Relative deficiency of kernel type estimators of quantiles
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Cited in
(59)- Smoothing Quantile Regressions
- Asymptotic analysis of estimators for CNp(u,v) based on quantile estimators
- Wasserstein Regression
- Edgeworth expansion for the kernel quantile estimator
- On pointwise laws of iterated logarithm for estimators of certain conditional functionals
- On the asymptotic properties of a kernel type quantile estimator from censored samples
- A kernel-type estimator for generalized quantiles
- Estimating the direction in which a data set is most interesting
- Smooth estimation of circular cumulative distribution functions and quantiles
- Adjusted empirical likelihood method for quantiles
- The performance of kernel density functions in kernel distribution function estimation
- Estimating the quantile function by Bernstein polynomials
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
- Kernel quantile estimator with ICI adaptive bandwidth selection technique
- Wasserstein gradients for the temporal evolution of probability distributions
- Smooth estimate of quantiles under association
- Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
- Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
- Relative deficiency op kernel type estimators of quantiles based on right censored data
- Some convergence results for kernel-type quantile estimators under censoring
- L2 consistency of the kernel quantile estimator
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
- On the mean squared error of nonparametric quantile estimators under random right-censorship
- On the error term in bahadur's representation of an order statistic
- Asymptotic theorems for kernel U-quantiles
- Kernel type smoothed quantile estimation under long memory
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
- Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
- Estimation of a quantile in some nonstandard cases
- An investigation of quantile function estimators relative to quantile confidence interval coverage
- Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
- Moderate and large deviations for the smoothed estimate of sample quantiles
- Asymptotic equivalence of the harrell-davis median estimator and the sample median
- Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
- Estimation of a smooth quantile function under the proportional hazards model
- Improved confidence intervals for quantiles
- New bandwidth selection for kernel quantile estimators
- On some smooth estimators of the quantile function for a stationary associated process
- A general method for estimating standard errors
- Estimation of the quantile function of residual life time distribution
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
- On M-estimators and normal quantiles.
- A level crossing quantile estimation method
- Estimating densities, quantiles, quantile densities and density quantiles
- Berry-Esseen bounds for the percentile residual life function estimators
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Weak convergence of sequences of first passage processes and applications
- Kernel Quantile Estimators
- Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
- A New Family of Nonparametric Quantile Estimators
- Rank dynamics for functional data
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
- A pointwise Bayes-type estimator of the survival probability with censored data
- Suavizacion no parametrica en fiabilidad
- Quantile estimators and covering probabilities
- Piecewise Linear Continuous Estimators of the Quantile Function
- Smooth nonparametric estimation of the quantile function
- Functional density synchronization
- A smooth nonparametric quantile estimator for IFR distributions
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