Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
DOI10.1016/S0378-3758(96)00140-1zbMath0874.62046OpenAlexW2052150009MaRDI QIDQ1361629
Publication date: 26 August 1997
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00140-1
kernel estimatorsrates of convergencecentral limit theoremTaylor expansionBerry-Esseen boundsmartingale differenceconditional empirical functionsconditional sample quantilesMarcinkiewicz-Zygmund-Burkholder inequality
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02)
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