Results 61 to 70 of about 30,799 (217)

M-estimation, convexity and quantiles

open access: yesThe Annals of Statistics, 1997
This paper develops a class of extensions of univariate quantile functions to the multivariate case, related in a certain way to \(M\)-parameters of a probability distribution and their \(M\)-estimators. An \(M\)-parameter with respect to a distribution \(P\) and some integrable function \(f(s,.)\), \(s\in\mathbb{R}^d\), is a minimal point \(s_0(P ...
openaire   +2 more sources

Quantile Fourier transform, quantile series, and nonparametric estimation of quantile spectra

open access: yesCommunications in Statistics - Simulation and Computation
A nonparametric method is proposed for estimating the quantile spectra and cross-spectra introduced in Li (2012; 2014) as bivariate functions of frequency and quantile level. The method is based on the quantile discrete Fourier transform (QDFT) defined by trigonometric quantile regression and the quantile series (QSER) defined by the inverse Fourier ...
openaire   +2 more sources

Bayesian Quantile Matching Estimation

open access: yes, 2020
Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g. providing the mean and selected quantiles of population distributions. Yet, research and scientific understanding,
Nirwan, Rajbir-Singh, Bertschinger, Nils
openaire   +2 more sources

Semiparametric fractional imputation using empirical likelihood in survey sampling

open access: yesStatistical Theory and Related Fields, 2017
The empirical likelihood method is a powerful tool for incorporating moment conditions in statistical inference. We propose a novel application of the empirical likelihood for handling item non-response in survey sampling.
Sixia Chen, Jae kwang Kim
doaj   +1 more source

Quantile treatment effect estimation with dimension reduction

open access: yesStatistical Theory and Related Fields, 2020
Quantile treatment effects can be important causal estimands in evaluation of biomedical treatments or interventions for health outcomes such as medical cost and utilisation.
Ying Zhang   +3 more
doaj   +1 more source

Efficient Robbins–Monro procedure for multivariate binary data

open access: yesStatistical Theory and Related Fields, 2018
This paper considers the problem of jointly estimating marginal quantiles of a multivariate distribution. A sufficient condition for an estimator that converges in probability under a multivariate version of Robbins–Monro procedure is provided.
Cui Xiong, Jin Xu
doaj   +1 more source

Estimation of a quantile in finite population

open access: yesLietuvos Matematikos Rinkinys, 2002
An estimator of the quantile of a study variable distribution function in finite population and its confidence interval is proposed. The estimator is adapted to the two-stage cluster sample which is used in a household budget survey carried out in ...
Danutė Krapavickaitė
doaj   +1 more source

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