Quantile estimation for discrete data via empirical likelihood
From MaRDI portal
Publication:5189272
DOI10.1080/10485250903301525zbMath1182.62064OpenAlexW1985326003MaRDI QIDQ5189272
Publication date: 15 March 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250903301525
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)
Related Items (4)
Bootstrapping sample quantiles of discrete data ⋮ Multilevel quantile function modeling with application to birth outcomes ⋮ An efficient model-free estimation of multiclass conditional probability ⋮ Sequential monitoring with conditional randomization tests
Cites Work
- Unnamed Item
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Estimation of quantiles in certain nonparametric models
- Bootstrap methods: another look at the jackknife
- Smoothed empirical likelihood confidence intervals for quantiles
- Empirical likelihood and general estimating equations
- \(M\)-estimation and quantile estimation in the presence of auxiliary information
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Adjusted empirical likelihood method for quantiles
- Approximation Theorems of Mathematical Statistics
- A Smooth Nonparametric Estimator of a Quantile Function
- Empirical likelihood ratio confidence intervals for a single functional
- Asymptotic Statistics
- An empirical likelihood statistic for quantiles
- ON CONVERGENCE THEOREMS FOR QUANTILES
- Quantiles for Counts
- An estimator of a conditional quantile in the presence of auxiliary information
This page was built for publication: Quantile estimation for discrete data via empirical likelihood