On asymptotic behavior of weighted sample quantiles

MaRDI QIDQ1815813zbMATH OpenFDO

Authors K. Borovkov, Herold Dehling, Dietmar Pfeifer

Publication date 9 April 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic relative deficiencydelta type weight sequencesGaussian limit distributionskernel quantile estimatorslimiting behavior of L-statisticsO-statisticsquantile processsample quantilessecond order properties

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Limit behaviors of the deviation between the sample quantiles and the quantile
• Asymptotic properties of the deviation between order statistics and p-quantile
• Relative deficiency of kernel type estimators of quantiles
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Cited in

(8)

• Asymptotic properties of the balanced repeated replication method for sample quantiles
• Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
• Relating quantiles and expectiles under weighted-symmetry
• Edgeworth expansion for the kernel quantile estimator
• Asymptotic properties of sample quantiles constructed from samples with random sizes
• Random Weighting Estimation for Quantile Processes and Negatively Associated Samples
• Asymptotic properties of the deviation between order statistics and p-quantile
• Limit behaviors of the deviation between the sample quantiles and the quantile

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