Some New Estimates for Distribution Functions

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Inference via kernel smoothing of bootstrap \(P\) values
Central limit theorem for perturbed empirical distribution functions evaluated at a random point
Rates of convergence for the distance between distribution function estimators
On improving distribution function estimators which are not monotonic functions
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
A smooth nonparametric quantile estimator from right-censored data
Non-parametric estimation of conditional quantiles
A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
Nonparametric estimation of distribution functions
A remainder estimate for the normal approximation of perturbed sample quantiles
Asymptotic deviations between perturbed empirical and quantile processes
Chung--Smirnov property for perturbed empirical distribution functions
Estimating densities, quantiles, quantile densities and density quantiles
On smooth estimation of mean residual life
Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables
Families of smooth confidence bands for the survival function under the general random censorship model
Edgeworth expansions for nonparametric distribution estimation with applications
Smooth estimate of quantiles under association
Nonparametric estimator for mean residual life and vitality function
Kernel distribution function estimation under the Koziol-Green model
On convergence rates for quadratic errors in kernel hazard estimation
Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
Moderate and large deviations for the smoothed estimate of sample quantiles
Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes
Bayesian empirical likelihood methods for quantile comparisons
The selection of the number of terms in an orthogonal series cumulative function estimator
On large deviations of smoothed Kolmogorov-Smirnov's statistics
Adjusted empirical likelihood estimation of distribution function and quantile with nonignorable missing data
Perturbed empirical distribution functions and quantiles under dependence
Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
Kernel estimators of the ROC curve are better than empirical.
On the smoothed bootstrap
On the properties of Hermite series based distribution function estimators
Smooth bootstrapping of copula functionals
Concentration inequalities for two-sample rank processes with application to bipartite ranking
The stochastic approximation method for estimation of a distribution function
Fuzzy nonparametric estimation of capability index \( C _{pk}\)
Pairwise local Fisher and naive Bayes: improving two standard discriminants
Improved density and distribution function estimation
Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
Smoothing parameter selection for smooth distribution functions
Fourier methods for smooth distribution function estimation
Estimating smooth distribution function in the presence of heteroscedastic measurement errors
A bias reducing technique in kernel distribution function estimation
Confidence bands for ROC curves
On estimation of survival function under random censoring model
A note on estimating cumulative distribution functions by the use of convolution power kernels
Smooth estimators of distribution and density functions
Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
Robust estimation of distribution functions and quantiles with non-ignorable missing data
A smooth nonparametric conditional quantile frontier estimator
On distribution function estimation with partially rank-ordered set samples: estimating mercury level in fish using length frequency data
An approximation procedure of quantiles using an estimation of kernel method for quality control
Semiparametric estimation of the covariate-specific ROC curve in presence of ignorable verification bias
Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations
Smooth estimation of circular cumulative distribution functions and quantiles
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
Nonparametric estimates of distribution functions
Asymmetric kernels for boundary modification in distribution function estimation
Kernel Survival Function Estimation Based on Doubly Censored Data
Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring
A smooth nonparametric quantile estimator for IFR distributions
Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
A bootstrap version of the residual-based smooth empirical distribution function
Distribution function estimation by constrained polynomial spline regression
Reducing the mean squared error of quantile-based estimators by smoothing
CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
Improved distribution quantile estimation
Berry-esseen bounds for smooth estimator of a distribution function under association
A smoothing stochastic algorithm for quantile estimation
Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
Weak convergence for smooth estimator of a distribution function under negative association
A continuous estimator of a distribution function that reproduces the empirical moments
On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
Multistage plug—in bandwidth selection for kernel distribution function estimates
Kernel type smoothed quantile estimation under long memory
Nonparametric reliability modeling for parallel systems
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Improved double kernel local linear quantile regression
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Estimating the inverse distribution function at the boundary
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation
A new class of boundary kernels for distribution function estimation
Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes
Comparing diagnostic tests from ROC curve
Central limit theorems for S-Gini and Theil inequality coefficients
scientific article; zbMATH DE number 7578252 (Why is no real title available?)
scientific article; zbMATH DE number 7578264 (Why is no real title available?)
scientific article; zbMATH DE number 7578273 (Why is no real title available?)
Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
Quantile estimation via distribution fitting
Asymptotic behaviour of multistage plug-in bandwidth selections for kernel distribution function estimators
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator
A general and fast convergent bandwidth selection method of kernel estimator
A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data

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