Pages that link to "Item:Q1059950"
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The following pages link to Asymptotic normality of the kernel quantile estimator (Q1059950):
Displaying 49 items.
- Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
- A smooth nonparametric conditional quantile frontier estimator (Q291120) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Berry-Esseen bounds for the percentile residual life function estimators (Q491714) (← links)
- Relative deficiency of quantile estimators for left truncated and right censored data (Q643251) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- Nonparametric estimation of the threshold at an operating point on the ROC curve (Q961940) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- On the estimation of the quantile density function (Q1070705) (← links)
- On the asymptotic properties of a kernel type quantile estimator from censored samples (Q1085915) (← links)
- Some convergence results for kernel-type quantile estimators under censoring (Q1085916) (← links)
- A kernel-type estimator for generalized quantiles (Q1097604) (← links)
- An odd property of the sample median (Q1324559) (← links)
- Berry-Esséen rate in asymptotic normality for perturbed sample quantiles (Q1337188) (← links)
- Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- Estimation of a quantile in some nonstandard cases (Q1895439) (← links)
- A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators (Q1901673) (← links)
- The Bernstein polynomial estimator of a smooth quantile function (Q1903180) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Asymptotic theorems for kernel U-quantiles (Q1950833) (← links)
- Kernel estimators of the ROC curve are better than empirical. (Q1962199) (← links)
- On some smooth estimators of the quantile function for a stationary associated process (Q2047381) (← links)
- \(L^1\) properties of the Nadaraya quantile estimator (Q2082351) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Confident estimation for density of a biological population based on line transect sampling (Q2267277) (← links)
- Nonparametric quantile estimation using surrogate models and importance sampling (Q2303750) (← links)
- Tests for successive differences of quantiles (Q2343619) (← links)
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles (Q2365867) (← links)
- Efficiency of estimators for quantile differences with left truncated and right censored data (Q2374582) (← links)
- New non-parametric inferences for low-income proportions (Q2397336) (← links)
- Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation (Q2397987) (← links)
- Nonparametric tests for ordered quantiles (Q2423200) (← links)
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator (Q2435768) (← links)
- Kernel quantile estimator with ICI adaptive bandwidth selection technique (Q2452420) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- Estimation of probability characteristics by generalized Bernstein polynomials (Q2567731) (← links)
- Kernel estimation of multivariate cumulative distribution function (Q3548441) (← links)
- On the mean squared error of nonparametric quantile estimators under random right-censorship (Q3771408) (← links)
- Suavizacion no parametrica en fiabilidad (Q3804002) (← links)
- Quantile estimators and covering probabilities (Q4344669) (← links)
- Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289) (← links)
- Asymptotic analysis of estimators for C<sub><i>Np</i></sub>(<i>u</i>,<i>v</i>) based on quantile estimators (Q4470111) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- A kernel nonparametric quantile estimator for right-censored competing risks data (Q5036965) (← links)
- Smooth simultaneous confidence bands for cumulative distribution functions (Q5299884) (← links)
- Estimation of the quantile function using Bernstein–Durrmeyer polynomials (Q5419452) (← links)
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression (Q5863567) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
