Nonparametric estimation and inference about the overlap of two distributions
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Cites work
- scientific article; zbMATH DE number 3161620 (Why is no real title available?)
- scientific article; zbMATH DE number 3870398 (Why is no real title available?)
- scientific article; zbMATH DE number 4211160 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A nonparametric measure of the overlapping coefficient.
- A plug-in approach to support estimation
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Asymptotic bounds for the expected \(L^ 1\) error of a multivariate kernel density estimator
- Asymptotic normality of plug-in level set estimates
- Beta kernel estimators for density functions
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Estimating Outcome Distributions for Compliers in Instrumental Variables Models
- Estimation When a Parameter is on a Boundary
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Estimation of non-sharp support boundaries
- How to get central limit theorems for global errors of estimates.
- Hybrid and Size-Corrected Subsampling Methods
- Majorization, exponential inequalities and almost sure behavior of vector-valued random variables
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
- On Deviations between Theoretical and Empirical Distributions
- On a majorization inequality for sums of independent random vectors
- On estimating the endpoint of a distribution
- On the Measurement of Polarization
- On the asymptotic normality of \(L_ p\)-norms of empirical functionals
- On the maximal deviation of the kernel regression function estimate
- Polarization: Concepts, Measurement, Estimation
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Speeds of convergence and asymptotic expansions in the central limit theorem: A treatment by operators
- Statistical Size Distributions in Economics and Actuarial Sciences
- The \(L_1\)-norm density estimator process
- Toward an empirical analysis of polarization
Cited in
(17)- Institutions and economic outcomes: a dominance-based analysis
- Stratification: Measuring and Inference
- Parametric methods for confidence interval estimation of overlap coefficients
- Measuring the progress of equality of educational opportunity in absence of cardinal comparability
- An Efficient Method to Determine the Degree of Overlap of Two Multivariate Distributions
- Tests of stochastic monotonicity with improved power
- Polarization of forecast densities: a new approach to time series classification
- Economic distance and overlapping of distributions
- Testing functional inequalities
- Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
- Nonparametric estimation of the coefficient of overlapping-theory and empirical application
- Testing the equality of two double-parameter exponential distributions via overlap coefficient
- Evidence of convergence clubs using mixture models
- Bayesian nonparametric inference for the overlap coefficient: with an application to disease diagnosis
- At the roots of Gini's transvariation: extracts from ``Il concetto di transvariazione e le sue prime applicazioni
- Similarity, dissimilarity and exceptionality: generalizing Gini's transvariation to measure ``differentness in many distributions
- Testing for a general class of functional inequalities
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