On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes

DOI10.1177/0008068319900303zbMATH Open0760.62033OpenAlexW2734662409MaRDI QIDQ4032340FDOQ4032340

Authors: Martin T. Wells, Ram C. Tiwari 

Publication date: 1 April 1993

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319900303

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zbMATH Keywords

sampling schemesweak convergence of kernel estimates of quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Cited In (7)

• Asymptotic properties of the balanced repeated replication method for sample quantiles
• Empirical quantile central limit theorems for some self-similar processes
• Asymptotic properties of sample quantiles constructed from samples with random sizes
• Quantile estimation in a generalized asymmetric distributional setting
• Title not available (Why is that?)
• The asympotic properties of the sample quantile estimator of VaR under positive associated samples
• Asymptotic analysis of estimators for C_Np(u,v) based on quantile estimators

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