Efficient estimation of the reciprocal of the density quantile function at a point (Q1079307): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0167-7152(86)90076-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2025898485 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3667777 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3326516 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Weak convergence and efficient density estimation at a point / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3855950 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal rates of convergence for nonparametric estimators / rank | |||
Normal rank |
Latest revision as of 15:15, 17 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient estimation of the reciprocal of the density quantile function at a point |
scientific article |
Statements
Efficient estimation of the reciprocal of the density quantile function at a point (English)
0 references
1986
0 references
Let \(F_ n(x)\) be the edf of a sample from df F(x) having derivative \(f(x)>0\) at \(F^{-1}(p)\). Then \[ D(x,n,p)=n^{1/(2k- 1)}\int^{x}_{0}[F_ n^{-1}(p+vn^{2k-1})-F\quad_ n^{- 1}(p)]h(v)dv \] is a consistent estimator for \(1/f(F^{-1}(p))\). h(y) serves as a substitute for \(1/(v\cdot n^{2k-1})\) and it is assumed that \(h(y)e^ y\) is a polynomial of degree \(\leq k\), \(k\geq 2\). D(x,n,p) converges in mean square sense with rate \(n^{(2k-2)/(2k-1)}\). If \(k\leq 6\), then D(log n,n,p) is efficient among the class \(\{D(x,n,p)| x>0\}\).
0 references
density quantile estimators
0 references
quantile density function
0 references
weak
0 references
convergence
0 references
asymptotic normality
0 references
strong approximations
0 references
consistent estimators for the reciprocal of the density quantile
0 references
function
0 references
mean square error
0 references