Resampled quantile functions for error estimation and a relationship to density estimation.
From MaRDI portal
Publication:1275532
DOI10.1016/S0167-9473(98)00071-1zbMath1043.62510MaRDI QIDQ1275532
Publication date: 12 January 1999
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On smoothing and the bootstrap
- Variable kernel density estimation
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
- Interim analyses based on median survival times
- A resampling method based on pivotal estimating functions
- On Locally Adaptive Density Estimation
- On Estimation of a Probability Density Function and Mode
This page was built for publication: Resampled quantile functions for error estimation and a relationship to density estimation.