搜索结果: 1-4 共查到“理论统计学 Quantile estimation”相关记录4条 . 查询时间(0.243 秒)
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector...
Adaptive quantile estimation in deconvolution with unknown error distribution
Deconvolution Quantile and distribution function Adaptive es-timation Minimax convergence rates Random Fourier multiplier
2013/4/27
We study the problem of quantile estimation in deconvolution with ordinary smooth error distributions. In particular, we focus on the more realistic setup of unknown error distributions. We develop a ...
Quantile estimation with adaptive importance sampling
Quantile estimation law of iterated logarithm adaptive im-portance sampling stochastic approximation Robbins–Monro
2010/3/11
We introduce new quantile estimators with adaptive importance
sampling. The adaptive estimators are based on weighted samples
that are neither independent nor identically distributed. Using a
new l...
Robust quantile estimation and prediction for spatial processes
Spatial processes Kernel estimate Conditional quantile Spatial prediction
2010/3/9
In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes
assumed to be strongly mixing in space. We establish the L1 consistency and the asymptotic no...