Unified estimators of smooth quantile and quantile density functions
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- scientific article; zbMATH DE number 1145242
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- A Smooth Nonparametric Estimator of a Quantile Function
- A generalized quantile estimator
- A new distribution-free quantile estimator
- Asymptotic expansions for sample quantiles
- Asymptotic normality of the kernel quantile estimator
- Distribution of quantiles in samples from a bivariate population
- Distribution-Free Two-Sample Tests Based on Rank Spacings
- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- Estimating the quantile function by Bernstein polynomials
- Kernel Quantile Estimators
- Nonparametric Statistical Data Modeling
- On a Simple Estimate of the Reciprocal of the Density Function
- On the estimation of the quantile density function
- Oscillation properties of eigenvectors of strictly totally positive matrices
- Smooth nonparametric estimation of the quantile function
- Strong approximation theorems for integrated kernel quantiles
- Strong approximations of the quantile process
- Subsampling quantile estimator majorization inequalities
- Subsampling quantile estimators and uniformity criteria
- The Bernstein polynomial estimator of a smooth quantile function
Cited in
(38)- Smooth estimation of circular cumulative distribution functions and quantiles
- Local linear quantile estimation for nonstationary time series
- A simulation-based geostatistical approach to real-time reconciliation of the grade control model
- Wasserstein gradients for the temporal evolution of probability distributions
- Subsampling quantile estimators and uniformity criteria
- Asymptotic properties of Bernstein estimators on the simplex
- A note on generalized Bernstein polynomial density estimators
- An asymptotic analysis of the bootstrap bias correction for the empirical CTE
- An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Wasserstein Regression
- Tail exponent estimation via broadband log density-quantile regression
- Estimation of the reciprocal of the density quantile function at a point
- On some non parametric estimators of the quantile density function for a stationary associated process
- RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting
- Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
- An investigation of quantile function estimators relative to quantile confidence interval coverage
- On \(M\)-estimators and normal quantiles.
- Estimating densities, quantiles, quantile densities and density quantiles
- Parametric modeling of quantile regression coefficient functions
- Piecewise Linear Continuous Estimators of the Quantile Function
- On Gauss quadrature and partial cross validation
- Quantile estimation via distribution fitting
- Recovery of a quantile function from moments
- Functional density synchronization
- On some smooth estimators of the quantile function for a stationary associated process
- Nonparametric estimators for quantile density function under length-biased sampling
- An empirical estimate of quantile density function in presence of censoring
- The Bernstein polynomial estimator of a smooth quantile function
- Extremiles: A New Perspective on Asymmetric Least Squares
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
- New kernel-type estimator of Shanonn's entropy
- New methods for bias correction at endpoints and boundaries
- Recovery of quantile and quantile density function using the frequency moments
- New entropy estimator with an application to test of normality
- A Berry-Esseen-type theorem of quantile density estimators
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