Pages that link to "Item:Q4194271"
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The following pages link to Nonparametric Statistical Data Modeling (Q4194271):
Displayed 50 items.
- Testing exponentiality using mean residual quantile function (Q259681) (← links)
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
- Kullback-Leibler divergence: a quantile approach (Q273838) (← links)
- Quantile versions of the Lorenz curve (Q309552) (← links)
- Mini-workshop: Frontiers in quantile regression. Abstracts from the mini-workshop held November 25 -- December 1, 2012. (Q343368) (← links)
- Quantile based entropy function (Q426680) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Two-sample location-scale estimation from semiparametric random censorship models (Q458627) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Berry-Esseen bounds for the percentile residual life function estimators (Q491714) (← links)
- Kumaraswamy's distribution: a beta-type distribution with some tractability advantages (Q537351) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- Comparing estimation methods for the FPLD (Q609697) (← links)
- Relative deficiency of quantile estimators for left truncated and right censored data (Q643251) (← links)
- Measuring the stability of histogram appearance when the anchor position is changed (Q673284) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- Histogram-kernel error and its application for bin width selection in histograms (Q692697) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- Regression based principal component analysis for sparse functional data with applications to screening growth paths (Q746647) (← links)
- New bandwidth selection for kernel quantile estimators (Q764427) (← links)
- Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
- How noise affects effort in tournaments (Q785535) (← links)
- Estimating the quantile function of a location-scale family of distributions based on few selected order statistics (Q789845) (← links)
- Weighted \(L^ 2\) quantile distance estimators for randomly censored data (Q793459) (← links)
- Functional limit theorems for inverse bootstrap processes of sample quantiles (Q808578) (← links)
- Quantile process for left truncated and right censored data (Q816589) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Optimization of the quantile function on the basis of kernel estimates (Q885833) (← links)
- Functional density synchronization (Q901618) (← links)
- A characterization of the distribution function: the dispersion function (Q916230) (← links)
- The outlier behaviour of probability distributions (Q918069) (← links)
- United statistics, confidence quantiles, Bayesian statistics (Q928911) (← links)
- Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
- Trimmed sums of long range dependent moving averages (Q951214) (← links)
- GS-distributions: a new family of distributions for continuous unimodal variables (Q959362) (← links)
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- A quantile based test for comparing cumulative incidence functions of competing risks models (Q968478) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Quantile pyramids for Bayesian nonparametrics (Q1002150) (← links)
- On a simple measure of dominance (Q1007491) (← links)
- Estimation of quantile mixtures via L-moments and trimmed L-moments (Q1010436) (← links)
- Some properties of the generalized TTT transform (Q1015865) (← links)
- Choquet integrals as projection operators for quantified tomographic reconstruction (Q1037856) (← links)
- Quasi-continuous histograms (Q1040926) (← links)
- Subset selection of superior populations when the number of populations is large (Q1067712) (← links)
- Cramér-von Mises statistics based on the sample quantile function and estimated parameters (Q1069225) (← links)
- On the estimation of the quantile density function (Q1070705) (← links)