Search Results - subject:"Quantile function"

Sieve instrumental variable quantile regression estimation of functional coefficient models

Su, Liangjun; Hoshino, Tadao - In: Journal of econometrics 191 (2016) 1, pp. 231-254

Persistent link: https://www.econbiz.de/10011598110

Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function

Guerre, Emmanuel; Sabbah, Camille - 2009

quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile … differentiability order of the conditional quantile function. Applications of the results deal with global optimal consistency rates of … density function. The latter allows to obtain a simple estimator of the conditional quantile function of the private values in …

Persistent link: https://www.econbiz.de/10010280769

The quantile-based skew logistic distribution

Staden, Paul J. van; King, Robert A.R. - In: Statistics & Probability Letters 96 (2015) C, pp. 109-116

We show that the quantile-based skew logistic distribution possesses kurtosis measures based on L-moments and on quantiles which are skewness invariant. We furthermore derive closed-form expressions for method of L-moments estimators for the distribution’s parameters together with asymptotic...

Persistent link: https://www.econbiz.de/10011115970

The contribution of human capital variables to changes in the wage distribution function

Ghosh, Pallab Kumar - In: Labour economics : official journal of the European … 28 (2014), pp. 58-69

Persistent link: https://www.econbiz.de/10010481250

A characterization and sufficient conditions for the total time on test transform order

Belzunce, Félix; Martínez-Riquelme, Carolina; Ruiz, José - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 72-85

The total time on test transform has been used in reliability to compare two random lifetimes. Despite that it has been used widely in this context, it is not very clear in which sense the random variables are being compared. In this paper we provide a characterization which reveals the true...

Persistent link: https://www.econbiz.de/10010994311

Rényi’s residual entropy: A quantile approach

Nanda, Asok K.; Sankaran, P.G.; Sunoj, S.M. - In: Statistics & Probability Letters 85 (2014) C, pp. 114-121

In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely determines the distribution.

Persistent link: https://www.econbiz.de/10010743579

Stochastic orderings with respect to a capacity and an application to a financial optimization problem

Miryana, Grigorova - In: Statistics & Risk Modeling 31 (2014) 2, pp. 31-31

quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. In the second part of …

Persistent link: https://www.econbiz.de/10010797823

Convergence rate to a lower tail dependence coefficient of a skew-t distribution

Fung, Thomas; Seneta, Eugene - In: Journal of Multivariate Analysis 128 (2014) C, pp. 62-72

univariate quantile function for such a skew-t distribution is a central issue. Our results generalise those for the bivariate …

Persistent link: https://www.econbiz.de/10010776638

The contribution of human capital variables to changes in the wage distribution function

Ghosh, Pallab Kumar - In: Labour Economics 28 (2014) C, pp. 58-69

it relaxes the linearity assumption of the conditional quantile function to estimate the counterfactual wage distribution …

Persistent link: https://www.econbiz.de/10010785259

Stochastic orderings with respect to a capacity and an application to a financial optimization problem

Grigorova, Miryana - In: Statistics & Risk Modeling 31 (2014) 2, pp. 183-213

function and quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. In the …

Persistent link: https://www.econbiz.de/10014621219