Pages that link to "Item:Q1927167"
From MaRDI portal
The following pages link to Nonparametric estimation of quantile density function (Q1927167):
Displayed 16 items.
- Further theoretical and practical insight to the do-validated bandwidth selector (Q397223) (← links)
- Nonparametric estimation of a quantile density function by wavelet methods (Q1660147) (← links)
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions (Q2008615) (← links)
- Tests for successive differences of quantiles (Q2343619) (← links)
- Nonparametric tests for ordered quantiles (Q2423200) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- Wavelet-Based Quantile Density Function Estimation Under Random Censorship (Q3298053) (← links)
- The <i>ϕ</i>-divergence family of measures based on quantile function (Q5044089) (← links)
- Nonparametric estimators for quantile density function under length-biased sampling (Q5076947) (← links)
- On the estimation of the quantile density function by orthogonal series (Q5077897) (← links)
- Nonparametric estimation of a quantile density function under <i>L<sub>p</sub></i> risk via block thresholding method (Q5082835) (← links)
- Nonparametric estimation of mean residual quantile function under right censoring (Q5138671) (← links)
- Bivariate Quantile Functions and their Applications to Reliability Modelling (Q6100889) (← links)
- An empirical estimate of quantile density function in presence of censoring (Q6106223) (← links)
- Density estimation using bootstrap quantile variance and quantile-mean covariance (Q6171866) (← links)
- Nonparametric estimation of quantile-based entropy function (Q6172128) (← links)