On a Simple Estimate of the Reciprocal of the Density Function

Cited in

(48)

On the estimation of the quantile density function
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
Large sample properties of Jaeckel's adaptive trimmed mean
Edgeworth expansions for studentized and prepivoted sample quantiles
On pointwise nonparametric estimation of a density function
Approximate distribution of the maximum deviation of histograms
A Berry-Esseen-type theorem of quantile density estimators
Multiple comparisons with a control in repeated measures incomplete block designs using R-estimators
On the dispersion of multivariate median
Analysis of repeated measures incomplete block designs using \(R\)- estimators
Unified estimators of smooth quantile and quantile density functions
Limit theorems for nonparametric sample entropy estimators
Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
New methods for bias correction at endpoints and boundaries
Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
A rank-based analysis of one-way repeated measures designs with a changing covariate
Robust analysis of two-way models with repeated measures on both factors
Uniform consistency of generalized kernel estimators of quantile density
A plug-in bandwidth selector for nonparametric quantile regression
Inference for quantile measures of skewness
Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
Robust firm pricing with panel data
A simple ordered data estimator for inverse density weighted expectations
An asymptotic analysis of the bootstrap bias correction for the empirical CTE
Nonparametric estimates of the nuisance parameter in the lad tests
Rank-based analysis of repeated measures block designs
On using the jackknife to estimate quantile variance
On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates
Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
Hermitian quantile curves as statistical plots
Rank-based analysis of repeated measures block designs
A note on coverage error of bootstrap confidence intervals for quantiles
RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
Distribution-free test for symmetry based on Bonferroni's measure
Selecting the best alternative based on its quantile
A Tutorial on Quantile Estimation via Monte Carlo
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
Partial Sequential Tests for Generalized Behrens-Fisher Problem
A distribution-free approach for selecting better treatment through an ethical allocation
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
Distribution-free confidence intervals for the standardized median
A smoothed bootstrap estimator for a Studentized sample quantile
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
Estimation of the reciprocal of the density quantile function at a point
A comparison of semiparametric estimators for the ordered response model

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