Pages that link to "Item:Q5451144"
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The following pages link to A New Family of Nonparametric Quantile Estimators (Q5451144):
Displaying 11 items.
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- A comparison of quantile estimators (Q4844145) (← links)
- Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap (Q5084984) (← links)
- Comparing two dependent groups via quantiles (Q5127128) (← links)
- Comparing two independent groups via the lower and upper quantiles (Q5220006) (← links)
- Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature (Q5222277) (← links)
- Robustness Measures and Numerical Approximation of the Cumulative Density Function of Response Surfaces (Q5417896) (← links)
- On a distribution-free quantile estimator. (Q5958633) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
- Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width (Q6558526) (← links)
- A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling (Q6657833) (← links)
