Confidence bounds for extreme quantiles

[1]  D. Freedman,et al.  On the uniform consistency of Bayes estimates for multinomial probabilities , 1990 .

[2]  D. Freedman,et al.  A measure which is singular and uniformly locally uniform , 1990 .

[3]  D. Dabrowska.  Kaplan-Meier estimate on the plane: Weak convergence, LIL, and the bootstrap☆ , 1989 .

[4]  D. Dabrowska,et al.  Rank tests for matched pair experiments with censored data , 1989 .

[5]  Jim Pitman,et al.  On Walsh's Brownian motions , 1989 .

[6]  David L. Donoho,et al.  MacSpin: dynamic graphics on a desktop computer , 1988, IEEE Computer Graphics and Applications.

[7]  D. Donoho,et al.  The "Automatic" Robustness of Minimum Distance Functionals , 1988 .

[8]  Girish Patwardhan,et al.  Tests for exponentiality , 1988 .

[9]  D. Freedman,et al.  On the Impact of Variable Selection in Fitting Regression Equations , 1988 .

[10]  Grace L. Yang,et al.  Distinguished Statistics, Loss of Information and a Theorem of Robert B. Davies , 1988 .

[11]  Ching-Shui Cheng,et al.  An Application of the Kiefer-Wolfowitz Equivalence Theorem to a Problem in Hadamard Transform Optics , 1987 .

[12]  Kjell A. Doksum,et al.  An extension of partial likelihood methods for proportional hazard models to general transformation models , 1987 .

[13]  D. Brillinger.  Fitting Cosines: Some Procedures and Some Physical Examples , 1987 .

[14]  D. Brillinger,et al.  The natural variability of vital rates and associated statistics. , 1986, Biometrics.

[15]  D. Freedman,et al.  Regression Models for Adjusting the 1980 Census , 1986 .

[16]  C. J. Stone,et al.  Additive Regression and Other Nonparametric Models , 1985 .

[17]  D. Freedman,et al.  Using the bootstrap to evaluate forecasting equations , 1985 .

[18]  Lucien Le Cam,et al.  Sur l'approximation de familles de mesures par des familles gaussiennes , 1985 .

[19]  P. Bickel,et al.  Robust Regression Based on Infinitesimal Neighbourhoods , 1984 .

[20]  C. J. Stone,et al.  An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates , 1984 .

[21]  D. Freedman.  On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models , 1984 .

[22]  D. Freedman,et al.  Asymptotic Normality and the Bootstrap in Stratified Sampling , 1984 .

[23]  D. Freedman,et al.  Bootstrapping an Econometric Model: Some Empirical Results , 1984 .

[24]  David R. Brillinger,et al.  MAXIMUM LIKELIHOOD ESTIMATION IN A LATENT VARIABLE PROBLEM , 1983 .

[25]  David R. Brillinger.  Some Contrasting Examples of the Time and Frequency Domain Approaches to Time Series Analysis , 1982 .

[26]  I. Weissman.  Estimation of Parameters and Large Quantiles Based on the k Largest Observations , 1978 .

[27]  E A Murphy,et al.  The normal. , 1973, American journal of epidemiology.

[28]  H. K. Nandi.  On Analysis of Variance Test , 1951 .

[29]  D. Draper,et al.  RANK-BASED ROBUST ANALYSIS OF LINEAR MODELS , 2022 .