On a Simple Estimate of the Reciprocal of the Density Function

Cited in

(48)

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

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