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A Kernel Estimator of a Conditional Quantile

✍ Scribed by Xiaojing Xiang

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
319 KB
Volume
59
Category
Article
ISSN
0047-259X

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✦ Synopsis

Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be two-dimensional random vectors which are independent and distributed as (X, Y).

The asymptotic normality and a law of the iterated logarithm are obtained.

πŸ“œ SIMILAR VOLUMES

Bahadur Representation of the Kernel Qua
Bahadur Representation of the Kernel Quantile Estimator under Random Censorship
✍ X.J. Xiang πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 439 KB

In this paper, a representation due to Major and RejtΓΆ for the Kaplan-Meier estimator is applied to establish a Bahadur representation for the kernel quantile estimator under random censorship. Comparing it with the product-limit quantile estimator, the convergence rate of the remainder term is subs