Bandwith selection for the smoothing of distribution functions

Cited In (93)

Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
Empirical likelihood for estimating equations with missing values
A smooth nonparametric approach to determining cut-points of a continuous scale
Nonparametric estimation of a conditional distribution from length-biased data
Smoothed jackknife empirical likelihood method for tail copulas
A general result on the uniform in bandwidth consistency of kernel-type function estimators
Distribution function estimation via Bernstein polynomial of random degree
Smoothed cross-validation
Estimating smooth distribution function in the presence of heteroscedastic measurement errors
Smooth estimation of circular cumulative distribution functions and quantiles
Nonparametric estimation of quantile functions for randomly right censored data
Modifying the kernel distribution function estimator towards reduced bias
Kernel Survival Function Estimation Based on Doubly Censored Data
A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
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A nonparametric approach to calculating value-at-risk
Empirical likelihood based confidence intervals for copulas
CDF and survival function estimation with infinite-order kernels
A data-driven kernel estimator of the density function
A bias reducing technique in kernel distribution function estimation
A smooth nonparametric conditional quantile frontier estimator
L² consistency of the kernel quantile estimator
A new method of kernel-smoothing estimation of the ROC curve
Inference in components of variance models with low replication
Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased
On large deviations of smoothed Kolmogorov-Smirnov's statistics
Bandwidth selection for kernel distribution function estimation
On estimating distribution functions using Bernstein polynomials
Inference via kernel smoothing of bootstrap \(P\) values
Shrinkage ridge estimators in semiparametric regression models
Polygonal smoothing of the empirical distribution function
Analysis of randomized comparative clinical trial data for personalized treatment selections
On estimation of survival function under random censoring model
Smoothing parameter selection for smooth distribution functions
Recovery of a quantile function from moments
Bandwidth selection for the smoothed bootstrap percentile method.
Empirical implementation of nonparametric first-price auction models
Smooth bootstrapping of copula functionals
Deconvolution of cumulative distribution function with unknown noise distribution
Improved methods for bandwidth selection when estimating ROC curves.
A data-driven bandwidth selection method for the smoothed maximum score estimator
Some heuristics about bandwidth selection for the smooth Kaplan-Meier estimator
Non-parametric bootstrap mean squared error estimation for \(M\)-quantile estimators of small area averages, quantiles and poverty indicators
Robust estimation of small-area means and quantiles
Solving dynamic discrete choice models using smoothing and sieve methods
Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
Distribution function estimation by constrained polynomial spline regression
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Nonparametric estimation of copula functions for dependence modelling
Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
Small area estimation based on M-quantile models in presence of outliers in auxiliary variables
Reducing the mean squared error of quantile-based estimators by smoothing
Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
Chung–Smirnov property for Bernstein estimators of distribution functions
Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures
Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
A measure of asymmetry based on a new necessary and sufficient condition for symmetry
\(L^1\) properties of the Nadaraya quantile estimator
Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
Kernel distribution function estimation under the Koziol-Green model
Multistage plug—in bandwidth selection for kernel distribution function estimates
A note on kernel density estimators with optimal bandwidths
A general and fast convergent bandwidth selection method of kernel estimator
Local Smoothing for Kernel Distribution Function Estimation
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Estimation of a finite population distribution function based on a linear model with unknown heteroscedastic errors
Smooth estimators of the reliability functions for non-restorable elements
Fourier methods for smooth distribution function estimation
Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
Cross-validated mixed-datatype bandwidth selection for nonparametric cumulative distribution/survivor functions
Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
Kernel excess mass test for multimodality
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Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions
On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation
Bernstein-based estimation of the cross ratio function
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Smoothed time-dependent receiver operating characteristic curve for right censored survival data
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
Smoothing Techniques for the Bivariate Kaplan-Meier Estimator
On weighted version of dynamic cumulative residual inaccuracy measure based on extropy
New non-parametric inferences for low-income proportions
Robustness Measures and Numerical Approximation of the Cumulative Density Function of Response Surfaces
Information measures of kernel estimation
A note on estimating cumulative distribution functions by the use of convolution power kernels
Nonparametric estimation of bivariate cumulative distribution function
Bandwidth choice for the smooth Kaplan–Meier estimator when the censoring variable can be discontinuous

Uses Software

KernSmooth

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