A kernel-type estimator for generalized quantiles

DOI10.1016/0167-7152(87)90034-4zbMATH Open0635.62029OpenAlexW1990873138MaRDI QIDQ1097604FDOQ1097604

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

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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)

Cites Work

• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• On Estimation of a Probability Density Function and Mode
• Asymptotic normality of the kernel quantile estimator
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Nonparametric Statistical Data Modeling
• Relative deficiency of kernel type estimators of quantiles
• Generalized L-, M-, and R-statistics
• On a Simple Estimate of the Reciprocal of the Density Function
• A Smooth Nonparametric Estimator of a Quantile Function
• Distribution of quantiles in samples from a bivariate population
• On the estimation of the quantile density function
• Estimation of a multivariate density
• Asymptotic normality for a general class of statistical functions and applications to measures of spread
• Title not available (Why is that?)

Cited In (8)

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

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