Unified estimators of smooth quantile and quantile density functions
From MaRDI portal
Publication:1361682
DOI10.1016/S0378-3758(96)00110-3zbMath0900.62209OpenAlexW2027759205WikidataQ127472252 ScholiaQ127472252MaRDI QIDQ1361682
Publication date: 15 December 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00110-3
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
Related Items
New methods for bias correction at endpoints and boundaries, RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION, Local linear quantile estimation for nonstationary time series, Recovery of quantile and quantile density function using the frequency moments, An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage, Nonparametric estimators for quantile density function under length-biased sampling, An empirical estimate of quantile density function in presence of censoring, Wasserstein Regression, Functional density synchronization, A simulation-based geostatistical approach to real-time reconciliation of the grade control model, New kernel-type estimator of Shanonn's entropy, On \(M\)-estimators and normal quantiles., Wasserstein gradients for the temporal evolution of probability distributions, On Gauss quadrature and partial cross validation, A note on generalized Bernstein polynomial density estimators, Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions, Tail exponent estimation via broadband log density-quantile regression, Recovery of a quantile function from moments, An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data, Parametric modeling of quantile regression coefficient functions, On some smooth estimators of the quantile function for a stationary associated process, Hermite expansion and estimation of monotonic transformations of Gaussian data, Asymptotic properties of Bernstein estimators on the simplex, An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE, A Berry-Esseen-type theorem of quantile density estimators, Quantile estimation via distribution fitting, New Entropy Estimator with an Application to Test of Normality, Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes, Extremiles: A New Perspective on Asymmetric Least Squares, Piecewise Linear Continuous Estimators of the Quantile Function, Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth nonparametric estimation of the quantile function
- Asymptotic normality of the kernel quantile estimator
- On the estimation of the quantile density function
- Estimating the quantile function by Bernstein polynomials
- Asymptotic expansions for sample quantiles
- Strong approximations of the quantile process
- Subsampling quantile estimator majorization inequalities
- Strong approximation theorems for integrated kernel quantiles
- The Bernstein polynomial estimator of a smooth quantile function
- Oscillation properties of eigenvectors of strictly totally positive matrices
- Distribution of quantiles in samples from a bivariate population
- Kernel Quantile Estimators
- A Smooth Nonparametric Estimator of a Quantile Function
- A new distribution-free quantile estimator
- A generalized quantile estimator
- Subsampling quantile estimators and uniformity criteria
- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- Nonparametric Statistical Data Modeling
- Distribution-Free Two-Sample Tests Based on Rank Spacings
- On a Simple Estimate of the Reciprocal of the Density Function
