A Smooth Nonparametric Estimator of a Quantile Function

DOI10.2307/2288567MaRDI QIDQ3723494zbMATH OpenOpenAlexFDO

Authors Shie-Shien Yang

Publication date 1985

Full work available at URL https://doi.org/10.2307/2288567

zbMATH Keywords

asymptotic propertiesmean squared convergence rateMonte Carlo studiesoptimal window widthpopulation quantile function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Smooth nonparametric estimation of the quantile function
• Smooth nonparametric quantile estimation under censoring: simulations and bootstrap methods
• A smooth nonparametric quantile estimator from right-censored data
• Kernel Quantile Estimators
• scientific article; zbMATH DE number 938995

Cited in

(89)

• On the asymptotic properties of a kernel type quantile estimator from censored samples
• Some convergence results for kernel-type quantile estimators under censoring
• A kernel-type estimator for generalized quantiles
• A smooth nonparametric quantile estimator from right-censored data
• A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
• A smooth conditional quantile estimator and related applications of conditional empirical processes
• Unified estimators of smooth quantile and quantile density functions
• On robust estimation of effect size under semiparametric models
• Set-indexed conditional empirical and quantile processes based on dependent data
• Recovery of quantile and quantile density function using the frequency moments
• Moderate and large deviations for the smoothed estimate of sample quantiles
• A level crossing quantile estimation method
• Adjusted empirical likelihood method for quantiles
• Estimation of quantile density function based on regression quantiles
• Estimation of a quantile in some nonstandard cases
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
• The Bernstein polynomial estimator of a smooth quantile function
• Asymptotic theorems for kernel U-quantiles
• On some smooth estimators of the quantile function for a stationary associated process
• Asymptotics for the linear kernel quantile estimator
• Wasserstein gradients for the temporal evolution of probability distributions
• Plug-in marginal estimation under a general regression model with missing responses and covariates
• Tests for successive differences of quantiles
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
• Nonparametric tests for ordered quantiles
• Kernel quantile estimator with ICI adaptive bandwidth selection technique
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• Estimation of probability characteristics by generalized Bernstein polynomials
• A simple hermitian estimator of the quantile mjnction
• A smooth nonparametric conditional quantile frontier estimator
• Smooth estimation of circular cumulative distribution functions and quantiles
• Nonparametric estimation of hazard quantile function
• Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
• A smooth nonparametric quantile estimator for IFR distributions
• Detection of symmetry or lack of 11 and applications
• Kernel Quantile Estimators
• How to combine M-estimators to estimate quantiles and a score function
• Quantile interval estimation
• Estimating percentage points by simulation
• On the mean squared error of nonparametric quantile estimators under random right-censorship
• O-statistics and their applications
• Improved distribution quantile estimation
• Optimum invariant tests for random manova models
• A modified kernel quantile estimator under censoring
• Subsampling quantile estimators and uniformity criteria
• A note on quantile estimation by the kernel method
• A general method for estimating standard errors
• SMOOTH QUANTILE PROCESSES FROM RIGHT CENSORED DATA AND CONSTRUCTION OF SIMULTANEOUS CONFIDENCE BANDS
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
• Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves
• RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
• scientific article; zbMATH DE number 1850465 (Why is no real title available?)
• Smooth nonparametric estimation of thedistribution and density functions from record-breaking data
• On the error term in bahadur's representation of an order statistic
• A kernel nonparametric quantile estimator for right-censored competing risks data
• Estimating the inverse distribution function at the boundary
• Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
• Nonparametric estimation of mean residual quantile function under right censoring
• Quantile estimation for discrete data via empirical likelihood
• A New Family of Nonparametric Quantile Estimators
• A fractional order statistic towards defining a smooth quantile function for discrete data
• Note on distribution-free estimation of maximum linear separation of two multivariate distributions
• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
• Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
• High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
• Wasserstein Regression
• L² consistency of the kernel quantile estimator
• Nonparametric estimation of quantile-based entropy function
• Testing for homogeneous thresholds in threshold regression models
• Strong representation of the presmoothed quantile function estimator for censored data
• On some non parametric estimators of the quantile density function for a stationary associated process
• Integrated-Quantile-Based Estimation for First-Price Auction Models
• Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics
• A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
• Weak convergence of sequences of first passage processes and applications
• Plug-in bandwidth selection rules for the kernel quantile estimator
• Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
• A bootstrap-based bandwidth selection rule for kernel quantile estimators
• Enhancing quantile function estimation with beta-kernel smoothing
• An exact bootstrap-based bandwidth selection rule for kernel quantile estimators
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• The Bahadur representation of the linear kernel quantile estimator under ANA random variables and its application
• Recovery of a quantile function from moments
• A new bias reduction method for kernel extreme quantile function estimation
• New bandwidth selection for kernel quantile estimators
• Smooth nonparametric estimation of the quantile function
• On quantile estimation by bootstrap
• Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions

This page was built for publication: A Smooth Nonparametric Estimator of a Quantile Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3723494)