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Efficient nonparametric estimation of a distribution function

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  • Modarres, Reza

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  • Modarres, Reza, 2002. "Efficient nonparametric estimation of a distribution function," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 75-95, March.
    • Handle: RePEc:eee:csdana:v:39:y:2002:i:1:p:75-95
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    References listed on IDEAS

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    1. P. Rothery, 1982. "The Use of Control Variates in Monte Carlo Estimation of Power," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 125-129, June.
    2. Timothy C. Hesterberg & Barry L. Nelson, 1998. "Control Variates for Probability and Quantile Estimation," Management Science, INFORMS, vol. 44(9), pages 1295-1312, September.
    3. Ocana, Jordi & Vegas, Esteban, 1995. "Variance reduction for Bernoulli response variables in simulation," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 631-640, June.
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    Cited by:

    1. Modarres, Reza, 2003. "Estimation of a bivariate symmetric distribution function," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 25-34, May.
    2. Behboodian, Javad & Modarres, Reza, 2013. "On a characterization theorem of symmetry about a point," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2057-2059.
    3. Thomakos, Dimitrios D. & Wang, Tao, 2010. "'Optimal' probabilistic and directional predictions of financial returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 102-119, January.

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