Pages that link to "Item:Q4115930"

The following pages link to ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1 (Q4115930):

Displaying 25 items.

• Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
• Testing for structural change in regression quantiles (Q295711) (← links)
• Quantile cointegrating regression (Q302196) (← links)
• Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
• The method of simulated quantiles (Q528141) (← links)
• Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
• On the estimation of the quantile density function (Q1070705) (← links)
• A kernel-type estimator for generalized quantiles (Q1097604) (← links)
• Asymptotically efficient estimation of the sparsity function at a point (Q1098516) (← links)
• A Berry-Esseen-type theorem of quantile density estimators (Q1273033) (← links)
• Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
• Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
• Almost-sure uniform error bounds of general smooth estimators of quantile density functions. (Q1871270) (← links)
• New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
• Estimation of quantile density function based on regression quantiles (Q1892117) (← links)
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
• Uniform consistency of generalized kernel estimators of quantile density (Q1922390) (← links)
• Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
• Quantile inference for nonstationary processes with infinite variance innovations (Q2057405) (← links)
• Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
• A plug-in bandwidth selector for nonparametric quantile regression (Q2273160) (← links)
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion (Q2343759) (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) (← links)
• An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
• Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)