Asymptotically efficient estimation of the sparsity function at a point
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Cites work
- scientific article; zbMATH DE number 3820918 (Why is no real title available?)
- scientific article; zbMATH DE number 3658755 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3279646 (Why is no real title available?)
- A Note on Quantiles in Large Samples
- AN ESTIMATE OF THE ASYMPTOTIC STANDARD ERROR OF THE SAMPLE MEDIAN
- Approximate distribution of the maximum deviation of histograms
- Distribution of quantiles in samples from a bivariate population
- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- Estimation of the k-th derivative of a distribution function
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Nonparametric Statistical Data Modeling
- On Choosing a Delta-Sequence
- On a Simple Estimate of the Reciprocal of the Density Function
- On the estimation of the quantile density function
- The oscillation behavior of empirical processes
- WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?
- Weak convergence and efficient density estimation at a point
Cited in
(10)- A fast imputation algorithm in quantile regression
- Adaptive choice of trimming proportions
- An asymptotic analysis of the bootstrap bias correction for the empirical CTE
- An efficient estimator of the parameters of the generalized lambda distribution
- Estimating densities, quantiles, quantile densities and density quantiles
- Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
- Exact convergence rate of bootstrap quantile variance estimator
- Quantile versions of the Lorenz curve
- Sparse Approximation via Generating Point Sets
- New methods for bias correction at endpoints and boundaries
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