Asymptotic normality of the kernel quantile estimator

DOI10.1214/aos/1176346605zbMath0567.62035OpenAlexW1993128469MaRDI QIDQ1059950

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346605

zbMATH Keywords

central limit theorem kernel quantile estimator covering probabilities bound for the rate of convergence empirical quantile Multidimensional asymptotic normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (max. 100)

A kernel nonparametric quantile estimator for right-censored competing risks data ⋮ Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles ⋮ On the asymptotic properties of a kernel type quantile estimator from censored samples ⋮ Some convergence results for kernel-type quantile estimators under censoring ⋮ Berry-Esséen rate in asymptotic normality for perturbed sample quantiles ⋮ A smooth nonparametric conditional quantile frontier estimator ⋮ Efficiency of estimators for quantile differences with left truncated and right censored data ⋮ Smooth simultaneous confidence bands for cumulative distribution functions ⋮ A kernel-type estimator for generalized quantiles ⋮ Estimation of a quantile in some nonstandard cases ⋮ A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators ⋮ The Bernstein polynomial estimator of a smooth quantile function ⋮ Kolmogorov-Smirnov simultaneous confidence bands for time series distribution function ⋮ Unified estimators of smooth quantile and quantile density functions ⋮ New non-parametric inferences for low-income proportions ⋮ Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation ⋮ Smooth estimate of quantiles under association ⋮ Improved confidence intervals for quantiles ⋮ Nonparametric tests for ordered quantiles ⋮ On the mean squared error of nonparametric quantile estimators under random right-censorship ⋮ NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY ⋮ A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution ⋮ \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator ⋮ Asymptotic theorems for kernel U-quantiles ⋮ Relative deficiency of quantile estimators for left truncated and right censored data ⋮ Kernel type smoothed quantile estimation under long memory ⋮ Quantile estimators and covering probabilities ⋮ Kernel estimators of the ROC curve are better than empirical. ⋮ Suavizacion no parametrica en fiabilidad ⋮ Kernel quantile estimator with ICI adaptive bandwidth selection technique ⋮ Kernel estimation of multivariate cumulative distribution function ⋮ Berry-Esseen bounds for the percentile residual life function estimators ⋮ Weak convergence of sequences of first passage processes and applications ⋮ Nonparametric estimation of the threshold at an operating point on the ROC curve ⋮ Estimation of the quantile function using Bernstein–Durrmeyer polynomials ⋮ A note on quantile estimation for long-range dependent stochastic processes ⋮ Confident estimation for density of a biological population based on line transect sampling ⋮ Tail exponent estimation via broadband log density-quantile regression ⋮ Nonparametric Estimation for Risk in Value-at-Risk Estimator ⋮ On some smooth estimators of the quantile function for a stationary associated process ⋮ Nonparametric quantile estimation using surrogate models and importance sampling ⋮ Asymptotic analysis of estimators for C_Np(u,v) based on quantile estimators ⋮ \(L^1\) properties of the Nadaraya quantile estimator ⋮ Estimation of probability characteristics by generalized Bernstein polynomials ⋮ Tests for successive differences of quantiles ⋮ High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression ⋮ On the estimation of the quantile density function ⋮ An odd property of the sample median ⋮ Edgeworth expansion for the kernel quantile estimator

This page was built for publication: Asymptotic normality of the kernel quantile estimator