. convergence rates for estimating a change-point with long-range dependent sequences
Hariz, Samir Ben,
Wylie, Jonathan J.