The Bernstein polynomial estimator of a smooth quantile function

DOI10.1016/0167-7152(94)00190-JzbMath0835.62036MaRDI QIDQ1903180

Cheng Cheng

Publication date: 23 April 1996

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

zbMATH Keywords

uniform approximation; spectral decomposition; oscillation behavior; weighted Brownian bridge; empirical quantile function; smooth quantile function; Bernstein polynomial smoothing; preservation of high-order convexity

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G30: Order statistics; empirical distribution functions

Related Items

Bayesian density estimation using bernstein polynomials, RATIONAL SPLINE ESTIMATORS OF THE QUANTILE FUNCTION, Quantile estimation via distribution fitting, Estimation of the quantile function using Bernstein–Durrmeyer polynomials, Sharp distribution-free bounds on the bias in estimating quantiles via order statistics, A note on generalized Bernstein polynomial density estimators, New approaches to nonparametric density estimation and selection of smoothing parameters, A Berry-Esseen-type theorem of quantile density estimators, Unified estimators of smooth quantile and quantile density functions, Best equivariant nonparametric estimator of a quantile, Almost-sure uniform error bounds of general smooth estimators of quantile density functions., Uniform consistency of generalized kernel estimators of quantile density, Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions, Asymptotic properties of Bernstein estimators on the simplex, Bayesian bridge-randomized penalized quantile regression, Estimation of probability characteristics by generalized Bernstein polynomials, Parametric modeling of quantile regression coefficient functions, Small-Sample Quantile Estimators in a Large Nonparametric Model

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