Edgeworth expansion for the kernel quantile estimator

DOI10.1007/S10463-009-0241-5MaRDI QIDQ261842zbMATH OpenOpenAlexFDO

Authors Yoshihiko Maesono, Spiridon 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

quantileEdgeworth expansionkernel quantile estimatorvalidity

Mathematics Subject Classification ID

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

Recommendations

• Improved confidence intervals for quantiles
• scientific article; zbMATH DE number 6438550
• Kernel Quantile Estimators
• Quantile estimators and covering probabilities
• Edgeworth expansions for studentized and prepivoted sample quantiles

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4060513 (Why is no real title available?)
• scientific article; zbMATH DE number 3763048 (Why is no real title available?)
• scientific article; zbMATH DE number 777879 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
• Algorithm 654
• An Edgeworth expansion for U-statistics
• Approximation Theorems of Mathematical Statistics
• Asymptotic normality of the kernel quantile estimator
• Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
• Dual Stochastic Dominance and Related Mean-Risk Models
• Edgeworth expansion for \(U\)-statistics under minimal conditions.
• How to combine M-estimators to estimate quantiles and a score function
• Kernel Quantile Estimators
• On asymptotic behavior of weighted sample quantiles
• Quantile estimators and covering probabilities
• Relative deficiency of kernel type estimators of quantiles
• Splitting a Single State of a Stationary Process into Markovian States
• The Edgeworth expansion for U-statistics of degree two

Cited in

(4)

• scientific article; zbMATH DE number 6438550 (Why is no real title available?)
• Improved confidence intervals for quantiles
• Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
• Second-order approximations of finite populationL-statistics

Describes a project that uses

Uses Software

• GAMINV
• GRATIO

This page was built for publication: Edgeworth expansion for the kernel quantile estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q261842)