Efficient estimation of the reciprocal of the density quantile function at a point

DOI10.1016/0167-7152(86)90076-3zbMath0597.62022OpenAlexW2025898485MaRDI QIDQ1079307

Gutti Jogesh Babu

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90076-3

zbMATH Keywords

convergenceasymptotic normalitymean square errorfunctionstrong approximationsweakquantile density functionconsistent estimators for the reciprocal of the density quantiledensity quantile estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population, Estimation of the reciprocal of the density quantile function at a point

Cites Work

• Optimal rates of convergence for nonparametric estimators
• Weak convergence and efficient density estimation at a point
• Unnamed Item
• Unnamed Item
• Unnamed Item