The following pages link to (Q4787684):
Displaying 14 items.
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Relative deficiency of quantile estimators for left truncated and right censored data (Q643251) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Local linear smoothing of receiver operating characteristic (ROC) curves (Q1416477) (← links)
- Polygonal smoothing of the empirical distribution function (Q1656844) (← links)
- Nonparametric smooth estimation of the expected inactivity time function (Q1937203) (← links)
- Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function (Q2155001) (← links)
- Local polynomial smoothing based on the Kaplan-Meier estimate (Q2156820) (← links)
- Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods (Q2252762) (← links)
- Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation (Q2397987) (← links)
- \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator (Q2435768) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Nonparametric estimation of value-at-risk (Q5123417) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
