Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles

DOI10.1016/S0378-3758(96)00140-1zbMATH Open0874.62046OpenAlexW2052150009MaRDI QIDQ1361629FDOQ1361629

Authors Gang Chen

Publication date 26 August 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00140-1

zbMATH Keywords

central limit theoremBerry-Esseen boundskernel estimatorsrates of convergenceTaylor expansionmartingale differenceconditional empirical functionsconditional sample quantilesMarcinkiewicz-Zygmund-Burkholder inequality

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 3919561 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• A remainder estimate for the normal approximation of perturbed sample quantiles
• A smooth conditional quantile estimator and related applications of conditional empirical processes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotics of conditional empirical processes
• Conditional empirical processes
• Consistent nonparametric regression. Discussion
• Convergence of stochastic processes
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Kernel and nearest-neighbor estimation of a conditional quantile
• Nonparametric estimators for percentile regression functions
• On almost sure convergence of conditional empirical distribution functions
• On the accuracy of the normal approximation for quantiles
• Percentile Regression: A Parametric Approach
• The oscillation behavior of empirical processes: The multivariate case

Cited in

(9)

• scientific article; zbMATH DE number 3846557 (Why is no real title available?)
• Berry-Esseen bounds for the percentile residual life function estimators
• Approximation rates of kernel estimator for the conditional \(t\)-quantile
• A remainder estimate for the normal approximation of perturbed sample quantiles
• Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
• Berry-Esseen bounds for kernel estimates of stationary processes
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
• A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data
• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples

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