scientific article; zbMATH DE number 3436465

Cited in

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Nonparametric recursive method for moment generating function kernel-type estimators
Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling
Rates of almost sure convergence of plug-in estimates for distortion risk measures
Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
On improving distribution function estimators which are not monotonic functions
Chung--Smirnov property for perturbed empirical distribution functions
A note on the universal consistency of the kernel distribution function estimator
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
On the smoothed bootstrap
Smooth simultaneous confidence band for the error distribution function in nonparametric regression
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
Estimating a mixing distribution in a multiple observation setting
Smooth estimate of quantiles under association
The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
Kernel distribution function estimation under the Koziol-Green model
Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
A penalised bootstrap estimation procedure for the explained Gini coefficient
Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators
The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation
The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
A new class of boundary kernels for distribution function estimation
Deconvolution of cumulative distribution function with unknown noise distribution
Asymptotic deviations between perturbed empirical and quantile processes
A note on quantile estimation for long-range dependent stochastic processes
A note on limit theorems for perturbed empirical processes
Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function
Rates of convergence for the distance between distribution function estimators
Edgeworth expansions for nonparametric distribution estimation with applications
scientific article; zbMATH DE number 7604850 (Why is no real title available?)
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
Fourier methods for smooth distribution function estimation
Perturbed empirical distribution functions and quantiles under dependence
A modified functional delta method and its application to the estimation of risk functionals
Uniform strong estimation under \(\alpha\)-mixing, with rates
Quantile estimation via distribution fitting
Improved density and distribution function estimation
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Symmetric smoothed bootstrap methods for ranked set samples
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
Kernel type smoothed quantile estimation under long memory
Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
Statistical inference on the cumulative distribution function using judgment post stratification
Nonparametric estimation of bivariate cumulative distribution function

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