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Estimating densities, quantiles, quantile densities and density quantiles

Citations

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Cited by:

  1. Chesneau, Christophe & Dewan, Isha & Doosti, Hassan, 2016. "Nonparametric estimation of a quantile density function by wavelet methods," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 161-174.
  2. Yao Luo & Yuanyuan Wan, 2018. "Integrated-Quantile-Based Estimation for First-Price Auction Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 173-180, January.
  3. Willem Albers, 1995. "A two-stage rank test using density estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 675-691, December.
  4. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
  5. Yogendra P. Chaubey & Isha Dewan & Jun Li, 2021. "On Some Smooth Estimators of the Quantile Function for a Stationary Associated Process," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 114-139, May.
  6. P.G. Sankaran & N.N. Midhu, 2017. "Nonparametric estimation of mean residual quantile function under right censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(10), pages 1856-1874, July.
  7. George E. Halkos & Michael L. Polemis, 2019. "The impact of market structure on environmental efficiency in the United States: A quantile approach," Business Strategy and the Environment, Wiley Blackwell, vol. 28(1), pages 127-142, January.
  8. Pitselis, Georgios, 2016. "Credible risk measures with applications in actuarial sciences and finance," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 373-386.
  9. Dilanka S. Dedduwakumara & Luke A. Prendergast & Robert G. Staudte, 2021. "Some confidence intervals and insights for the proportion below the relative poverty line," SN Business & Economics, Springer, vol. 1(10), pages 1-22, October.
  10. Ryan Janicki & Tucker S. McElroy, 2016. "Hermite expansion and estimation of monotonic transformations of Gaussian data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 207-234, March.
  11. Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin, 2019. "Forecasting of density functions with an application to cross-sectional and intraday returns," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1304-1317.
  12. de Bruin, R. & Salome, D. & Schaafsma, W., 1999. "A semi-Bayesian method for nonparametric density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 19-30, March.
  13. Chaitra H. Nagaraja & Haikady N. Nagaraja, 2020. "Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles," International Statistical Review, International Statistical Institute, vol. 88(1), pages 75-100, April.
  14. Pooja Soni & Isha Dewan & Kanchan Jain, 2019. "Nonparametric tests for ordered quantiles," Statistical Papers, Springer, vol. 60(3), pages 963-981, June.
  15. Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015. "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers 2015-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  16. Zhang, Yu Yvette, 2022. "Nonparametric estimation of first price auctions via density–quantile function," Economics Letters, Elsevier, vol. 216(C).
  17. Amel, Azzi & Ali, Laksaci & Elias, Ould Saïd, 2022. "On the robustification of the kernel estimator of the functional modal regression," Statistics & Probability Letters, Elsevier, vol. 181(C).
  18. Brinja Meiseberg, 2014. "Trust the artist versus trust the tale: performance implications of talent and self-marketing in folk music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 38(1), pages 9-42, February.
  19. Zhang, Zhen & Müller, Hans-Georg, 2011. "Functional density synchronization," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2234-2249, July.
  20. repec:hum:wpaper:sfb649dp2015-038 is not listed on IDEAS
  21. Grigory Franguridi, 2022. "Bias correction and uniform inference for the quantile density function," Papers 2207.09004, arXiv.org.
  22. Halkos, George & Polemis, Michael, 2018. "Does market structure trigger efficiency? Evidence for the USA before and after the financial crisis," MPRA Paper 84511, University Library of Munich, Germany.
  23. Fabian Dunker & Stephan Klasen & Tatyana Krivobokova, 2017. "Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions," Papers 1710.09009, arXiv.org.
  24. Meiseberg, Brinja, 2016. "The Effectiveness of E-tailers’ Communication Practices in Stimulating Sales of Niche versus Popular Products," Journal of Retailing, Elsevier, vol. 92(3), pages 319-332.
  25. Pasha Andreyanov & Grigory Franguridi, 2021. "Nonparametric inference on counterfactuals in first-price auctions," Papers 2106.13856, arXiv.org, revised Oct 2024.
  26. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
  27. Polemis, Michael, 2018. "Personality traits as an engine of knowledge: A quantile regression approach," MPRA Paper 88614, University Library of Munich, Germany.
  28. Futschik, A., 1999. "A new estimate of the mode based on the quantile density," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 145-152, June.
  29. Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2012. "Nonparametric estimation of quantile density function," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3876-3886.
  30. Wolski, M., 2013. "Exploring Nonlinearities in Financial Systemic Risk," CeNDEF Working Papers 13-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  31. P. Sankaran & N. Unnikrishnan Nair, 2009. "Nonparametric estimation of hazard quantile function," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(6), pages 757-767.
  32. Karvanen, Juha, 2006. "Estimation of quantile mixtures via L-moments and trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 947-959, November.
  33. Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2015. "Tests for successive differences of quantiles," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 1-8.
  34. Gabriel Montes Rojas & Andrés Sebastián Mena, 2020. "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-50, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
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