Search Results - subject:"quantile function"

Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function

Guerre, Emmanuel; Sabbah, Camille - School of Economics and Finance, Queen Mary - 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/10004998426

Quantile-Function Based Null Distribution in Resampling Based Multiple Testing

Laan, Mark van der; Hubbard, Alan - In: Statistical Applications in Genetics and Molecular Biology 5 (2009) 1, pp. 14-14

Simultaneously testing a collection of null hypotheses about a data generating distribution based on a sample of independent and identically distributed observations is a fundamental and important statistical problem involving many applications. Methods based on marginal null distributions...

Persistent link: https://www.econbiz.de/10005046579

Quantile-Function Based Null Distribution in Resampling Based Multiple Testing

Laan, Mark van der; Hubbard, Alan - In: Statistical Applications in Genetics and Molecular Biology 5 (2007) 1, pp. 14-14

Persistent link: https://www.econbiz.de/10005246509

Quantile regression

Koenker, Roger - 2005

Persistent link: https://www.econbiz.de/10002454897

Estimation of Treatment Effects in Randomized Trials with Noncompliance and a Dichotomous Outcome

Laan, Mark van der; Hubbard, Alan; Jewell, Nicholas - Berkeley Electronic Press - 2004

We propose a class of estimators of a received treatment effect on a dichotomous outcome among the treated subjects within covariate and treatment arm strata in randomized trials with non-compliance. Recent articles by Vansteelandt and Goethebeur (2003), and Robins and Rotnitzky (2004) have...

Persistent link: https://www.econbiz.de/10005246354

Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality

Hutson, Alan D. - In: Statistics & Probability Letters 57 (2002) 4, pp. 403-408

In this note we examine the efficiency of averaging marginal quasi-medians as compared to averaging marginal sample means when estimating a common location parameter given multivariate normal data. It is shown that the efficiency of certain quasi-medians approach that of the sample mean as the...

Persistent link: https://www.econbiz.de/10005211889

Estimation of a smooth quantile function under the proportional hazards model

Ghorai, J. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 747-760

Persistent link: https://www.econbiz.de/10005395530

Confidence bands for quantile function under random censorship

Chung, Chang-Jo; Csörgő, Miklós; Horváth, Lajos - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 21-36

Persistent link: https://www.econbiz.de/10005616438