Pages that link to "Item:Q907096"
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The following pages link to Asymptotic properties of sample quantiles of discrete distributions (Q907096):
Displaying 17 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- A differential equation for a class of discrete lifetime distributions with an application in reliability (Q496954) (← links)
- Median-based estimation of the intensity of a spatial point process (Q520559) (← links)
- A fractional order statistic towards defining a smooth quantile function for discrete data (Q546098) (← links)
- Moderate and large deviations for the smoothed estimate of sample quantiles (Q1657911) (← links)
- A streaming algorithm for bivariate empirical copulas (Q1738002) (← links)
- Optimal robust estimators for families of distributions on the integers (Q2062381) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Superresolution from a Single Noisy Image by the Median Filter Transform (Q2797773) (← links)
- Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes (Q3304840) (← links)
- Space‐efficient estimation of empirical tail dependence coefficients for bivariate data streams (Q4970307) (← links)
- Tukey Depths and Hamilton--Jacobi Differential Equations (Q5075722) (← links)
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics (Q5119633) (← links)
- On median and quartile sets of ordered random variables (Q5121562) (← links)
- A new and intuitive test for zero modification (Q5142246) (← links)
- Specification testing with estimated variables (Q5860990) (← links)
- Matching a discrete distribution by Poisson matching quantiles estimation (Q6662614) (← links)