A Characterization of Exponential Distributions Based on Order Statistics.
A depth-based modification of the k-nearest neighbour method
We propose a new nonparametric procedure to solve the problem of classifying objects represented by -dimensional vectors into groups. The newly proposed classifier was inspired by the nearest neighbour (kNN) method. It is based on the idea of a depth-based distributional neighbourhood and is called nearest depth neighbours (kNDN) classifier. The kNDN classifier has several desirable properties: in contrast to the classical kNN, it can utilize global properties of the considered distributions...
A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
A fast algorithm for blind channel identification.
A General Recurrence Relation for Moments of Order Statistics in a Class of Probability Distributions and Characterizations.
A limit theorem for joint distribution of order-statistics from stationary Gaussian sequences
A nonparametric method of regression analysis from censored data
A nonparametric test of zero intrapair correlation
The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.
A note on moment inequalities for order statistics from star-shaped distributions
A note on order statistics from symmetrically distributed samples
We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.
A Note on Reliability Properties of K-Record Statistics.
A note on the k-th distance random variables
A note on the limit behaviour of extremal order statistics.
A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics
A test statistic for testing goodness-of-fit of the Cauchy distribution is presented. It is a quadratic form of the first and of the last order statistic and its matrix is the inverse of the asymptotic covariance matrix of the quantile difference statistic. The distribution of the presented test statistic does not depend on the parameter of the sampled Cauchy distribution. The paper contains critical constants for this test statistic, obtained from simulations for each sample size considered....
A Test of Goodness-of-Fit Based on Extreme Spacings with some Efficiency Comparisons.
An Identity for Expectations of Functions of Order Statistics.
An Identity for the Product Moments of Order Statistics.
Applying a theorem of Fernique
Approximate Distributions of Order Statistics, with Applications to Nonparametric Statistics - R. D. Reiss.
Approximate Distributions of the Maximum Deviation of Histograms.