Nonparametric Statistical Data Modeling

Autoregressive Density Estimation Density-Quantile Functions Explatory Data Analysis Goodness of Fit Nonparametric Quantile Functions Quantile-Box Plots Tail Of Distributions

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Point estimation (62F10) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

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Quantile pyramids for Bayesian nonparametrics
On a simple measure of dominance
Estimation of quantile mixtures via L-moments and trimmed L-moments
Some properties of the generalized TTT transform
Choquet integrals as projection operators for quantified tomographic reconstruction
Quasi-continuous histograms
Subset selection of superior populations when the number of populations is large
Cramér-von Mises statistics based on the sample quantile function and estimated parameters
On the estimation of the quantile density function
Regression type tests for parametric hypotheses based on sums of squared L-statistics
On the asymptotic properties of a kernel type quantile estimator from censored samples
Some convergence results for kernel-type quantile estimators under censoring
Optimal stratification and clustering on the line using the \(L_ 1\)- norm
Estimating the quantile function by Bernstein polynomials
Variance bounds using a theorem of Polya
A kernel-type estimator for generalized quantiles
Exact convergence rate of bootstrap quantile variance estimator
Asymptotically efficient estimation of the sparsity function at a point
Weak asymptotic representations for quantiles of the product-limit estimator
Optimal clustering on the real line
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population
On general quantile processes in weighted sup-norm metrics
Invariance of Wiener processes and of Brownian bridges by integral transforms and applications
Maximum entropy interpretation of autoregressive spectral densities
Edgeworth expansions for studentized and prepivoted sample quantiles
Quantile-based estimation for the Box--Cox transformation in random samples
Estimating densities, quantiles, quantile densities and density quantiles
A Berry-Esseen-type theorem of quantile density estimators
Asymptotics for trimmed \(k\)-means and associated tolerance zones.
The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
The asymptotics of the least trimmed absolute deviations (LTAD) estimator
Transformations of Lebesgue-Stieltjes integrals
Unified estimators of smooth quantile and quantile density functions
On robust estimation of effect size under semiparametric models
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
On tail behavior in Bayesian location inference
Smooth estimate of quantiles under association
Estimation of unimodal densities based on the \(fQ\)-system
Dispersion measures and dispersive orderings.
An exploratory data analysis (EDA) of the paths of moving animals.
On M-estimators and normal quantiles.
A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.
How are moments and moments of spacings related to distribution functions?
The complementary beta distribution
Recovery of quantile and quantile density function using the frequency moments
Moderate and large deviations for the smoothed estimate of sample quantiles
Nonparametric estimation of a quantile density function by wavelet methods
Two bootstrap strategies for a k-problem up to location-scale with dependent samples
Extreme quantiles and tail index of a distribution based on kernel estimator
Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime
A class of distributions with the linear mean residual quantile function and it's generalizations
Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
On the preservation of some pure-tail orderings by reliability operations
A level crossing quantile estimation method
Ordering probability distributions by tail behavior
Bahadur representation of the kernel quantile estimator under truncated and censored data.
Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
A conversation with Emanuel Parzen
Nonparametric multivariate descriptive measures based on spatial 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
Entropy, divergence and distance measures with econometric applications
Uniform consistency of generalized kernel estimators of quantile density
Stochastic dominance based comparison for system selection
Nonparametric estimation of quantile density function
Nonparametric estimation of location and scale parameters
Asymptotic theorems for kernel U-quantiles
Smooth copula-based estimation of the conditional density function with a single covariate
On some smooth estimators of the quantile function for a stationary associated process
Quantile based Tsallis entropy in residual lifetime
A quantile-based study of cumulative residual Tsallis entropy measures
Weighted least squares estimators for the Parzen tail index
Quantile-based cumulative inaccuracy measures
Nonparametric estimation of first price auctions via density-quantile function
Asymptotics for the linear kernel quantile estimator
Nonparametric estimation of the cross ratio function
Estimating derivatives of function-valued parameters in a class of moment condition models
Quantiles in a multi-stage nested classification credibility model
Tournament rewards and heavy tails
The fast iterated bootstrap
Wasserstein gradients for the temporal evolution of probability distributions
Sufficient conditions for some transform orders based on the quantile density ratio
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Efficient computation of generalized median estimators
A software reliability model using quantile function
Closed form asymptotically efficient estimators based upon order statistics
A nearest neighbour-estimator for the score function
Bayesian quantiles of extremes
A new class of quantile functions useful in reliability analysis
The quantile-based skew logistic distribution
Tests for successive differences of quantiles
Stochastic orders using quantile-based reliability functions
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
Imputation in nonparametric quantile regression with complex data
Nonparametric tests for ordered quantiles
L₁-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
On the cumulative quantile regression process
New kernel-type estimator of Shanonn's entropy
Quantile credibility models

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