A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators

DOI10.1007/BF00773460zbMATH Open0837.62031OpenAlexW2052583230MaRDI QIDQ1901673FDOQ1901673

Authors: Xiaojing Xiang 

Publication date: 11 December 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/bf00773460

Recommendations

• A Berry-Esseen-type theorem of quantile density estimators
• Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
• Berry-Esseen bounds for the percentile residual life function estimators
• Relative deficiency of kernel type estimators of quantiles
• Strong approximation theorems for integrated kernel quantiles

zbMATH Keywords

Berry-Esseen boundkernel quantile estimatordeficiencylocal smoothnesssample quantile estimator

Mathematics Subject Classification ID

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

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
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• Deficiency
• Asymptotic normality of the kernel quantile estimator
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• Relative deficiency of kernel type estimators of quantiles
• Approximate distributions of order statistics. With applications to nonparametric statistics
• A Smooth Nonparametric Estimator of a Quantile Function
• On the accuracy of the normal approximation for quantiles
• A Berry-Esseen bound for functions of independent random variables
• Smooth nonparametric estimation of the quantile function
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• Subsampling quantile estimators and uniformity criteria

Cited In (7)

• Edgeworth expansion for the kernel quantile estimator
• Relative deficiency of kernel type estimators of quantiles
• \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
• Improved confidence intervals for quantiles
• Berry-Esséen rate in asymptotic normality for perturbed sample quantiles
• Berry-Esseen bounds for the percentile residual life function estimators
• Relative deficiency of quantile estimators for left truncated and right censored data

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