ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1

DOI10.1111/J.1467-842X.1975.TB01366.XMaRDI QIDQ4115930zbMATH OpenFDO

Authors Eve Bofinger

Publication date 1975

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

Full work available at URL https://doi.org/10.1111/J.1467-842X.1975.TB01366.X

Mathematics Subject Classification ID

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

Cited in

(38)

• On the estimation of the quantile density function
• A kernel-type estimator for generalized quantiles
• Asymptotically efficient estimation of the sparsity function at a point
• A Berry-Esseen-type theorem of quantile density estimators
• Unified estimators of smooth quantile and quantile density functions
• Estimation and test for quantile nonlinear cointegrating regression
• Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
• New methods for bias correction at endpoints and boundaries
• Estimation of quantile density function based on regression quantiles
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Uniform consistency of generalized kernel estimators of quantile density
• Direct use of regression quantiles to construct confidence sets in linear models
• Quantile inference for nonstationary processes with infinite variance innovations
• Quantile correlation coefficient: a new tail dependence measure
• A plug-in bandwidth selector for nonparametric quantile regression
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
• Unit root quantile autoregression testing using covariates
• Testing for structural change in regression quantiles
• Quantile cointegrating regression
• An asymptotic analysis of the bootstrap bias correction for the empirical CTE
• On the bootstrap quantile-treatment-effect test
• Asymptotic normality of Powell's kernel estimator
• Statistical inference on heteroscedastic models based on regression quantiles
• Selecting the best alternative based on its quantile
• QUANTILE DOUBLE AUTOREGRESSION
• A Tutorial on Quantile Estimation via Monte Carlo
• Developing ridge estimation method for median regression
• The method of simulated quantiles
• Nonstationary nonlinear quantile regression
• Testing for a unit root in a nonlinear quantile autoregression framework
• Estimation and Inference for Multi-Kink Quantile Regression
• Dynamic Network Quantile Regression Model
• Inference on outcome distribution and quantile functions with missing data, by quantile imputation, probability weighting, and doubly robust estimators
• Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
• Adaptive sequential selection procedures for optimal quantile with control variates
• Inference on linear quantile regression with dyadic data
• Quantile cointegration in the autoregressive distributed-lag modeling framework
• Statistical inference for conditional quantiles in nonlinear time series models

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