The following pages link to Kernel Quantile Estimators (Q3485748):
Displaying 50 items.
- Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
- Quantile versions of the Lorenz curve (Q309552) (← links)
- Berry-Esseen bounds for the percentile residual life function estimators (Q491714) (← links)
- A fractional order statistic towards defining a smooth quantile function for discrete data (Q546098) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Relative deficiency of quantile estimators for left truncated and right censored data (Q643251) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- Recovery of a quantile function from moments (Q729882) (← links)
- New bandwidth selection for kernel quantile estimators (Q764427) (← links)
- Smooth nonparametric estimation of the quantile function (Q811052) (← links)
- Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data (Q868983) (← links)
- Functional density synchronization (Q901618) (← links)
- On quantile estimation by bootstrap (Q959238) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator (Q1174119) (← links)
- Estimating densities, quantiles, quantile densities and density quantiles (Q1260726) (← links)
- A semi-Bayesian method for nonparametric density estimation. (Q1285479) (← links)
- Some refinements of the quasi-quantiles (Q1359765) (← links)
- Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
- On robust estimation of effect size under semiparametric models (Q1362269) (← links)
- Smoothed jackknife empirical likelihood for the difference of two quantiles (Q1680799) (← links)
- A level crossing quantile estimation method (Q1807830) (← links)
- Bahadur representation of the kernel quantile estimator under truncated and censored data. (Q1864203) (← links)
- Adjusted empirical likelihood method for quantiles (Q1880990) (← 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)
- On some smooth estimators of the quantile function for a stationary associated process (Q2047381) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- Nonparametric quantile estimation using surrogate models and importance sampling (Q2303750) (← links)
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator (Q2435768) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Kernel quantile estimator with ICI adaptive bandwidth selection technique (Q2452420) (← links)
- VaR is subject to a significant positive bias (Q2483870) (← links)
- Sequential confidence bands for quantile densities under truncated and censored data (Q2508023) (← links)
- Estimation of probability characteristics by generalized Bernstein polynomials (Q2567731) (← links)
- Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
- A simple hermitian estimator of the quantile mjnction (Q2720138) (← links)
- An exact bootstrap approach towards modification of the Harrell–Davis quantile function estimator for censored data (Q3068119) (← links)
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- (Q3143781) (← links)
- Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring (Q3432307) (← links)
- A smooth nonparametric quantile estimator for IFR distributions (Q3432342) (← links)
- Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves (Q4667482) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
