New methods for bias correction at endpoints and boundaries (Q1873601): Difference between revisions

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+https://doi.org/10.1214/aos/1035844983
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+W1992478820
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+Bootstrap of the mean in the infinite variance case
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+On a Simple Estimate of the Reciprocal of the Density Function
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+ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
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+Uniform consistency of generalized kernel estimators of quantile density
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+Unified estimators of smooth quantile and quantile density functions
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+Miscellanea. Data sharpening as a prelude to density estimation
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+Q3667777
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+On the estimation of the quantile density function
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+On Estimation of Monotone and Concave Frontier Functions
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+On Convergence Rates in Nonparametric Problems
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+Asymptotic properties of the bootstrap for heavy-tailed distributions
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+On polynomial estimators of frontiers and boundaries
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+Rolling-ball method for estimating the boundary of the support of a point-process intensity. (Méthode de roulement pour l'estimation de la frontière du support de l'intensité d'un processus ponctuel)
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+Estimation of non-sharp support boundaries
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+Estimating densities, quantiles, quantile densities and density quantiles
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+A Comparison of Higher-Order Bias Kernel Density Estimators
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+On the bootstrap of the sample mean in the infinite variance case
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+Efficient estimation of monotone boundaries
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+Minimax theory of image reconstruction
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+A multiplicative bias reduction method for nonparametric regression
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+Asymptotical minimax recovery of sets with smooth boundaries
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+THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES
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+Weak convergence of dependent empirical measures with application to subsampling in function spaces
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+Approximate distribution of the maximum deviation of histograms
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+Finding the edge of a Poisson forest
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+On nonparametric kernel density estimates
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+Distribution of quantiles in samples from a bivariate population
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+A general methodology for bootstrapping in non-parametric frontier models
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+Asymptotically efficient estimation of the sparsity function at a point
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