On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes

DOI10.1177/0008068319900303MaRDI QIDQ4032340zbMATHOpenAlexFDO

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

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)

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• 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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• Quantile estimation in a generalized asymmetric distributional setting
• Asymptotic properties of the balanced repeated replication method for sample quantiles
• Empirical quantile central limit theorems for some self-similar processes

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