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)

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.
Improved orthogonal polynomial density estimates
The outlier behaviour of probability distributions
Stochastic orders using quantile-based reliability functions
Some convergence results for kernel-type quantile estimators under censoring
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
Uniform consistency of generalized kernel estimators of quantile density
Nonparametric two-sample estimation of location and scale parameters from empirical characteristic functions
Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
Estimation of the Generalized Lambda Distribution Parameters for Grouped Data
Comparing estimation methods for the FPLD
Some properties of the generalized TTT transform
Optimization of the quantile function on the basis of kernel estimates
Asymptotic estimation of the \(E\)-Gini index
Invariance of Wiener processes and of Brownian bridges by integral transforms and applications
A smoothed bootstrap estimator for a Studentized sample quantile
Concepts and measures for skewness with data‐analytic implications
Smooth copula-based estimation of the conditional density function with a single covariate
A kernel nonparametric quantile estimator for right-censored competing risks data
Choquet integrals as projection operators for quantified tomographic reconstruction
New bandwidth selection for kernel quantile estimators
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Exact convergence rate of bootstrap quantile variance estimator
Edgeworth expansions for studentized and prepivoted sample quantiles
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An exploratory data analysis (EDA) of the paths of moving animals.
Estimating densities, quantiles, quantile densities and density quantiles
Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves
Nonparametric estimation of first price auctions via density-quantile function
Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics
Weak convergence of sequences of first passage processes and applications
Multi-stage nested classification credibility quantile regression model
How noise affects effort in tournaments
Maximum entropy interpretation of autoregressive spectral densities
United statistics, confidence quantiles, Bayesian statistics
Estimating the quantile function of a location-scale family of distributions based on few selected order statistics
A nearest neighbour-estimator for the score function
Interval estimators for ratios of independent quantiles and interquantile ranges
Quantile-Based Generalized Entropy of Order (α, β) for Order Statistics
Weighted \(L^ 2\) quantile distance estimators for randomly censored data
Subset selection of superior populations when the number of populations is large
Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences
Functional limit theorems for inverse bootstrap processes of sample quantiles
Cramér-von Mises statistics based on the sample quantile function and estimated parameters
Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
The quantile-based skew logistic distribution
Regression type tests for parametric hypotheses based on sums of squared L-statistics
Measuring the stability of histogram appearance when the anchor position is changed
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

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