English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

We evaluate two density estimators based on the quantile variance and the quantile-mean covariance estimated by bootstrap. We review previous developments on density estimation related to quantiles. Monte Carlo simulations for different data generating processes, sample sizes, and other parameters show that the estimators perform well in comparison to the benchmark non-parametric kernel density estimator. Some of the explored smoothing techniques present lower bias and mean integrated squared errors, which indicates that the proposed estimator is a promising strategy.

Density estimation using bootstrap quantile variance and quantile-mean covariance