Pages that link to "Item:Q3956239"

The following pages link to A new distribution-free quantile estimator (Q3956239):

Displaying 50 items.

• Beta kernel estimators for density functions (Q134279) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
• A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
• A fractional order statistic towards defining a smooth quantile function for discrete data (Q546098) (← links)
• Recovery of a quantile function from moments (Q729882) (← links)
• Smooth nonparametric estimation of the quantile function (Q811052) (← links)
• A simple more general boxplot method for identifying outliers (Q956998) (← links)
• Pairwise comparisons of dependent groups based on medians (Q959382) (← links)
• Nonparametric estimation of the threshold at an operating point on the ROC curve (Q961940) (← links)
• Comparing medians (Q1010541) (← links)
• Estimating allocations for value-at-risk portfolio optimization (Q1028529) (← links)
• A quantile-based approach to system selection (Q1041001) (← links)
• Estimating the quantile function by Bernstein polynomials (Q1091701) (← links)
• Subsampling quantile estimator majorization inequalities (Q1324574) (← links)
• Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
• Resistant outlier rules and the non-Gaussian case. (Q1575207) (← links)
• Resampling-based simultaneous confidence intervals for location shift using medians (Q1622032) (← links)
• Recovery of quantile and quantile density function using the frequency moments (Q1644184) (← links)
• Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
• An improved method for comparing variances when distributions have non-identical shapes (Q1896178) (← links)
• The Bernstein polynomial estimator of a smooth quantile function (Q1903180) (← links)
• Stochastic dominance based comparison for system selection (Q1926783) (← links)
• Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
• Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions (Q2008615) (← links)
• On some smooth estimators of the quantile function for a stationary associated process (Q2047381) (← links)
• Nonparametric estimation of the measure of functional dependence (Q2142917) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• VaR is subject to a significant positive bias (Q2483870) (← links)
• Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
• Double-stage discretization approaches for biomarker-based bladder cancer survival modeling (Q2665187) (← links)
• ROC curve estimation based on local smoothing (Q2774410) (← links)
• A low-end quantile estimator from a right-skewed distribution (Q2815968) (← 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)
• Small-Sample Quantile Estimators in a Large Nonparametric Model (Q3424155) (← links)
• Some Results on Comparing the Quantiles of Dependent Groups (Q3424295) (← links)
• Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring (Q3432307) (← links)
• A smooth nonparametric quantile estimator for IFR distributions (Q3432342) (← links)
• An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage (Q3462356) (← links)
• Extension of the harrell-davis quantile estimator to finite populations (Q3473115) (← links)
• Detection of symmetry or lack of 11 and applications (Q3473194) (← links)
• Confidence intervals for prediction intervals (Q3592566) (← links)
• Optimal Nonparametric Quantile Estimators. Towards a General Theory. A Survey (Q3631427) (← links)
• Quantile interval estimation (Q3678476) (← links)
• Asymptotic equivalence of the harrell-davis median estimator and the sample median (Q3711487) (← links)
• Estimating percentage points by simulation (Q3745063) (← links)
• Estimation and Testing of Hypotheses about the Quantile Function of the Normal Distribution (Q3779583) (← links)
• O-statistics and their applications (Q3783375) (← links)
• Improved distribution quantile estimation (Q3802408) (← links)