Unified estimators of smooth quantile and quantile density functions
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Publication:1361682
DOI10.1016/S0378-3758(96)00110-3zbMATH Open0900.62209OpenAlexW2027759205WikidataQ127472252 ScholiaQ127472252MaRDI QIDQ1361682FDOQ1361682
Publication date: 15 December 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00110-3
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
Cites Work
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- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- A new distribution-free quantile estimator
- Asymptotic normality of the kernel quantile estimator
- Kernel Quantile Estimators
- Nonparametric Statistical Data Modeling
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- A Smooth Nonparametric Estimator of a Quantile Function
- Distribution of quantiles in samples from a bivariate population
- On the estimation of the quantile density function
- A generalized quantile estimator
- Strong approximations of the quantile process
- Asymptotic expansions for sample quantiles
- Estimating the quantile function by Bernstein polynomials
- The Bernstein polynomial estimator of a smooth quantile function
- Smooth nonparametric estimation of the quantile function
- Subsampling quantile estimators and uniformity criteria
- Subsampling quantile estimator majorization inequalities
- Strong approximation theorems for integrated kernel quantiles
- Oscillation properties of eigenvectors of strictly totally positive matrices
- Distribution-Free Two-Sample Tests Based on Rank Spacings
Cited In (34)
- Wasserstein Regression
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Smooth estimation of circular cumulative distribution functions and quantiles
- New kernel-type estimator of Shanonn's entropy
- An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data
- Nonparametric estimators for quantile density function under length-biased sampling
- Local linear quantile estimation for nonstationary time series
- On some non parametric estimators of the quantile density function for a stationary associated process
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
- Wasserstein gradients for the temporal evolution of probability distributions
- A simulation-based geostatistical approach to real-time reconciliation of the grade control model
- A note on generalized Bernstein polynomial density estimators
- Parametric modeling of quantile regression coefficient functions
- New Entropy Estimator with an Application to Test of Normality
- Recovery of quantile and quantile density function using the frequency moments
- A Berry-Esseen-type theorem of quantile density estimators
- Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
- Modelling additive extremile regression by iteratively penalized least asymmetric weighted squares and gradient descent boosting
- New methods for bias correction at endpoints and boundaries
- Asymptotic properties of Bernstein estimators on the simplex
- Recovery of a quantile function from moments
- On some smooth estimators of the quantile function for a stationary associated process
- Extremiles: A New Perspective on Asymmetric Least Squares
- RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
- On Gauss quadrature and partial cross validation
- On \(M\)-estimators and normal quantiles.
- Quantile estimation via distribution fitting
- An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE
- An empirical estimate of quantile density function in presence of censoring
- Piecewise Linear Continuous Estimators of the Quantile Function
- Functional density synchronization
- Tail exponent estimation via broadband log density-quantile regression
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes
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