On a Simple Estimate of the Reciprocal of the Density Function

From MaRDI portal
Publication:5657539

DOI10.1214/aoms/1177698342zbMath0245.62043OpenAlexW2016907754MaRDI QIDQ5657539

Daniel Bloch, Joseph L. Gastwirth

Publication date: 1968

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698342



Related Items

New methods for bias correction at endpoints and boundaries, RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION, A simple ordered data estimator for inverse density weighted expectations, On the dispersion of multivariate median, Analysis of repeated measures incomplete block designs using \(R\)- estimators, A kernel-type estimator for generalized quantiles, Exact convergence rate of bootstrap quantile variance estimator, Asymptotically efficient estimation of the sparsity function at a point, Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study, A rank-based analysis of one-way repeated measures designs with a changing covariate, Unified estimators of smooth quantile and quantile density functions, A note on coverage error of bootstrap confidence intervals for quantiles, Robust analysis of two-way models with repeated measures on both factors, On using the jackknife to estimate quantile variance, Uniform consistency of generalized kernel estimators of quantile density, Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, A Tutorial on Quantile Estimation via Monte Carlo, Estimation of the reciprocal of the density quantile function at a point, Robust firm pricing with panel data, Large sample properties of Jaeckel's adaptive trimmed mean, Partial Sequential Tests for Generalized Behrens-Fisher Problem, Edgeworth expansions for studentized and prepivoted sample quantiles, A comparison of semiparametric estimators for the ordered response model, A smoothed bootstrap estimator for a Studentized sample quantile, A distribution-free approach for selecting better treatment through an ethical allocation, Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques, Evaluation of a three-step method for choosing the number of bootstrap repetitions, Distribution-free test for symmetry based on Bonferroni's measure, On pointwise nonparametric estimation of a density function, A plug-in bandwidth selector for nonparametric quantile regression, On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates, Approximate distribution of the maximum deviation of histograms, Rank-based analysis of repeated measures block designs, An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE, A Berry-Esseen-type theorem of quantile density estimators, Selecting the Best Alternative Based on Its Quantile, Limit theorems for nonparametric sample entropy estimators, Multiple comparisons with a control in repeated measures incomplete block designs using \(R\)-estimators, Inference for quantile measures of skewness, Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion, Hermitian quantile curves as statistical plots, Nonparametric estimates of the nuisance parameter in the lad tests, On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles, On the estimation of the quantile density function, Almost-sure uniform error bounds of general smooth estimators of quantile density functions., Rank-based analysis of repeated measures block designs