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December 1995 Uniform consistency of generalized kernel estimators of quantile density
C. Cheng
Ann. Statist. 23(6): 2285-2291 (December 1995). DOI: 10.1214/aos/1034713657

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.

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C. Cheng. "Uniform consistency of generalized kernel estimators of quantile density." Ann. Statist. 23 (6) 2285 - 2291, December 1995. https://doi.org/10.1214/aos/1034713657

Information

Published: December 1995
First available in Project Euclid: 15 October 2002

zbMATH: 0853.62031
Digital Object Identifier: 10.1214/aos/1034713657

Subjects:
Primary: 62G07, 62G20
Secondary: 62G05, 62G30

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.23 • No. 6 • December 1995
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