Pages that link to "Item:Q1781168"

The following pages link to Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168):

Displaying 15 items.

• Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
• Fractional order statistic approximation for nonparametric conditional quantile inference (Q503574) (← links)
• Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
• Confidence intervals for survival quantiles in the Cox regression model (Q878289) (← links)
• Application of the bootstrap method for estimation of the quantile function (Q927585) (← links)
• Predicting a cyclic Poisson process (Q1925989) (← links)
• The fast iterated bootstrap (Q2227056) (← links)
• Improved nonparametric tolerance intervals based on interpolated and extrapolated order statistics (Q2934384) (← links)
• An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage (Q3462356) (← links)
• Iterated Bootstrap‐<i>t</i> Confidence Intervals for Density Functions (Q3608269) (← links)
• Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
• Composite empirical likelihood for multisample clustered data (Q5012335) (← links)
• A kernel nonparametric quantile estimator for right-censored competing risks data (Q5036965) (← links)
• Quantile estimation for discrete data via empirical likelihood (Q5189272) (← links)
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)