Relative efficiency and deficiency of kernel type estimators of smooth distribution functions

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Cites work

scientific article; zbMATH DE number 3703820 (Why is no real title available?)
Convergence rate of perturbed empirical distribution functions
Deficiency
Kernel density estimation revisited
Remarks on Some Nonparametric Estimates of a Density Function
Some New Estimates for Distribution Functions
Strong uniform consistency of integrals of density estimators

Cited in

(67)

Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
Wasserstein Regression
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
A bootstrap version of the residual-based smooth empirical distribution function
Smoothed jackknife empirical likelihood method for tail copulas
Distribution function estimation via Bernstein polynomial of random degree
scientific article; zbMATH DE number 7604850 (Why is no real title available?)
Some heuristics of kernel based estimators of ratio functions
Estimating the direction in which a data set is most interesting
Efficient Estimation of a Distribution Function under Quadrant Dependence
Efficiency behaviour of kernel-smoothed kernel distribution function estimators
Kernel Survival Function Estimation Based on Doubly Censored Data
Smooth estimators of the reliability functions for non-restorable elements
Nonparametric estimation of distribution functions
On the asymptotic properties of smoothed estimators of the classification error rate
CDF and survival function estimation with infinite-order kernels
The performance of kernel density functions in kernel distribution function estimation
Relative deficiency of kernel type estimators of quantiles
The stochastic approximation method for estimation of a distribution function
Weak convergence for smooth estimator of a distribution function under negative association
Wasserstein gradients for the temporal evolution of probability distributions
Rates of convergence for the distance between distribution function estimators
Local smoothing for kernel distribution function estimation
On large deviations of smoothed Kolmogorov-Smirnov's statistics
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
Kernel estimators of the ROC curve are better than empirical.
Efficient estimators and LAN in canonical bivariate POT models.
SMOOTH QUANTILE PROCESSES FROM RIGHT CENSORED DATA AND CONSTRUCTION OF SIMULTANEOUS CONFIDENCE BANDS
On estimating distribution functions using Bernstein polynomials
Kernel based estimation of the distribution function for length biased data
Perturbed empirical distribution functions and quantiles under dependence
Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
Asymmetric kernels for boundary modification in distribution function estimation
Optimal kernels when estimating non-smooth densities
Efficient estimation of a distribution function based on censored data
Comparison of relative efficiency of kernel density estimator with the exponential map
On estimation of survival function under random censoring model
Smoothed time-dependent receiver operating characteristic curve for right censored survival data
A smoothed bootstrap estimator for a Studentized sample quantile
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
A numerical method for minimum distance estimation problems
Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
Nonparametric recursive method for moment generating function kernel-type estimators
Bias reduction of maximum likelihood estimators using kernel estimators
New non-parametric inferences for low-income proportions
Asymptotic mean squared error of kernel estimator of excess distribution function
Edgeworth expansions for studentized and prepivoted sample quantiles
Edgeworth expansions for nonparametric distribution estimation with applications
Kernel estimation of a smooth distribution function based on censored data
The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling
Weak convergence of sequences of first passage processes and applications
Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
A remainder estimate for the normal approximation of perturbed sample quantiles
Berry-esseen bounds for smooth estimator of a distribution function under association
Kernel estimators for distribution functions on dependent random fields
Asymptotic normality of a smooth estimate of a random field distribution function under association
Chung--Smirnov property for perturbed empirical distribution functions
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
Suavizacion no parametrica en fiabilidad
Functional limit theorems for inverse bootstrap processes of sample quantiles
Kernel distribution function estimation under the Koziol-Green model
Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
\(\mathcal L_1\)-deficiency of the Kaplan-Meier estimator.
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
On improving distribution function estimators which are not monotonic functions
ROC curve estimation based on local smoothing

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