搜索结果: 1-12 共查到“知识库 理论统计学 quantile”相关记录12条 . 查询时间(0.093 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...
Quantile Regression for Large-scale Applications
Quantile Regression Large-scale Applications
2013/6/14
Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the ...
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 ...
Asymptotics for penalized spline estimators in quantile regression
Asymptotic normality, B-spline,Penalized spline,Quantile regression
2012/11/22
Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asy...
Quantile calculus and censored regression
Differential equation estimating integral equation quantile equality fraction regression quantile
2010/10/14
Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may be covariate-depende...
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...
A New Approximation to the Normal Distribution Quantile Function
New Approximation Normal Distribution Quantile Function
2010/3/10
We present a new approximation to the normal distribution quan-
tile function. It has a similar form to the approximation of Beasley
and Springer [3], providing a maximum absolute error of less than...
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...
A Quantitative Study of Quantile Based Direct Prior Elicitation from Expert Opinion
location parameter prior elicitation quantile scale parameter shape parameter skewness Taylor expansion
2009/9/22
Eliciting priors from expert opinion enjoys more efficiency and re-
liability by avoiding the statistician potential subjectivity. Since elicitation on
the predictive prior probability space require...
This paper proposes a method to address the longstanding problem of lack of
monotonicity in estimation of conditional and structural quantile functions, also known as
the quantile crossing problem. ...
Quantile pyramids for Bayesian nonparametrics
Consistency Dirichlet process nonparametric Bayes Bernshten–von Mises theorem quantile pyramids random quantiles
2010/3/18
Polya trees fix partitions and use random probabilities in order
to construct random probability measures. With quantile pyramids
we instead fix probabilities and use random partitions. For nonparam...
Quantile regression when the covariates are functions
Functional data analysis conditional quantiles B-spline functions roughness penalty
2010/4/27
This paper deals with a linear model of regression on quantiles
when the explanatory variable takes values in some functional space and the
response is scalar. We propose a spline estimator of the f...