kw.\*:("Cramér conditions")
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On large jumps of a Cramér random walkPITERBARG, V. I; KOZLOV, A. M.Theory of probability and its applications. 2002, Vol 47, Num 4, pp 719-729, issn 0040-585X, 11 p.Article
Large and moderate deviations of empirical processes with nonstandard ratesARCONES, Miguel A.Statistics & probability letters. 2002, Vol 57, Num 4, pp 315-326, issn 0167-7152, 12 p.Article
Some estimates of geometric sumsBON, Jean-Louis; KALASHNIKOV, Vladimir.Statistics & probability letters. 2001, Vol 55, Num 1, pp 89-97, issn 0167-7152Article
Tail asymptotics of the supremum of a regenerative processPALMOWSKI, Zbigniew; ZWART, Bert.Journal of applied probability. 2007, Vol 44, Num 2, pp 349-365, issn 0021-9002, 17 p.Article
An L2 Comparison Between the Bootstrap and the Empirical Edgeworth ExpansionQUMSIYEH, Maher B.Communications in statistics. Theory and methods. 2012, Vol 41, Num 1-3, pp 251-261, issn 0361-0926, 11 p.Article
Confidence bounds and hypothesis tests for normal distribution coefficients of variationVERRILL, Steve; JOHNSON, Richard A.Communications in statistics. Theory and methods. 2007, Vol 36, Num -12, pp 2187-2206, issn 0361-0926, 20 p.Article