The Asymptotic Inadmissibility of the Sample Distribution Function
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Cited in
(14)- Polygonal smoothing of the empirical distribution function
- On estimating distribution functions using Bernstein polynomials
- Wasserstein gradients for the temporal evolution of probability distributions
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
- A note on estimating cumulative distribution functions by the use of convolution power kernels
- Minimum risk invariant estimators of a continuous cumulative distribution function
- Minimax Prediction of the Empirical Distribution Function
- Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
- Kernel type smoothed quantile estimation under long memory
- Wasserstein Regression
- Yosida approximations of the cumulative distribution function and applications in survival analysis
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
- Minimax estimation of a cumulative distribution function by converting to a parametric problem
- Methodology for the invariant estimation of a continuous distribution function
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