Kernel Quantile Estimators
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DOI10.2307/2289777zbMATH Open0705.62042OpenAlexW2467533546MaRDI QIDQ3485748FDOQ3485748
Authors: Simon J. Sheather, J. S. Marron 
Publication date: 1990
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3655
Recommendations
confidence intervalssimulation studysmoothing parameterkernel estimatorsGaussian kernelbandwidthsestimator of quantileslinear combinations of order statisticsdistribution-free inference proceduresefficiency of the sample quantileL estimators
Cited In (94)
- A Smooth Nonparametric Estimator of a Quantile Function
- Nonparametric estimation of mean residual quantile function under right censoring
- Edgeworth expansion for the kernel quantile estimator
- A kernel-type estimator for generalized quantiles
- Some refinements of the quasi-quantiles
- A nonparametric approach to calculating value-at-risk
- Low-storage quantile estimation
- Kernel mean shrinkage estimators
- Adjusted empirical likelihood method for quantiles
- Title not available (Why is that?)
- Subsampling quantile estimators and uniformity criteria
- Kernel and Probit Estimates in Quantal Bioassay
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
- On a distribution-free quantile estimator.
- Unified estimators of smooth quantile and quantile density functions
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Approximating conditional density functions using dimension reduction
- A modified functional delta method and its application to the estimation of risk functionals
- VaR is subject to a significant positive bias
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
- L2 consistency of the kernel quantile estimator
- Improved distribution quantile estimation
- A fractional order statistic towards defining a smooth quantile function for discrete data
- The Bernstein polynomial estimator of a smooth quantile function
- Bahadur representation of the kernel quantile estimator under truncated and censored data.
- Kernel methods for estimating derivatives of conditional quantiles
- Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data
- Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
- Quantile versions of the Lorenz curve
- How to combine M-estimators to estimate quantiles and a score function
- Asymptotic theorems for kernel U-quantiles
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
- Estimation of a quantile in some nonstandard cases
- Optimization of the quantile function on the basis of kernel estimates
- On quantile estimation by bootstrap
- Recovery of a quantile function from moments
- A semi-Bayesian method for nonparametric density estimation.
- Rates of almost sure convergence of plug-in estimates for distortion risk measures
- Improved confidence intervals for quantiles
- A kernel nonparametric quantile estimator for right-censored competing risks data
- New bandwidth selection for kernel quantile estimators
- Recursive estimation of quantitles using recursive kernel density estimators
- A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
- On some smooth estimators of the quantile function for a stationary associated process
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
- On robust estimation of effect size under semiparametric models
- Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
- Estimating densities, quantiles, quantile densities and density quantiles
- A level crossing quantile estimation method
- Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves
- Berry-Esseen bounds for the percentile residual life function estimators
- Quantile estimation and the statistical relative efficiency curve
- Reducing the mean squared error of quantile-based estimators by smoothing
- On the use of \(L\)-functionals in regression models
- Relative deficiency of quantile estimators for left truncated and right censored data
- Approximating conditional distribution functions using dimension reduction
- Direct density estimation of \(L\)-estimates via characteristic functions with applications
- Confidence intervals for prediction intervals
- Piecewise Linear Continuous Estimators of the Quantile Function
- Quantile estimators and covering probabilities
- Sequential confidence bands for quantile densities under truncated and censored data
- Strong approximation theorems for integrated kernel quantiles
- Smooth nonparametric estimation of the quantile function
- Nonparametric estimation of quantile density function for truncated and censored data
- Functional density synchronization
- A simple hermitian estimator of the quantile mjnction
- The generalized sigmoidal quantile function
- Title not available (Why is that?)
- Improved double kernel local linear quantile regression
- Efficiency behaviour of kernel-smoothed kernel distribution function estimators
- Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
- An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data
- Sequential design and spatial modeling for portfolio tail risk measurement
- Long‐term prediction intervals with many covariates
- Kernel quantile estimator with ICI adaptive bandwidth selection technique
- Comparing two independent groups via the lower and upper quantiles
- Sheep in wolf's clothing: using the least squares criterion for quantile estimation
- Value at risk linear exponent (VARLINEX) forecasts
- Structured kernel quantile regression
- Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
- Model aggregation using optimal transport and applications in wind speed forecasting
- Comparing two dependent groups via quantiles
- A general method for estimating standard errors
- Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
- RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
- Estimation of probability characteristics by generalized Bernstein polynomials
- Asymptotics for the linear kernel quantile estimator
- A New Family of Nonparametric Quantile Estimators
- Nonparametric quantile estimation using surrogate models and importance sampling
- An approximation procedure of quantiles using an estimation of kernel method for quality control
- Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
- Smoothing Quantile Regressions
- A smooth nonparametric quantile estimator for IFR distributions
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
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