Smooth estimate of quantiles under association

DOI10.1016/S0167-7152(97)00074-6zbMath0946.62039MaRDI QIDQ1382225

George G. Roussas, Zong-Wu Cai

Publication date: 29 October 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

weak convergencestrong consistencynegative associationBerry-Esseen boundsstrict stationaritypositive associationsmooth estimate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (29)

Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples ⋮ Moderate and large deviations for the smoothed estimate of sample quantiles ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ Berry-Esséen bound of sample quantiles for negatively associated sequence ⋮ The Berry-Esséen bound of sample quantiles for NA sequence ⋮ The Bahadur representation for sample quantiles under strongly mixing sequence ⋮ Bootstrap variance estimation for Nadaraya quantile estimator ⋮ Empirical likelihood for quantiles under negatively associated samples ⋮ Local polynomial fitting under association ⋮ Nonparametric estimation of quantile-based entropy function ⋮ Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples ⋮ A remark on the Bahadur representation of sample quantiles for negatively associated sequences ⋮ Confidence intervals for probability density functions under associated samples ⋮ Kernel type smoothed quantile estimation under long memory ⋮ Exponential inequality for associated random variables ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ The Bahadur representation for sample quantiles under negatively associated sequence ⋮ Detection of patterns in noisy time series ⋮ Generalized covariance inequalities ⋮ A note on quantile estimation for long-range dependent stochastic processes ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence ⋮ Spatial local M-estimation under association ⋮ \(L^1\) properties of the Nadaraya quantile estimator ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application ⋮ Asymptotic normality of the kernel estimate of a probability density function under association ⋮ Empirical likelihood for quantiles under associated samples ⋮ Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples ⋮ Multivariate probability density estimation for associated processes: Strong consistency and rates.

Cites Work

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• Relative deficiency of kernel type estimators of quantiles
• Independence via uncorrelatedness under certain dependence structures
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• Moment bounds for associated sequences
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• Kernel estimates under association: Strong uniform consistency
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• A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
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• Nonparametric Statistical Data Modeling
• Weak convergence for smooth estimator of a distribution function under negative association
• Some Concepts of Dependence
• Some New Estimates for Distribution Functions
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process

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