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Estimating and Testing Quantile-based Process Capability Indices for Processes with Skewed Distributions

Cheng Peng
2021 Journal of Data Science  
This article extends the recent work of Vännman and Albing (2007) regarding the new family of quantile based process capability indices (qPCI) C M A (τ, v).  ...  The kernel density estimator of process was proposed to find the consistent estimator of the variance of the nonparametric consistent estimator of C M A (τ, v).  ...  Acknowledgment The author thanks an anonymous referee for his comments and pointing out two important references which enhance the presentation of the this paper.  ... 
doi:10.6339/jds.2010.08(2).582 fatcat:ak3v3hd5gjfdpf74b3k5zbjsjm

Page 6887 of Mathematical Reviews Vol. , Issue 95k [page]

1995 Mathematical Reviews  
A suitable data transformation then reduces the estimation of extreme quantiles of F, i.e., quantiles outside the range of our data, to the prob- lem of estimating the location and scale parameter in the  ...  Since the limiting process turns out to be a tractable time-changed Wiener process, we can derive from our re- sults a family of possible nonparametric goodness-of-fit tests for the restriction to any  ... 

Page 2489 of Mathematical Reviews Vol. , Issue 98D [page]

1998 Mathematical Reviews  
An exponential family is put “through” the nonparametric estimator.  ...  use of a nonparametric smoother.  ... 

D-vine quantile regression with discrete variables [article]

Niklas Schallhorn, Daniel Kraus, Thomas Nagler, Claudia Czado
2017 arXiv   pre-print
The second approach estimates the D-vine using continuous convolution to make the discrete variables continuous and then estimates the D-vine nonparametrically.  ...  The authors propose two new quantile regression approaches to handle such mixed discrete-continuous data.  ...  Numerical calculations were performed on a Linux cluster supported by DFG grant INST 95/919-1 FUGG.  ... 
arXiv:1705.08310v1 fatcat:fhhqiqhodnccrd5ouv5vm7sisq

Page 213 of Mathematical Reviews Vol. , Issue 85a [page]

1985 Mathematical Reviews  
Authors’ summary: “This expository paper deals with the linear estimation of quantiles of location-scale families of distributions using a few selected order statistics.  ...  213 62G Nonparametric inference the quantiles of this distribution can be found.  ... 

Nonparametric Limits of Agreement for Small to Moderate Sample Sizes: A Simulation Study

Maria E. Frey, Hans C. Petersen, Oke Gerke
2020 Stats  
Our results indicated that sample quantile estimators based on one or two order statistics outperformed all of the other estimators and they can be used for deriving nonparametric Limits of Agreement.  ...  implicitly assumed to follow a normal distribution.  ...  Conflicts of Interest: The authors declare no conflict of interest.  ... 
doi:10.3390/stats3030022 fatcat:dfyx5lob55dtda363vgsmueo74

Page 1916 of Mathematical Reviews Vol. , Issue 2001C [page]

2001 Mathematical Reviews  
In addition to our asymptotic solution of the bioequivalence testing problem, a nonparametric finite-sample-size solution is discussed when the power function can be exactly computed for a family of Lehmann  ...  Jian-Jian Ren (1-TULN; New Orleans, LA) 2001¢:62067 62G30 62G20 Cui, Hengjian (PRC-BJN; Beijing) A projection type distribution function and quantile estimates in the presence of auxiliary information.  ... 

Multiscale Exploratory Analysis of Regression Quantiles Using Quantile SiZer

Cheolwoo Park, Thomas C. M. Lee, Jan Hannig
2010 Journal of Computational And Graphical Statistics  
To fill this need, this article proposes a quantile version of SiZer for the regression setting.  ...  By inspecting the SiZer maps produced by this new SiZer, real quantile structures hidden in a data set can be more effectively revealed, while at the same time spurious features can be filtered out.  ...  The work of Hannig was supported in part by the National Science  ... 
doi:10.1198/jcgs.2010.09120 fatcat:3grjw7mlibejzc3glsnpmucjvm

Page 6354 of Mathematical Reviews Vol. , Issue 92k [page]

1992 Mathematical Reviews  
Khas'minskii [Statisti- cal estimation, English translation, Springer, New York, 1981; MR 82g:62006], a definition of local asymptotic normality of the family {P%: 9 € 9} is given.  ...  As a consequence it follows that the accuracy of the bootstrap estimate of the quantile function is exactly O,(n~'/*) for any q-quantile, 0 < q <1.  ... 

Page 1783 of Mathematical Reviews Vol. , Issue 98C [page]

1998 Mathematical Reviews  
This new estimate is a kernel-type estimate and may be viewed as a conditional version of the usual univariate 62G Nonparametric inference 98c:62083 estimate introduced by Parzen (1979).  ...  This paper is about the nonparametric estimation of a conditional quantile function. First the author discusses the different estimates already existing in the literature.  ... 

Page 452 of Mathematical Reviews Vol. , Issue 2004a [page]

2004 Mathematical Reviews  
In this paper, the author develops a simple estimator of the parametric component of the conditional quantile.  ...  Summary: “This article introduces a new class of instrumental variable (IV) estimators for linear and nonlinear treatment re- sponse models with covariates.  ... 

A Solution to Aggregation and an Application to Multidimensional 'Well-Being' Frontiers

Esfandiar Maasoumi, Jeffrey Racine
2014 Social Science Research Network  
It introduces a new way for robust estimation of "quantile frontiers", allowing "complete" assessments, such as multidimensional poverty measurements.  ...  In a multi-attribute setting, "quantiles" are "frontiers" that define equivalent sets of covariate values. We identify these frontiers nonparametrically at first.  ...  Nonparametric Iso-Well-being Sets and Equivalent Parametric Characterizations For the analysis at hand we shall first need to estimate a family of fundamental statistical objects, namely, the conditional  ... 
doi:10.2139/ssrn.2627346 fatcat:nkvpqoafejcyhaqpegr577ivam

Page 7744 of Mathematical Reviews Vol. , Issue 97M [page]

1997 Mathematical Reviews  
Let f(x,0) = f(x,0;,---,0,) be a family of densities.  ...  Summary: “A posteriori quantile estimates ky are obtained for the distribution of the change-point ky of a sequence of independent random variables.  ... 

A solution to aggregation and an application to multidimensional 'well-being' frontiers

Esfandiar Maasoumi, Jeffrey S. Racine
2016 Journal of Econometrics  
It introduces a new way for robust estimation of "quantile frontiers", allowing "complete" assessments, such as multidimensional poverty measurements.  ...  In a multi-attribute setting, "quantiles" are "frontiers" that define equivalent sets of covariate values. We identify these frontiers nonparametrically at first.  ...  Nonparametric Iso-Well-being Sets and Equivalent Parametric Characterizations For the analysis at hand we shall first need to estimate a family of fundamental statistical objects, namely, the conditional  ... 
doi:10.1016/j.jeconom.2015.12.008 fatcat:uss4622xuzcadnqyajkhnhetk4

Page 2902 of Mathematical Reviews Vol. , Issue 95e [page]

1995 Mathematical Reviews  
Summary: “The problem of optimally selecting a few, say k, order statistics from a sample of size n from a location-scale family of ¢ distributions for estimating sufficiently smooth functions, say g(A  ...  Distribution of supremum-type functionals of nonparametric estimates for a probability density and a spectral density. (Russian) Teor.  ... 
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