Nonparametric Statistical Data Modeling

Nonparametric Goodness of Fit Autoregressive Density Estimation Density-Quantile Functions Explatory Data Analysis Quantile Functions Quantile-Box Plots Tail Of Distributions

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Nonparametric inference (62G99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

Wasserstein Regression
Nonparametric estimation of mean residual quantile function under right censoring
Quantile approach of dynamic generalized entropy (divergence) measure
Testing exponentiality using mean residual quantile function
Total Time on Test Transforms of Order n and Their Implications in Reliability Analysis
New entropy estimator with an application to test of normality
Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing
Kullback-Leibler divergence: a quantile approach
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
The complementary beta distribution
Quantile based entropy function
Trimmed sums of long range dependent moving averages
Estimating the quantile function by Bernstein polynomials
\(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
On a Class of Distributions Defined by the Relationship Between Their Density and Distribution Functions
Weighted least squares estimators for the Parzen tail index
Unified estimators of smooth quantile and quantile density functions
Kurtosis and spread
On the cumulative quantile regression process
How are moments and moments of spacings related to distribution functions?
Smooth estimate of quantiles under association
Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
Multilevel quantile function modeling with application to birth outcomes
A quantile based test for comparing cumulative incidence functions of competing risks models
Measuring Kurtosis by Right and Left Inequality Orders
Dispersion measures and dispersive orderings.
Empirical likelihood confidence regions for comparison distributions and ROC curves
The Bernstein polynomial estimator of a smooth quantile function
A comparison of quantile estimators
Quasi-continuous histograms
A class of distributions with the linear mean residual quantile function and it's generalizations
Nonparametric estimation of quantile density function
Quantile versions of the Lorenz curve
Rényi's residual entropy: a quantile approach
A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
Entropy, divergence and distance measures with econometric applications
Kernel type smoothed quantile estimation under long memory
A Berry-Esseen-type theorem of quantile density estimators
a study of the generalized tukey lambda family
The asymptotics of the least trimmed absolute deviations (LTAD) estimator
The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators
Quantile-based reliability analysis
Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data
Two-sample location-scale estimation from semiparametric random censorship models
Rank tests in heteroscedastic linear model with nuisance parameters
Efficient computation of generalized median estimators
Quantile pyramids for Bayesian nonparametrics
On the estimation of the quantile density function
Asymptotically efficient estimation of the sparsity function at a point
Nonparametric estimation of a quantile density function by wavelet methods
Nonparametric estimation of value-at-risk
Nonparametric multivariate descriptive measures based on spatial quantiles
Weak approximations for quantile processes of stationary sequences
Quantile probability and statistical data modeling
Mini-workshop: Frontiers in quantile regression. Abstracts from the mini-workshop held November 25 -- December 1, 2012.
Testing goodness of fit via nonparametric function estimation techniques
A characterization of the distribution function: the dispersion function
Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
A quantile-based generalized dynamic cumulative measure of entropy
On robust estimation of effect size under semiparametric models
Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
An efficient estimator of the parameters of the generalized lambda distribution
On \(M\)-estimators and normal quantiles.
Flexible parametric quantile regression model
On the estimation of the quantile density function by orthogonal series
Berry-Esseen bounds for the percentile residual life function estimators
Relative deficiency of quantile estimators for left truncated and right censored data
Nonparametric estimation of location and scale parameters
Nonparametric estimation of hazard quantile function
Constructing generalized FGM copulas by means of certain univariate distributions
Bivariate Contours of Copula
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
Regression based principal component analysis for sparse functional data with applications to screening growth paths
Extreme quantiles and tail index of a distribution based on kernel estimator
Quantile process for left truncated and right censored data
Kumaraswamy's distribution: a beta-type distribution with some tractability advantages
Quantile estimators and covering probabilities
GS-distributions: a new family of distributions for continuous unimodal variables
Estimation of quantile mixtures via L-moments and trimmed L-moments
Functional data analysis for density functions by transformation to a Hilbert space
Functional density synchronization
Tail exponent estimation via broadband log density-quantile regression
A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
Estimation of conditional quantile density function
On the asymptotic properties of a kernel type quantile estimator from censored samples
A kernel-type estimator for generalized quantiles
Weak asymptotic representations for quantiles of the product-limit estimator
Quantile estimation in the proportional hazards model of random censorship
Histogram-kernel error and its application for bin width selection in histograms
Quantile credibility models
Credible risk measures with applications in actuarial sciences and finance
Subsampling quantile estimators and uniformity criteria
On a simple measure of dominance
On the bootstrap quantile-treatment-effect test
Asymptotics for trimmed \(k\)-means and associated tolerance zones.

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