Some New Estimates for Distribution Functions

Cited in

(only showing first 100 items - show all)

Estimating densities, quantiles, quantile densities and density quantiles
Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
Weak convergence of sequences of first passage processes and applications
Reducing the mean squared error of quantile-based estimators by smoothing
Quantile estimation via distribution fitting
A note on estimating cumulative distribution functions by the use of convolution power kernels
Confidence bands for ROC curves
Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
A remainder estimate for the normal approximation of perturbed sample quantiles
Kernel estimators of Markov renewal and semi-Markov transition functions of semi-Markov systems
Berry-esseen bounds for smooth estimator of a distribution function under association
Fuzzy nonparametric estimation of capability index \( C _{pk}\)
Nonparametric reliability modeling for parallel systems
Nonparametric Estimation of Distribution Functions of Nonstandard Mixtures
Chung--Smirnov property for perturbed empirical distribution functions
scientific article; zbMATH DE number 7829050 (Why is no real title available?)
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
An approximation procedure of quantiles using an estimation of kernel method for quality control
Pairwise local Fisher and naive Bayes: improving two standard discriminants
Statistical inference on the cumulative distribution function using judgment post stratification
The selection of the number of terms in an orthogonal series cumulative function estimator
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Empirical likelihood for quantiles under strong mixing high-frequency data
scientific article; zbMATH DE number 7578264 (Why is no real title available?)
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
Kernel distribution function estimation under the Koziol-Green model
Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
Multistage plug—in bandwidth selection for kernel distribution function estimates
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
On improving distribution function estimators which are not monotonic functions
A general and fast convergent bandwidth selection method of kernel estimator
Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations
A smooth nonparametric quantile estimator for IFR distributions
On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation
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

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)