Quantile estimators and covering probabilities

DOI10.1080/10485259708832710zbMath1003.62510OpenAlexW2037338161MaRDI QIDQ4344669

Xiaojing Xiang, Paul W. Vos

Publication date: 15 January 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259708832710

zbMATH Keywords

kernel estimatorsample quantileEdgeworth expansiondeficiencycovering probability

Mathematics Subject Classification ID

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

Related Items

Improved confidence intervals for quantiles ⋮ Edgeworth expansion for the kernel quantile estimator

Cites Work

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• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Approximation Theorems of Mathematical Statistics
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Strong limit theorems for oscillation moduli of the uniform empirical process
• Deficiency