A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
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Publication:1174119
DOI10.1016/0167-7152(91)90150-PzbMath0744.62051MaRDI QIDQ1174119
Publication date: 25 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
kernel estimatorasymptotic optimalityoptimal bandwidthsmoothing parameterquantile estimatormean squared error criterion
Related Items (6)
On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation ⋮ On kernel-based estimation of distribution function and its quantiles based on ranked set sampling ⋮ Asymptotic deviations between perturbed empirical and quantile processes ⋮ Estimating densities, quantiles, quantile densities and density quantiles ⋮ Asymptotically optimal bandwidth for a smooth nonparametric quantile estimator under censoring ⋮ A smooth nonparametric quantile estimator for IFR distributions
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