Subsampling quantile estimators and uniformity criteria
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Publication:3978729
DOI10.1080/03610929108830514zbMath0747.62032OpenAlexW2075249830MaRDI QIDQ3978729
Publication date: 25 June 1992
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929108830514
subsampling\(U\)-statistic\(L\)-statisticempirical quantile functionquadratic testsgoodness- of-fit\(V\)-statisticcomponents representations for tests of uniformityfinite-sample theoretical propertiesMonte Carlo efficiency comparisionsunified treatment of quantile estimators
Related Items (14)
A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators ⋮ The Bernstein polynomial estimator of a smooth quantile function ⋮ Unified estimators of smooth quantile and quantile density functions ⋮ Quantile estimation and comparing two independent groups with an approach based on percentile bootstrap ⋮ One-sided test of a covariance matrix with a known null value ⋮ Uniform consistency of generalized kernel estimators of quantile density ⋮ On \(M\)-estimators and normal quantiles. ⋮ Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey ⋮ A Berry-Esseen-type theorem of quantile density estimators ⋮ Estimation of probability characteristics by generalized Bernstein polynomials ⋮ Small-Sample Quantile Estimators in a Large Nonparametric Model ⋮ EDF and EQf orthogonal component decompositions and tests of uniformity ⋮ Subsampling quantile estimator majorization inequalities ⋮ Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
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