Asymptotic normality of the kernel quantile estimator (Q1059950): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176346605 / rank | |||
| 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/10.1214/aos/1176346605 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1993128469 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176346605 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:11, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the kernel quantile estimator |
scientific article |
Statements
Asymptotic normality of the kernel quantile estimator (English)
0 references
1985
0 references
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.
0 references
central limit theorem
0 references
Multidimensional asymptotic normality
0 references
kernel quantile estimator
0 references
bound for the rate of convergence
0 references
empirical quantile
0 references
covering probabilities
0 references
