scientific article; zbMATH DE number 3436465

zbMATH Open0277.62032MaRDI QIDQ4403582FDOQ4403582

Authors: Hajime Yamato 

Publication date: 1973

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

Cited In (49)

• Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• Title not available (Why is that?)
• Smooth simultaneous confidence band for the error distribution function in nonparametric regression
• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
• On the smoothed bootstrap
• The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
• Asymptotic deviations between perturbed empirical and quantile processes
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Fourier methods for smooth distribution function estimation
• Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
• A new class of boundary kernels for distribution function estimation
• A note on the universal consistency of the kernel distribution function estimator
• Rates of convergence for the distance between distribution function estimators
• Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling
• Smooth estimate of quantiles under association
• A modified functional delta method and its application to the estimation of risk functionals
• Improved density and distribution function estimation
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
• Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
• The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
• Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
• Kernel type smoothed quantile estimation under long memory
• Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
• Perturbed empirical distribution functions and quantiles under dependence
• A note on limit theorems for perturbed empirical processes
• Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
• Symmetric smoothed bootstrap methods for ranked set samples
• Estimating a mixing distribution in a multiple observation setting
• Deconvolution of cumulative distribution function with unknown noise distribution
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Rates of almost sure convergence of plug-in estimates for distortion risk measures
• Nonparametric recursive method for moment generating function kernel-type estimators
• A penalised bootstrap estimation procedure for the explained Gini coefficient
• Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
• The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling
• Edgeworth expansions for nonparametric distribution estimation with applications
• Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
• Quantile estimation via distribution fitting
• Statistical inference on the cumulative distribution function using judgment post stratification
• Nonparametric estimation of bivariate cumulative distribution function
• Chung--Smirnov property for perturbed empirical distribution functions
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• A note on quantile estimation for long-range dependent stochastic processes
• Central limit theorem for perturbed empirical distribution functions evaluated at a random point
• Kernel distribution function estimation under the Koziol-Green model
• Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
• On improving distribution function estimators which are not monotonic functions

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