The generalized sigmoidal quantile function
From MaRDI portal
Cites work
- A composite quantile function estimator with applications in bootstrapping
- A new distribution-free quantile estimator
- A simple hermitian estimator of the quantile mjnction
- A smoothing principle for the Huber and other location M-estimators
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Approximation Theorems of Mathematical Statistics
- Asymmetric Least Squares Estimation and Testing
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
- ChangePPplot and continous sample quantile function
- Estimation of quantiles in certain nonparametric models
- Expectiles and M-quantiles are quantiles
- Fractional Order Statistics, with Applications
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1085984 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- Kernel Quantile Estimators
- Note on the spatial quantile of a random vector
- Relating quantiles and expectiles under weighted-symmetry
- Smoothing methods for convex inequalities and linear complementarity problems
- The Bernstein polynomial estimator of a smooth quantile function
- The Exact Bootstrap Mean and Variance of an L-estimator
- The jackknife and bootstrap
This page was built for publication: The generalized sigmoidal quantile function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6552982)
