NONPARAMETRIC QUANTILE ESTIMATION FROM RECORD‐BREAKING DATA

DOI10.1111/j.1467-842X.1994.tb00863.xzbMath0829.62042MaRDI QIDQ4851458

Sneh Gulati, W. J. Padgett

Publication date: 10 October 1995

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitysimulationsquantile estimationstrong consistencybiaseskernel-type estimatorssmoothing parameterssample quantile functiondestructive stress testingrecord-breaking datamean-squared errors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (7)

Nonparametric function estimation from inversely sampled record‐breaking data ⋮ Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes ⋮ Exact nonparametric conditional inference based on \(k\)-records, given inter-\(k\)-record times ⋮ Nonparametric meta-analysis of independent samples of records ⋮ Nonparametric Confidence Intervals and Tolerance Limits Based on Minima and Maxima ⋮ Improved estimators of the distribution function based on lower record values ⋮ Pooled parametric inference for minimal repair systems

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