Nonparametric estimation of a quantile density function by wavelet methods
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Cited in
(22)- A difference-based approach in the partially linear model with dependent errors
- Quantile and expectile smoothing based on L₁-norm and L₂-norm fuzzy transforms
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- Evaluation of threshold selection methods for adaptive wavelet quantile density estimation in the presence of bias
- Nonparametric estimators of inequality curves and inequality measures
- Nonparametric estimators for quantile density function under length-biased sampling
- Nonparametric estimation of a quantile density function under Lp risk via block thresholding method
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
- Stochastic evolution of distributions and functional Bollinger bands
- Density estimation using bootstrap quantile variance and quantile-mean covariance
- Nonparametric estimation of quantile density function
- Quantile-based cumulative Kullback-Leibler divergence in past lifetime: Some properties and applications
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- A wavelet-based nonparametric estimator of the variance function
- A faster algorithm to estimate multiresolution densities
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
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