Edgeworth expansion for the kernel quantile estimator
From MaRDI portal
Publication:261842
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Relative deficiency of kernel type estimators of quantiles
- 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
This page was built for publication: Edgeworth expansion for the kernel quantile estimator