Asymptotic theorems for kernel U-quantiles

DOI10.1214/12-EJS687MaRDI QIDQ1950833zbMATH OpenFDO

Authors Stefan S. Ralescu

Publication date 28 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1334754010

zbMATH Keywords

Bahadur representationinvariance principleskernel estimator

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Review text

Let \(X_1, X_2, \ldots\) be independent and identically distributed random variables and let \(h(x_1, \ldots, x_m)\) a real-valued function that is symmetric in its arguments. Let \[ H(y) = P(h(X_1, \ldots, X_n) \leq y)\;\text{and}\;H_n(y) = \sum I(h(X_{i_1},\ldots, X_{i_m}) \leq y)/n_{(m)}, \] where the sum is over the \(n_{(m)} = n(n-1)\ldots(n-m)\) \(m\)-tuples \((i_1, \ldots,i_m)\) of distinct elements drawn from \(\{1,2, \ldots, n\}\). A natural estimator for the parameter \(\xi_p = \inf \{x: H(x)\geq p\}\) is the \(U\)-quantile \(H_n^{-1}(p)\). This paper studies alternative smoothed estimators for \(\xi_p\) which are kernel \(U\)-quantiles. Sufficient condtions are given to establish a strong Bahadur representation theorem for the kernel \(U\)-quantile and an invariance principle for the estimator. The asymptotic normality for estimators based on randomly indexed sequences of random variables is also established.

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Cites work

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Cited in

(8)

• The Bahadur-Kiefer representation for \(U\)-quantiles
• Strong approximation theorems for integrated kernel quantiles
• Growth of tuber crops and almost sure band for quantiles
• On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes
• Recursive U-quantiles
• scientific article; zbMATH DE number 1145242 (Why is no real title available?)
• Asymptotic analysis of estimators for C_Np(u,v) based on quantile estimators
• On the error term in bahadur's representation of an order statistic

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