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

DOI10.1007/BF00773460MaRDI QIDQ1901673zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Berry-Esseen boundkernel quantile estimatordeficiencylocal smoothnesssample quantile estimator

Mathematics Subject Classification ID

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

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

Cites work

• scientific article; zbMATH DE number 3874417 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3903757 (Why is no real title available?)
• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Berry-Esseen bound for functions of independent random variables
• A Smooth Nonparametric Estimator of a Quantile Function
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Approximation Theorems of Mathematical Statistics
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Asymptotic normality of the kernel quantile estimator
• Deficiency
• Kernel Quantile Estimators
• Nonparametric Statistical Data Modeling
• On the accuracy of the normal approximation for quantiles
• Relative deficiency of kernel type estimators of quantiles
• Smooth nonparametric estimation of the quantile function
• Subsampling quantile estimators and uniformity criteria

Cited in

(7)

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

This page was built for publication: A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1901673)