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.
Publié le : 1995-12-14
Classification:
Quantile density function,
approximation,
smoothing,
kernel,
62G07,
62G20,
62G05,
62G30
@article{1034713657,
author = {Cheng, C.},
title = {Uniform consistency of generalized kernel estimators of quantile density},
journal = {Ann. Statist.},
volume = {23},
number = {6},
year = {1995},
pages = { 2285-2291},
language = {en},
url = {http://dml.mathdoc.fr/item/1034713657}
}
Cheng, C. Uniform consistency of generalized kernel estimators of quantile density. Ann. Statist., Tome 23 (1995) no. 6, pp. 2285-2291. http://gdmltest.u-ga.fr/item/1034713657/