Relative deficiency of kernel type estimators of quantiles

DOI10.1214/AOS/1176346405zbMATH Open0533.62040OpenAlexW2025918145MaRDI QIDQ789844FDOQ789844

Authors: Michael Falk 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346405

Recommendations

• Relative deficiency op kernel type estimators of quantiles based on right censored data
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
• Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators

zbMATH Keywords

Bahadur approximationasymptotic relative deficiencykernel type estimators of quantilesmean square errors of estimatorssample q-quantile

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cited In (59)

• On pointwise laws of iterated logarithm for estimators of certain conditional functionals
• Estimacion de la funcion cuantil y cuantil-densidad mediante polinomios de Kantorovic
• On the error term in bahadur's representation of an order statistic
• Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
• Smoothing Quantile Regressions
• Wasserstein Regression
• Edgeworth expansion for the kernel quantile estimator
• Smooth estimation of circular cumulative distribution functions and quantiles
• On the asymptotic properties of a kernel type quantile estimator from censored samples
• A kernel-type estimator for generalized quantiles
• Estimating the direction in which a data set is most interesting
• Adjusted empirical likelihood method for quantiles
• The performance of kernel density functions in kernel distribution function estimation
• Estimating the quantile function by Bernstein polynomials
• \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
• Kernel quantile estimator with ICI adaptive bandwidth selection technique
• Wasserstein gradients for the temporal evolution of probability distributions
• Smooth estimate of quantiles under association
• Relative deficiency op kernel type estimators of quantiles based on right censored data
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
• L² consistency of the kernel quantile estimator
• Some convergence results for kernel-type quantile estimators under censoring
• Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
• On the mean squared error of nonparametric quantile estimators under random right-censorship
• Asymptotic theorems for kernel U-quantiles
• A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
• Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
• Kernel type smoothed quantile estimation under long memory
• Estimation of a quantile in some nonstandard cases
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• Asymptotic equivalence of the harrell-davis median estimator and the sample median
• Moderate and large deviations for the smoothed estimate of sample quantiles
• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators
• Estimation of a smooth quantile function under the proportional hazards model
• Improved confidence intervals for quantiles
• New bandwidth selection for kernel quantile estimators
• A general method for estimating standard errors
• On some smooth estimators of the quantile function for a stationary associated process
• Estimation of the quantile function of residual life time distribution
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• On \(M\)-estimators and normal quantiles.
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Estimating densities, quantiles, quantile densities and density quantiles
• A level crossing quantile estimation method
• Berry-Esseen bounds for the percentile residual life function estimators
• Weak convergence of sequences of first passage processes and applications
• Kernel Quantile Estimators
• Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring
• A New Family of Nonparametric Quantile Estimators
• Rank dynamics for functional data
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• Suavizacion no parametrica en fiabilidad
• A pointwise Bayes-type estimator of the survival probability with censored data
• Piecewise Linear Continuous Estimators of the Quantile Function
• Quantile estimators and covering probabilities
• Smooth nonparametric estimation of the quantile function
• Functional density synchronization
• A smooth nonparametric quantile estimator for IFR distributions
• Asymptotic analysis of estimators for C_Np(u,v) based on quantile estimators

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