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Plug-in principle
In statistics, the plug-in principle is the method of estimation of functionals of a population distribution by evaluating the same functionals at…
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Related topics
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3 relations
Bootstrapping (statistics)
Broader (2)
Computational statistics
Resampling (statistics)
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
R. Mukherjee
,
B. Sen
Electronic Journal of Statistics
2018
Corpus ID: 88523055
We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using…
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2018
2018
Estimation of Integrated Functionals of a Monotone Density
R. Mukherjee
,
B. Sen
2018
Corpus ID: 55781605
In this paper we study estimation of integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$. We find the…
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2017
2017
Non-separable models with high-dimensional data
Liangjun Su
,
T. Ura
,
Yichong Zhang
Journal of Econometrics
2017
Corpus ID: 88514800
2017
2017
Statistical hypotheses testing for random and pseudorandom generators based on statistical estimators of entropy
Uladzimir Palukha
,
Yuriy S. Kharin
International Design and Test Workshop/Symposium
2017
Corpus ID: 39946826
The topical information security problem of development of statistical tests for hypotheses on the discrete uniform distribution…
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2017
2017
A unified principled framework for resampling based on pseudo-populations: Asymptotic theory
P. Conti
,
Daniela Marella
,
F. Mecatti
,
F. Andreis
Bernoulli
2017
Corpus ID: 88522301
In this paper, a class of resampling techniques for finite populations under complex sampling design is introduced. The basic…
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2016
2016
quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression
M. Lipsitz
,
A. Belloni
,
V. Chernozhukov
,
Iv'an Fern'andez-Val
The R Journal
2016
Corpus ID: 55746522
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially…
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2013
2013
Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets
Monica Billio
,
R. Casarin
,
Anthony Osuntuyi
Energy Economics
2013
Corpus ID: 12651401
A new Bayesian multi-chain Markov Switching GARCH model for dynamic hedging in energy futures markets is developed by…
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Review
2012
Review
2012
Efficient Estimation of Nonlinear Finite Population Parameters Using Nonparametrics
C. Goga
,
A. Ruiz-Gazen
2012
Corpus ID: 88512651
Currently, the high-precision estimation of nonlinear parameters such as Gini indices, low-income proportions or other measures…
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2009
2009
Local Polynomial Quantile Regression With Parametric Features
Anouar El Ghouch
,
M. Genton
2009
Corpus ID: 46415696
We propose a new approach to conditional quantile function estimation that combines both parametric and nonparametric techniques…
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1993
1993
The empirical distribution function and the plug-in principle
B. Efron
,
R. Tibshirani
1993
Corpus ID: 124962732
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