Asymptotic normality of the kernel quantile estimator (Q1059950): Difference between revisions
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Revision as of 01:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the kernel quantile estimator |
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Asymptotic normality of the kernel quantile estimator (English)
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1985
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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.
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central limit theorem
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Multidimensional asymptotic normality
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kernel quantile estimator
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bound for the rate of convergence
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empirical quantile
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covering probabilities
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