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Everything about Quantile function
Statistical function that defines the quantiles of a probability distribution
In probability and statistics, the quantile function of a probability distribution is the inverse of its cumulative distribution function. That is, the quantile function of a distribution is the function such that for any random variable and probability. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Quantile functionA 5-minute orientation
- Skim a recent paper: Quantile cumulative distribution function and its applicationsInfluential work since 2022
- Pick up a classic book: Loss ModelsThe most-reprinted book on the subject
- Read the landmark paper: A Smooth Nonparametric Estimator of a Quantile FunctionCited 142 times
- Go sideways: Inverse transform samplingA closely related topic
- Go sideways: Tukey lambda distributionA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
A Smooth Nonparametric Estimator of a Quantile Function
Quantile based entropy function
Quantile estimation of frontier production function
An Adapted Loss Function for Censored Quantile Regression
Quantile and quantile-function estimations under density ratio model
Quantile based entropy function in past lifetime
Nonparametric estimation of quantile density function
Nonparametric estimation of hazard quantile function
🆕 Influential since 2022
Quantile cumulative distribution function and its applications
On function-on-function linear quantile regression
FUNCTION-ON-FUNCTION LINEAR QUANTILE REGRESSION
Penalized function-on-function linear quantile regression
NQF-RNN: probabilistic forecasting via neural quantile function-based recurrent neural networks
📚 Books worth reading
Loss ModelsStuart A. Klugman · 2009
The Jackknife and BootstrapJun Shao, Dongsheng Tu · 1995
Machine learning for hackersDrew Conway · 2012- 📕Statistical Modelling with Quantile FunctionsWarren Gilchrist · 2000
Empirical LikelihoodArt B. Owen · 2001
Nonparametric econometric methodsQi Li, Jeffrey Scott Racine · 2009
Foundations of Software Science and Computation StructuresFrank Pfenning · 2013
Observational studiesPaul R. Rosenbaum · 1995
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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- Probability distribution In probability theory and statistics, a probability distribution describes how probabilities are assigned to the possible results of a random phenomenon—more…
- Cumulative distribution function In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X…