Estimation of a quantile in some nonstandard cases

DOI10.1007/BF00773415MaRDI QIDQ1895439zbMATH OpenOpenAlexFDO

Authors Xiaojing Xiang

Publication date 18 October 1995

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00773415

zbMATH Keywords

asymptotic normalityasymptotically optimal bandwithcentral limit theoremkernel quantile estimatorlaw of iterated logarithmmean squared errornecessary conditionoptimal convergence ratesample quantile estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A Smooth Nonparametric Estimator of a Quantile Function
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Asymptotic normality of the kernel quantile estimator
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Relative deficiency of kernel type estimators of quantiles
• Upper and lower classes for triangular arrays

Cited in

(17)

• Asymptotic normality of the kernel quantile estimator
• A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
• Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
• Some extensions of the asymptotics of a kernel estimator of a distribution function
• On M-estimators and normal quantiles.
• An accurate, non-iterative approximation for studentized range quantiles
• Quantile estimation in a generalized asymmetric distributional setting
• On the estimation of high quantiles
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• scientific article; zbMATH DE number 5864732 (Why is no real title available?)
• scientific article; zbMATH DE number 5957364 (Why is no real title available?)
• Estimation of conditional quantile density function
• On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes
• Asymptotic normality of Powell's kernel estimator
• Quantile estimation for a selected normal population
• scientific article; zbMATH DE number 5038378 (Why is no real title available?)
• Inadmissible estimators of normal quantiles and two-sample problems with additional information

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