A general method for estimating standard errors

DOI10.1080/10485259808832739MaRDI QIDQ4222488zbMATH OpenOpenAlexFDO

Authors J. S. Maritz, Simon J. Sheather

Publication date 27 June 1999

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259808832739

zbMATH Keywords

estimating equationskernel quantile estimatorresamplingstandard error

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• A Smooth Nonparametric Estimator of a Quantile Function
• scientific article; zbMATH DE number 3951797 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 824929 (Why is no real title available?)
• Jackknife, bootstrap and other resampling methods in regression analysis
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Rank-based inference for linear models: Asymmetric errors
• Relative deficiency of kernel type estimators of quantiles
• Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives

Cited in

(3)

• An algorithm for computing standard errors from categorial data
• Standard-Error Estimates for Rates of Change from Indirect Measurements
• Obituary: Johannes Stephanus (Stephan) Maritz (1928--2021)

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