Nonparametric Statistical Data Modeling
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Publication:4194271
NonparametricGoodness of FitAutoregressive Density EstimationDensity-Quantile FunctionsExplatory Data AnalysisQuantile FunctionsQuantile-Box PlotsTail Of Distributions
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)- Smoothing Quantile Regressions
- A simple hermitian estimator of the quantile mjnction
- A new empirical likelihood ratio goodness of fit test for normality based on moment constraints
- On the efficiencies of some common quick estimators
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method
- Optimal stratification and clustering on the line using the \(L_ 1\)- norm
- On the preservation of some pure-tail orderings by reliability operations
- A Simple and Effective Inequality Measure
- Goodness of fit test using Lin-Wong divergence based on Type-I censored data
- Wasserstein Regression
- Testing exponentiality using mean residual quantile function
- A flexible procedure for formulating probability distributions on the unit interval with applications
- Linear estimation of the location and scale parameters based on selected order statistics
- ChangePPplot and continous sample quantile function
- Estimation of conditional quantile density function
- On the asymptotic properties of a kernel type quantile estimator from censored samples
- Nonparametric estimation of mean residual quantile function under right censoring
- scientific article; zbMATH DE number 7604850 (Why is no real title available?)
- A kernel-type estimator for generalized quantiles
- Weak asymptotic representations for quantiles of the product-limit estimator
- Johnson quantile-parameterized distributions
- Ordering probability distributions by tail behavior
- On bilinear hazard quantile functions
- Quantile approach of dynamic generalized entropy (divergence) measure
- Quantile-based study of (dynamic) inaccuracy measures
- Variance bounds using a theorem of Polya
- Quantile estimation in the proportional hazards model of random censorship
- Estimation of unimodal densities based on the \(fQ\)-system
- New kernel-type estimator of Shanonn's entropy
- Total Time on Test Transforms of Order n and Their Implications in Reliability Analysis
- Quantile-based reliability aspects of cumulative Tsallis entropy in past lifetime
- Comment on ‘Parametric versus nonparametrics: two alternative methodologies’
- Modeling service-time distributions for queueing network simulation
- Histogram-kernel error and its application for bin width selection in histograms
- Quantiles in a multi-stage nested classification credibility model
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing
- Kullback-Leibler divergence: a quantile approach
- Some new results on Cox–Czanner divergence and their applications in survival studies
- New entropy estimator with an application to test of normality
- Measures of information for maximum ranked set sampling with unequal samples
- A conversation with Emanuel Parzen
- Quantile based geometric vitality function of order statistics
- The complementary beta distribution
- Quantile credibility models
- Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
- Subsampling quantile estimators and uniformity criteria
- Discussion
- Quantile based entropy function
- Credible risk measures with applications in actuarial sciences and finance
- Trimmed sums of long range dependent moving averages
- Strong representation of the presmoothed quantile function estimator for censored data
- Regression revisited
- Nonparametric estimators for quantile density function under length-biased sampling
- Estimating the quantile function by Bernstein polynomials
- Nonparametric estimation of a quantile density function under Lp risk via block thresholding method
- Wasserstein \(F\)-tests and confidence bands for the Fréchet regression of density response curves
- The gamma power half-logistic distribution: theory and applications
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
- A new class of boundary kernels for distribution function estimation
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
- A quantile-based study of cumulative residual Tsallis entropy measures
- Quantile based Tsallis entropy in residual lifetime
- General composite quantile regression: Theory and methods
- Optimal clustering on the real line
- Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
- A quantile-based study on ageing intensity function
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters
- Wasserstein gradients for the temporal evolution of probability distributions
- On a simple measure of dominance
- On some non parametric estimators of the quantile density function for a stationary associated process
- Unified estimators of smooth quantile and quantile density functions
- Weighted least squares estimators for the Parzen tail index
- A Tutorial on Quantile Estimation via Monte Carlo
- Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
- On the Sin-G class of distributions: theory, model and application
- Asymptotics for trimmed \(k\)-means and associated tolerance zones.
- On the cumulative quantile regression process
- FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION
- Kurtosis and spread
- How are moments and moments of spacings related to distribution functions?
- On the bootstrap quantile-treatment-effect test
- On a Class of Distributions Defined by the Relationship Between Their Density and Distribution Functions
- Smooth estimate of quantiles under association
- Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population
- Weighted general cumulative entropy and a goodness of fit for normality
- Sufficient conditions for some transform orders based on the quantile density ratio
- Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
- Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
- The outlier behaviour of probability distributions
- A quantile based test for comparing cumulative incidence functions of competing risks models
- Improved orthogonal polynomial density estimates
- Multilevel quantile function modeling with application to birth outcomes
- Stochastic orders using quantile-based reliability functions
- Nonparametric tests for ordered quantiles
- Some convergence results for kernel-type quantile estimators under censoring
- Dispersion measures and dispersive orderings.
- L2 consistency of the kernel quantile estimator
- Stochastic dominance based comparison for system selection
- Stress-strength reliability: a quantile approach
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