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March, 1985 Asymptotic Normality of the Kernel Quantile Estimator
Michael Falk
Ann. Statist. 13(1): 428-433 (March, 1985). DOI: 10.1214/aos/1176346605

Abstract

Multidimensional asymptotic normality of the kernel quantile estimator is established under fairly general conditions on the underlying distribution function and on the kernel. Sharpening these assumptions, one can utilize the proof to achieve also a bound for the rate of convergence which entails the comparison of the kernel estimator with the empirical quantile on the basis of their covering probabilities.

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Michael Falk. "Asymptotic Normality of the Kernel Quantile Estimator." Ann. Statist. 13 (1) 428 - 433, March, 1985. https://doi.org/10.1214/aos/1176346605

Information

Published: March, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0567.62035
MathSciNet: MR773180
Digital Object Identifier: 10.1214/aos/1176346605

Subjects:
Primary: 60F05
Secondary: 62G05, 62G20

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 1 • March, 1985
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