Some New Estimates for Distribution Functions

Cited in

(only showing first 100 items - show all)

Smoothing Quantile Regressions
scientific article; zbMATH DE number 7578252 (Why is no real title available?)
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
A smoothing stochastic algorithm for quantile estimation
Families of smooth confidence bands for the survival function under the general random censorship model
A bootstrap version of the residual-based smooth empirical distribution function
Central limit theorems for S-Gini and Theil inequality coefficients
scientific article; zbMATH DE number 7578273 (Why is no real title available?)
scientific article; zbMATH DE number 7604850 (Why is no real title available?)
Two new nonparametric kernel distribution estimators based on a transformation of the data
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Estimating smooth distribution function in the presence of heteroscedastic measurement errors
Improved double kernel local linear quantile regression
Smooth estimation of circular cumulative distribution functions and quantiles
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
On the smoothed bootstrap
Kernel Survival Function Estimation Based on Doubly Censored Data
Asymptotic deviations between perturbed empirical and quantile processes
The length of the receiver operating characteristic curve and the two cutoff Youden index within a robust framework for discovery, evaluation, and cutoff estimation in biomarker studies involving improper receiver operating characteristic curves
On the properties of Hermite series based distribution function estimators
Nonparametric estimation of distribution functions
A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
On convergence rates for quadratic errors in kernel hazard estimation
Semiparametric estimation of the covariate-specific ROC curve in presence of ignorable verification bias
Fourier methods for smooth distribution function estimation
Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
Boundary-free estimators of the mean residual life function for data on general interval
The stochastic approximation method for estimation of a distribution function
A new class of boundary kernels for distribution function estimation
Weak convergence for smooth estimator of a distribution function under negative association
A note on the universal consistency of the kernel distribution function estimator
Concentration inequalities for two-sample rank processes with application to bipartite ranking
Rates of convergence for the distance between distribution function estimators
A continuous estimator of a distribution function that reproduces the empirical moments
The Kernel distribution estimator of functions of random variables
Non-parametric estimation of conditional quantiles
On smooth estimation of mean residual life
A bias reducing technique in kernel distribution function estimation
On distribution function estimation with partially rank-ordered set samples: estimating mercury level in fish using length frequency data
Smooth estimate of quantiles under association
Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
A smooth nonparametric conditional quantile frontier estimator
Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling
Learning to rank anomalies: scalar performance criteria and maximization of rank statistics
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
Improved density and distribution function estimation
A smooth nonparametric quantile estimator from right-censored data
Bayesian empirical likelihood methods for quantile comparisons
Improved distribution quantile estimation
On large deviations of smoothed Kolmogorov-Smirnov's statistics
Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data
Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
Unconditional Quantile Regression for Streaming Datasets
Kernel estimators of the ROC curve are better than empirical.
Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
Smooth estimators of distribution and density functions
Bootstrap of reliability indicators for semi-Markov processes
Comparing diagnostic tests from ROC curve
Kernel type smoothed quantile estimation under long memory
Non-parametric \(k\)-sample tests: density functions vs distribution functions
Combining multiple biomarkers linearly to maximize the partial area under the ROC curve
Perturbed empirical distribution functions and quantiles under dependence
Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
Asymmetric kernels for boundary modification in distribution function estimation
A product‐limit estimator of the conditional survival function when cure status is partially known
Inference via kernel smoothing of bootstrap \(P\) values
On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
A nonparametric model for high-frequency energy prices
Moderate and large deviations for the smoothed estimate of sample quantiles
Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
On kernel-based estimation of distribution function and its quantiles based on ranked set sampling
On estimation of survival function under random censoring model
Robust estimation of distribution functions and quantiles with non-ignorable missing data
Extropy based inaccuracy measure in order statistics
Smoothing parameter selection for smooth distribution functions
Integrated-Quantile-Based Estimation for First-Price Auction Models
A novel nonparametric time-dependent precision-recall curve estimator for right-censored survival data
Nonparametric construction of probability maps under local stationarity
Smoothed time-dependent receiver operating characteristic curve for right censored survival data
Bootstrap variance estimation for Nadaraya quantile estimator
Deconvolution of cumulative distribution function with unknown noise distribution
Smooth bootstrapping of copula functionals
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
Conditional mode: an approach via smoothed quantile regression
Nonparametric estimates of distribution functions
Plug-in bandwidth selection rules for the kernel quantile estimator
Nonparametric estimator for mean residual life and vitality function
Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
General weighted cumulative residual (past) extropy of minimum (maximum) ranked set sampling with unequal samples
CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
Distribution function estimation by constrained polynomial spline regression
Edgeworth expansions for nonparametric distribution estimation with applications
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
Information measures of kernel estimation
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
The extended Glivenko-Cantelli property for kernel-smoothed estimator of the cumulative distribution function in the length-biased sampling

This page was built for publication: Some New Estimates for Distribution Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5531533)