A distribution estimation method based on level crossings

DOI10.1016/S0378-3758(03)00197-6zbMath1094.62047MaRDI QIDQ1878831

Mei Ling Huang, Percy H. Brill

Publication date: 9 September 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

estimationOrder statisticsEfficiencyLevel-crossing sample functionNonparametric functional

Mathematics Subject Classification ID

Related Items (7)

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices ⋮ Optimal estimation for the Pareto distribution ⋮ Polygonal smoothing of the empirical distribution function ⋮ A bivariate density estimation method based on level crossings ⋮ A level crossing density estimation method ⋮ A weighted estimation for risk model ⋮ Quantile estimation via distribution fitting

Cites Work

• Nonparameteric estimation in mixing sequences of random variables
• Bootstrap methods: another look at the jackknife
• Small sample and efficiency results for the Nelson-Aalen estimator
• The weighted bootstrap
• A level crossing quantile estimation method
• A nonparametric regression method.
• On high level exceedance modeling and tail inference
• Testing for a signal with unknown location and scale in a stationary Gaussian random field
• An embedded level crossing technique for dams and queues
• A level crossing density estimation method
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