The following pages link to Kernel Quantile Estimators (Q3485748):
Displaying 11 items.
- Comparing two dependent groups via quantiles (Q5127128) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- Nonparametric estimation of mean residual quantile function under right censoring (Q5138671) (← links)
- Comparing two independent groups via the lower and upper quantiles (Q5220006) (← links)
- Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature (Q5222277) (← links)
- A New Family of Nonparametric Quantile Estimators (Q5451144) (← links)
- Piecewise Linear Continuous Estimators of the Quantile Function (Q5870995) (← links)
- Sharp distribution-free bounds on the bias in estimating quantiles via order statistics (Q5937067) (← links)
- On a distribution-free quantile estimator. (Q5958633) (← links)
- Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement (Q6066180) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
