scientific article; zbMATH DE number 3436465
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Publication:4403582
zbMATH Open0277.62032MaRDI QIDQ4403582FDOQ4403582
Authors: Hajime Yamato
Publication date: 1973
Title of this publication is not available (Why is that?)
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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