Asymptotic normality of the kernel quantile estimator
type: Item
instance of: scholarly article
title: Asymptotic normality of the kernel quantile estimator
zbMATH Open document ID: 0567.62035
author: Michael Falk
published in: The Annals of Statistics
publication date: 1985-01-01T00:00:00Z
review text: Multidimensional asymptotic normality of the kernel quantile estimator is established under fairly general conditions on the underlying distribution function and on the kernel. Sharpening these assumptions, one can utilize the proof to achieve also a bound for the rate of convergence which entails the comparison of the kernel estimator with the empirical quantile on the basis of their covering probabilities.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3905654
zbMATH Keywords: central limit theorem
zbMATH Keywords: Multidimensional asymptotic normality
zbMATH Keywords: kernel quantile estimator
zbMATH Keywords: bound for the rate of convergence
zbMATH Keywords: empirical quantile
zbMATH Keywords: covering probabilities
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346605
OpenAlex ID: W1993128469
DOI: 10.1214/AOS/1176346605
description: scientific article; zbMATH DE number 3905654