A kernel-type estimator for generalized quantiles

DOI10.1016/0167-7152(87)90034-4zbMath0635.62029OpenAlexW1990873138MaRDI QIDQ1097604

Noël Veraverbeke

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90034-4

zbMATH Keywords

asymptotic normalityU-statisticsgeneralized quantileskernel type estimatorconsistent estimation of asymptotic variance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (6)

Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles ⋮ Estimating the quantile function by Bernstein polynomials ⋮ Weak asymptotic representations for quantiles of the product-limit estimator ⋮ Asymptotic theorems for kernel U-quantiles ⋮ Weak convergence of sequences of first passage processes and applications ⋮ Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic

Cites Work

• Unnamed Item
• Asymptotic normality for a general class of statistical functions and applications to measures of spread
• Relative deficiency of kernel type estimators of quantiles
• Generalized L-, M-, and R-statistics
• Asymptotic normality of the kernel quantile estimator
• On the estimation of the quantile density function
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Estimation of a multivariate density
• Distribution of quantiles in samples from a bivariate population
• A Smooth Nonparametric Estimator of a Quantile Function
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• Nonparametric Statistical Data Modeling
• On a Simple Estimate of the Reciprocal of the Density Function
• On Estimation of a Probability Density Function and Mode

This page was built for publication: A kernel-type estimator for generalized quantiles