Deconvolution of ℙ(X<Y) with unknown error distributions
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Publication:5095983
Cites work
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- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Estimation of p(y<x) in the gamma case
- Estimation of P[ \(Y < X ]\) for generalized exponential distribution
- scientific article; zbMATH DE number 1222626 (Why is no real title available?)
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- scientific article; zbMATH DE number 1924501 (Why is no real title available?)
- Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case
- Note on the inversion theorem
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
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Cited in
(4)- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Nonparametric estimation of \(\mathbb{P}(X<Y)\) from noisy data samples with non-standard error distributions
- Deconvolution of ℙ( X t < Y t ) for stationary processes with supersmooth error distributions
- Deconvolution of ℙ( X < Y ) from repeated data samples with unknown noise distributions
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