\(L^1\) properties of the Nadaraya quantile estimator

DOI10.1007/s13171-020-00225-0OpenAlexW3094169715MaRDI QIDQ2082351

Élie Youndjé

Publication date: 4 October 2022

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-020-00225-0

zbMATH Keywords

kernel estimationbandwidth selectionquantile estimationquantile function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric inference (62G99)

Related Items (1)

L² consistency of the kernel quantile estimator

Cites Work

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• Kernel type smoothed quantile estimation under long memory
• Equivalence between Mallows and Girone-Cifarelli tests
• A note on the universal consistency of the kernel distribution function estimator
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• Some asymptotic theory for the bootstrap
• Smooth estimate of quantiles under association
• Bandwidth selection for kernel distribution function estimation
• Smoothing parameter selection for smooth distribution functions
• Smooth estimators of distribution and density functions
• Bandwith selection for the smoothing of distribution functions

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