Estimating densities, quantiles, quantile densities and density quantiles

From MaRDI portal
Publication:1260726

DOI10.1007/BF00053400zbMath0772.62022MaRDI QIDQ1260726

M. C. Jones

Publication date: 25 August 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)




Related Items

New methods for bias correction at endpoints and boundaries, An efficient estimator of the parameters of the generalized lambda distribution, The ϕ-divergence family of measures based on quantile function, Recovery of quantile and quantile density function using the frequency moments, On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation, Nonparametric estimation of first price auctions via density-quantile function, Nonparametric estimation of a quantile density function by wavelet methods, Nonparametric estimators for quantile density function under length-biased sampling, On the estimation of the quantile density function by orthogonal series, A two-stage rank test using density estimation, Nonparametric estimation of a quantile density function under Lp risk via block thresholding method, Nonparametric estimation of quantile density function, On kernel-based estimation of distribution function and its quantiles based on ranked set sampling, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, Nonparametric tests for ordered quantiles, A functional estimation approach to the first-price auction models, Functional density synchronization, Density estimation using bootstrap quantile variance and quantile-mean covariance, Nonparametric estimation of quantile-based entropy function, Nonparametric estimation of mean residual quantile function under right censoring, Wavelet-Based Quantile Density Function Estimation Under Random Censorship, Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions, Functional data analysis for density functions by transformation to a Hilbert space, Credible risk measures with applications in actuarial sciences and finance, Estimation of quantile mixtures via L-moments and trimmed L-moments, On some smooth estimators of the quantile function for a stationary associated process, Hermite expansion and estimation of monotonic transformations of Gaussian data, Expectile and quantile regression—David and Goliath?, An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE, Nonparametric estimation of hazard quantile function, New bandwidth selection for kernel quantile estimators, On the robustification of the kernel estimator of the functional modal regression, A semi-Bayesian method for nonparametric density estimation., New Entropy Estimator with an Application to Test of Normality, A new estimate of the mode based on the quantile density, Tests for successive differences of quantiles



Cites Work