Uniform consistency of generalized kernel estimators of quantile density
C. Cheng
Source: Ann. Statist. Volume 23, Number 6 (1995), 2285-2291.
Abstract
Various smoothing methods for quantile density estimation are unified into a generalized kernel smoothing. Based on a stochastic upper bound of the derivatives sequence for a sequence of smoothed Brownian bridges, uniform in-probability consistency of generalized kernel quantile density estimators on any closed subinterval of the open unit interval is derived.
Primary Subjects: 62G07, 62G20
Secondary Subjects: 62G05, 62G30
Keywords: Quantile density function; approximation; smoothing; kernel
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1034713657
Mathematical Reviews number (MathSciNet):
MR
Digital Object Identifier: doi:10.1214/aos/1034713657
Zentralblatt MATH identifier:
0853.62031
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The Annals of Statistics
