Estimation of a quantile in some nonstandard cases

DOI10.1007/BF00773415zbMath0822.62021OpenAlexW2087584982MaRDI QIDQ1895439

Xiaojing Xiang

Publication date: 18 October 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773415

zbMATH Keywords

asymptotic normalitymean squared errorcentral limit theoremlaw of iterated logarithmoptimal convergence ratekernel quantile estimatornecessary conditionasymptotically optimal bandwithsample quantile estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• Relative deficiency of kernel type estimators of quantiles
• Asymptotic normality of the kernel quantile estimator
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Kernel Quantile Estimators
• A Smooth Nonparametric Estimator of a Quantile Function
• Upper and lower classes for triangular arrays
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Nonparametric Statistical Data Modeling

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