On some non parametric estimators of the quantile density function for a stationary associated process

DOI10.1080/03610926.2023.2222922MaRDI QIDQ6579730zbMATH OpenFDO

Authors Y. P. Chaubey, Isha Dewan, Jun Li

Publication date 26 July 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 572279 (Why is no real title available?)
• A Kernel-Type Estimator of a Quantile Function From Right-Censored Data
• A Smooth Nonparametric Estimator of a Quantile Function
• A general method of density estimation for associated random variables
• A generalized reflection method of boundary correction in kernel density estimation
• A new distribution-free quantile estimator
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• Associated sequences and related inference problems.
• Associated sequences, demimartingales and nonparametric inference.
• Association of Random Variables, with Applications
• Asymptotic normality of the kernel estimate of a probability density function under association
• Estimating densities, quantiles, quantile densities and density quantiles
• Estimation of the reciprocal of the density quantile function at a point
• Kernel-type density and failure rate estimation for associated sequences
• Nonparametric Statistical Data Modeling
• Nonparametric estimation of quantile density function
• On some smooth estimators of the quantile function for a stationary associated process
• On the estimation of the quantile density function
• Robust Likelihood Cross-Validation for Kernel Density Estimation
• Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
• Unified estimators of smooth quantile and quantile density functions
• Uniform consistency of generalized kernel estimators of quantile density
• WHICH PART OF THE SAMPLE CONTAINS THE INFORMATION?

Cited in

(1)

• Nonparametric estimation of private value distributions in first-price auctions: evaluating quantile density function approaches

This page was built for publication: On some non parametric estimators of the quantile density function for a stationary associated process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579730)