A remainder estimate for the normal approximation of perturbed sample quantiles

DOI10.1016/0167-7152(92)90060-IMaRDI QIDQ1195576zbMATH OpenOpenAlexFDO

Authors Stefan S. Ralescu

Publication date 14 December 1992

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

Full work available at URL https://doi.org/10.1016/0167-7152(92)90060-i

zbMATH Keywords

Berry-Esséen type resultcentral limit theoremdistribution of the kernel- smoothed quantile estimatornormal approximationnormal lawperturbed empirical distributionsperturbed sample quantilerate of convergenceremainder estimatesmooth statistical model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• Approximate distributions of order statistics. With applications to nonparametric statistics
• scientific article; zbMATH DE number 4078527 (Why is no real title available?)
• scientific article; zbMATH DE number 3734953 (Why is no real title available?)
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• Improved distribution quantile estimation
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• On the accuracy of the normal approximation for quantiles
• Probability Inequalities for Sums of Bounded Random Variables
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Remarks on Some Nonparametric Estimates of a Density Function
• Some New Estimates for Distribution Functions

Cited in

(9)

• Asymptotic deviations between perturbed empirical and quantile processes
• A Berry-Esseen-type theorem of quantile density estimators
• Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
• Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
• Smooth estimate of quantiles under association
• An Alternative Derivation of Asymptotic Normality for Sample Quantiles
• scientific article; zbMATH DE number 1390528 (Why is no real title available?)
• Empirical likelihood for quantiles under strong mixing high-frequency data
• Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing high-frequency data

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