Cited in
(only showing first 100 items - show all)- Comparing medians
- Estimating allocations for value-at-risk portfolio optimization
- A quantile-based approach to system selection
- Estimating the quantile function by Bernstein polynomials
- Subsampling quantile estimator majorization inequalities
- Beta kernel estimators for density functions
- Unified estimators of smooth quantile and quantile density functions
- Resistant outlier rules and the non-Gaussian case.
- Resampling-based simultaneous confidence intervals for location shift using medians
- Recovery of quantile and quantile density function using the frequency moments
- Extreme quantiles and tail index of a distribution based on kernel estimator
- An improved method for comparing variances when distributions have non-identical shapes
- The Bernstein polynomial estimator of a smooth quantile function
- Stochastic dominance based comparison for system selection
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
- Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions
- On some smooth estimators of the quantile function for a stationary associated process
- Nonparametric estimation of the measure of functional dependence
- A nonparametric approach to calculating value-at-risk
- VaR is subject to a significant positive bias
- Credible risk measures with applications in actuarial sciences and finance
- Double-stage discretization approaches for biomarker-based bladder cancer survival modeling
- ROC curve estimation based on local smoothing
- A low-end quantile estimator from a right-skewed distribution
- Bootstrapping sample quantiles of discrete data
- 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
- A direct search method for unconstrained quantile-based simulation optimization
- Small-Sample Quantile Estimators in a Large Nonparametric Model
- Some Results on Comparing the Quantiles of Dependent Groups
- Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
- A smooth nonparametric quantile estimator for IFR distributions
- An investigation of quantile function estimators relative to quantile confidence interval coverage
- Extension of the harrell-davis quantile estimator to finite populations
- Detection of symmetry or lack of 11 and applications
- Confidence intervals for prediction intervals
- Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey
- Quantile interval estimation
- Asymptotic equivalence of the harrell-davis median estimator and the sample median
- Estimating percentage points by simulation
- Estimation and Testing of Hypotheses about the Quantile Function of the Normal Distribution
- O-statistics and their applications
- Improved distribution quantile estimation
- A smoothing stochastic algorithm for quantile estimation
- Subsampling quantile estimators and uniformity criteria
- A note on quantile estimation by the kernel method
- Quasi-nonparametric upper tolerance regions based on the bootstrap
- Combining monte carlo and cox tests of non-nested hypotheses
- Nonparametric Estimation for Risk in Value-at-Risk Estimator
- A comparison of quantile estimators
- A comparison of the box-cox transformation method and nonparametric methods for estimating quantiles in clinical data with repeated measures
- Improved methods for making inferences about multiple skipped correlations
- Estimating the inverse distribution function at the boundary
- A generalized BLUE approach for combining location and scale information in a meta-analysis
- The Impact of Application of the Jackknife to the Sample Median
- A Bayesian multiple comparison procedure for simply ordered treatment medians
- Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap
- Variable screening for ultrahigh dimensional censored quantile regression
- Comparing two dependent groups via quantiles
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Comparing two independent groups via the lower and upper quantiles
- Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
- Robustness measures and numerical approximation of the cumulative density function of response surfaces
- A New Family of Nonparametric Quantile Estimators
- A fractional order statistic towards defining a smooth quantile function for discrete data
- On risk management problems related to a coherence property
- Quantifying and Correcting the Bias in Estimated Risk Measures
- Estimation of the Generalized Lambda Distribution Parameters for Grouped Data
- Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
- Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures
- On a distribution-free quantile estimator.
- Modeling long term return distribution and nonparametric market risk estimation
- Smoothed Quantiles for Measuring Discrete Risks
- The generalized sigmoidal quantile function
- A new approach to parameter estimation of mixture of two normal distributions
- Trimmed Harrell-Davis quantile estimator based on the highest density interval of the given width
- Smoothed empirical likelihood for the difference of two quantiles with the paired sample
- On some non parametric estimators of the quantile density function for a stationary associated process
- Realized Quantiles*
- Integrated-Quantile-Based Estimation for First-Price Auction Models
- Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses
- Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
- A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
- Computable bounds for the reach and \(r\)-convexity of subsets of \({{\mathbb{R}}}^d\)
- Estimating a quantile-based income inequality indicator on complex sampling data
- Plug-in bandwidth selection rules for the kernel quantile estimator
- Searching the differences through the tails of distributions using an approach based on Mahalanobis distance and percentile bootstrap
- Normalized area above quantile: an alternative measure to restricted mean survival time
- A bootstrap-based bandwidth selection rule for kernel quantile estimators
- Conditional validity of heteroskedastic conformal regression
- Enhancing quantile function estimation with beta-kernel smoothing
- Optimal bounds on the bias of the quantile estimators based on selected L -statistics
- A new Kolmogorov-Smirnov test based on representative points in the exponential distribution family
- An exact bootstrap-based bandwidth selection rule for kernel quantile estimators
- Kernel copula density estimation of Hellinger correlation
- Quantile-based classification trees for ordinal responses
- Recovery of a quantile function from moments
- Smooth nonparametric estimation of the quantile function
- A simple more general boxplot method for identifying outliers
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