On a Simple Estimate of the Reciprocal of the Density Function

Cited in

(48)

Partial Sequential Tests for Generalized Behrens-Fisher Problem
Asymptotically efficient estimation of the sparsity function at a point
On pointwise nonparametric estimation of a density function
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
Limit theorems for nonparametric sample entropy estimators
An asymptotic analysis of the bootstrap bias correction for the empirical CTE
Rank-based analysis of repeated measures block designs
Rank-based analysis of repeated measures block designs
Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
A simple ordered data estimator for inverse density weighted expectations
A note on coverage error of bootstrap confidence intervals for quantiles
A comparison of semiparametric estimators for the ordered response model
Edgeworth expansions for studentized and prepivoted sample quantiles
A kernel-type estimator for generalized quantiles
On using the jackknife to estimate quantile variance
Estimation of the reciprocal of the density quantile function at a point
RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION
Unified estimators of smooth quantile and quantile density functions
Approximate distribution of the maximum deviation of histograms
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles
Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates
A plug-in bandwidth selector for nonparametric quantile regression
Distribution-free test for symmetry based on Bonferroni's measure
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Distribution-free confidence intervals for the standardized median
Exact convergence rate of bootstrap quantile variance estimator
Hermitian quantile curves as statistical plots
Multiple comparisons with a control in repeated measures incomplete block designs using \(R\)-estimators
A rank-based analysis of one-way repeated measures designs with a changing covariate
Large sample properties of Jaeckel's adaptive trimmed mean
Uniform consistency of generalized kernel estimators of quantile density
Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
A smoothed bootstrap estimator for a Studentized sample quantile
A distribution-free approach for selecting better treatment through an ethical allocation
Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
Nonparametric estimates of the nuisance parameter in the lad tests
Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
Selecting the best alternative based on its quantile
On the estimation of the quantile density function
Robust firm pricing with panel data
New methods for bias correction at endpoints and boundaries
A Tutorial on Quantile Estimation via Monte Carlo
On the dispersion of multivariate median
Inference for quantile measures of skewness
Analysis of repeated measures incomplete block designs using \(R\)- estimators
Robust analysis of two-way models with repeated measures on both factors
A Berry-Esseen-type theorem of quantile density estimators

This page was built for publication: On a Simple Estimate of the Reciprocal of the Density Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5657539)