Bahadur-efficiency of linear rand tests - a survey
Bayesian like R- and M- estimators of change points
The purpose of this paper is to study Bayesian like R- and M-estimators of change point(s). These estimators have smaller variance than the related argmax type estimators. Confidence intervals for the change point based on the exchangeability arguments are constructed. Finally, theoretical results are illustrated on the real data set.
Berry-Esseen type estimations for multi-sample -statistics.
Bootstrapping Rank Statistics.
Bootstrapping the shorth for regression
The paper is concerned with the asymptotic distributions of estimators for the length and the centre of the so-called η-shorth interval in a nonparametric regression framework. It is shown that the estimator of the length converges at the n1/2-rate to a Gaussian law and that the estimator of the centre converges at the n1/3-rate to the location of the maximum of a Brownian motion with parabolic drift. Bootstrap procedures are proposed and shown to be consistent. They are compared with the plug-in...
Box-spline histograms for multivariate density estimation
The uniform approach to calculation of MISE for histogram and density box-spline estimators gives us a possibility to obtain estimators of derivatives of densities and the asymptotic constant.