Edgeworth expansion for the kernel quantile estimator

DOI10.1007/s10463-009-0241-5zbMath1333.62103OpenAlexW2003011594MaRDI QIDQ261842

Yoshihiko Maesono, Spiridon I. Penev

Publication date: 24 March 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2324/25509

zbMATH Keywords

validityquantileEdgeworth expansionkernel quantile estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Improved confidence intervals for quantiles ⋮ Second-order approximations of finite populationL-statistics

Uses Software

• GRATIO
• GAMINV

Cites Work

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• Asymptotic normality of the kernel quantile estimator
• An Edgeworth expansion for U-statistics
• Edgeworth expansion for \(U\)-statistics under minimal conditions.
• On asymptotic behavior of weighted sample quantiles
• The Edgeworth expansion for U-statistics of degree two
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
• Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
• Approximation Theorems of Mathematical Statistics
• Kernel Quantile Estimators
• Algorithm 654
• Quantile estimators and covering probabilities
• Dual Stochastic Dominance and Related Mean-Risk Models
• Splitting a Single State of a Stationary Process into Markovian States

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