The following pages link to (Q4403582):
Displaying 36 items.
- Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model (Q419947) (← links)
- Kernel type smoothed quantile estimation under long memory (Q451365) (← 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)
- Estimating a mixing distribution in a multiple observation setting (Q750039) (← links)
- Smooth distribution function estimation for lifetime distributions using Szasz-Mirakyan operators (Q825066) (← links)
- Deconvolution of cumulative distribution function with unknown noise distribution (Q829579) (← links)
- Smooth simultaneous confidence band for the error distribution function in nonparametric regression (Q829738) (← links)
- A note on the universal consistency of the kernel distribution function estimator (Q988117) (← links)
- Central limit theorem for perturbed empirical distribution functions evaluated at a random point (Q1077112) (← links)
- Rates of convergence for the distance between distribution function estimators (Q1083146) (← links)
- On improving distribution function estimators which are not monotonic functions (Q1085544) (← links)
- Asymptotic properties of perturbed empirical distribution functions evaluated at a random point (Q1100824) (← links)
- Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
- Asymptotic deviations between perturbed empirical and quantile processes (Q1200625) (← links)
- Chung--Smirnov property for perturbed empirical distribution functions (Q1209460) (← links)
- Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables (Q1337953) (← links)
- Edgeworth expansions for nonparametric distribution estimation with applications (Q1378797) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- Kernel distribution function estimation under the Koziol-Green model (Q1577324) (← links)
- Glivenko-Cantelli theorem for the kernel error distribution estimator in the first-order autoregressive model (Q1642436) (← links)
- A note on limit theorems for perturbed empirical processes (Q1825502) (← links)
- Perturbed empirical distribution functions and quantiles under dependence (Q1900324) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Fast multivariate empirical cumulative distribution function with connection to kernel density estimation (Q2242044) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- Improved density and distribution function estimation (Q2326987) (← links)
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles (Q2365867) (← links)
- Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation (Q2397987) (← links)
- Fourier methods for smooth distribution function estimation (Q2444403) (← links)
- A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves (Q2633968) (← links)
- Nonparametric recursive method for moment generating function kernel-type estimators (Q2667626) (← links)
- Quantile estimation via distribution fitting (Q5237138) (← links)
- A penalised bootstrap estimation procedure for the explained Gini coefficient (Q6200878) (← links)
