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UNIFORM CONVERGENCE OF AN ESTIMATOR OF A DISTRIBUTION FUNCTION
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470316436openalex-snapshot
Linear Statistical Inference and its Applications
inferredcites →https://doi.org/10.1080/00401706.1970.10488656openalex-snapshot
A Graduate Course in Probability
inferredcites →https://doi.org/10.1137/1110024openalex-snapshot
On Non-Parametric Estimates of Density Functions and Regression Curves
inferredcites →https://doi.org/10.1214/aoms/1177696910openalex-snapshot
Note on the Uniform Convergence of Density Estimates
inferredcites →https://doi.org/10.1214/aoms/1177697388openalex-snapshot
On Strong Consistency of Density Estimates
inferredcites →https://doi.org/10.1214/aoms/1177700075openalex-snapshot
Estimation of Jumps, Reliability and Hazard Rate
inferredcites →https://doi.org/10.1214/aoms/1177704472openalex-snapshot
On Estimation of a Probability Density Function and Mode
inferredcites →https://doi.org/10.1214/aoms/1177728190openalex-snapshot
Remarks on Some Nonparametric Estimates of a Density Function
inferredcites →https://doi.org/10.1214/aoms/1177730390openalex-snapshot
A Useful Convergence Theorem for Probability Distributions
inferredcites →https://doi.org/10.2307/2344046openalex-snapshot
Linear Statistical Inference and its Applications.
inferredcites →https://doi.org/10.2307/2987205openalex-snapshot
Linear Statistical Inference and its Applications.
inferredcites →https://doi.org/10.5109/13066openalex-snapshot
SOME STATISTICAL PROPERTIES OF ESTIMATORS OF DENSITY AND DISTRIBUTION FUNCTIONS
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Chung—Smirnov property for perturbed empirical distribution functions
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Asymptotic deviations between perturbed empirical and quantile processes
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Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
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Empirical density estimation based on spline quasi-interpolation with applications to copulas clustering modeling
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Statistical inference on the cumulative distribution function using judgment post stratification
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Smooth simultaneous confidence band for the error distribution function in nonparametric regression
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Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
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Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
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A modified functional delta method and its application to the estimation of risk functionals
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Semi-parametric empirical likelihood inference on quantile difference between two samples with length-biased and right-censored data
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Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model
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A note on quantile estimation for long-range dependent stochastic processes
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A note on the universal consistency of the kernel distribution function estimator
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Fourier methods for smooth distribution function estimation
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Glivenko–Cantelli Theorem for the kernel error distribution estimator in the first-order autoregressive model
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Nonparametric recursive method for moment generating function kernel-type estimators
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The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
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Extended Glivenko–Cantelli theorem in nonlinear autoregressive time series
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Smooth estimate of quantiles under association
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Edgeworth expansions for nonparametric distribution estimation with applications
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On the smoothed bootstrap
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Kernel distribution function estimation under the Koziol–Green model
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Convergence rate of perturbed empirical distribution functions
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ON CUMULATIVE RESIDUAL EXTROPY
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The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
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Weak convergence of sequential kernel smoothed empirical process of the residuals in AR(p) models
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Boundary-free kernel-smoothed goodness-of-fit tests for data on general interval
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Asymptotic normality of error distribution estimator in autoregressive models
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Kernel Survival Function Estimation Based on Doubly Censored Data
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Strong uniform consistency rates of kernel estimators of cumulative distribution functions
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Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data
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Weak convergence for smooth estimator of a distribution function under negative association
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Distribution function estimation by constrained polynomial spline regression
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Smooth simultaneous confidence bands for cumulative distribution functions
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Berry-esseen bounds for smooth estimator of a distribution function under association
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Quantile Estimation for Judgement Post Stratification With an Application to Bone Mineral Density Study
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A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
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CENTRAL LIMIT THEORMS IN C[0,1] FOR A CLASS OF ESTIMATORS OF A DISTRIBUTION FUNCTION
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Central Limit Theorem of the Perturbed Sample Quantile for a Sequence of m -Dependent Nonstationary Random Process
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A Bahadur--Kiefer Law forthe Nadaraya Empiric-Quantile Processes
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Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables
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Limiting behavior of the perturbed empirical distribution functions evaluated at U‐statistics for strongly mixing sequences of random variables
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Improved the bias in kernel quantile function estimation
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Quantile estimation via distribution fitting
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The Discrepancy Principle for Choosing Bandwidths in Kernel Density Estimation
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NONPARAMETRIC RECURSIVE KERNEL ESTIMATORS OF DISTRIBUTION FUNCTIONS
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ERROR REDUCTION FOR KERNEL DISTRIBUTION FUNCTION ESTIMATORS
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Confidence Bands for Structural Relationship Models
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Techniques non-additives d'estimation de la densité de probabilité
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