On the estimation of the quantile density function

DOI10.1016/0167-7152(86)90020-9zbMath0585.62076OpenAlexW1973906208MaRDI QIDQ1070705

Michael Falk

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90020-9

zbMATH Keywords

asymptotic normalitykernel estimatoroptimal bandwidthquantile density functionempirical quantilehistogram type estimator

Mathematics Subject Classification ID

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

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Cites Work

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• Asymptotic normality of the kernel quantile estimator
• Approximate distribution of the maximum deviation of histograms
• The mean-square error of Bahadur's order-statistic approximation
• Distribution of quantiles in samples from a bivariate population
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• Nonparametric Statistical Data Modeling
• On a Simple Estimate of the Reciprocal of the Density Function

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