Pages that link to "Item:Q4115930"
From MaRDI portal
The following pages link to ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1 (Q4115930):
Displaying 12 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Testing for structural change in regression quantiles (Q295711) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Asymptotic normality of Powell's kernel estimator (Q421405) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- On the estimation of the quantile density function (Q1070705) (← links)
- A kernel-type estimator for generalized quantiles (Q1097604) (← links)
- Asymptotically efficient estimation of the sparsity function at a point (Q1098516) (← links)
- A Berry-Esseen-type theorem of quantile density estimators (Q1273033) (← links)
- Unified estimators of smooth quantile and quantile density functions (Q1361682) (← links)
- Selecting the Best Alternative Based on Its Quantile (Q4995094) (← links)
