A kernel-type estimator for generalized quantiles

DOI10.1016/0167-7152(87)90034-4MaRDI QIDQ1097604zbMATHOpenAlexFDO

Authors Noël Veraverbeke

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/0167-7152(87)90034-4

zbMATH Keywords

asymptotic normalityU-statisticsgeneralized quantileskernel type estimatorconsistent estimation of asymptotic variance

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3949504 (Why is no real title available?)
• A Smooth Nonparametric Estimator of a Quantile Function
• Asymptotic normality for a general class of statistical functions and applications to measures of spread
• Asymptotic normality of the kernel quantile estimator
• Distribution of quantiles in samples from a bivariate population
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• Estimation of a multivariate density
• Generalized L-, M-, and R-statistics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Nonparametric Statistical Data Modeling
• On Estimation of a Probability Density Function and Mode
• On a Simple Estimate of the Reciprocal of the Density Function
• On the estimation of the quantile density function
• Relative deficiency of kernel type estimators of quantiles

Cited in

(8)

• Asymptotic theorems for kernel U-quantiles
• Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
• Weak asymptotic representations for quantiles of the product-limit estimator
• Weak convergence of sequences of first passage processes and applications
• Generalized Kernel Estimators for the Weibull-Tail Coefficient
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• Estimating the quantile function by Bernstein polynomials
• Uniform consistency of generalized kernel estimators of quantile density

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