Estimation of a smooth quantile function
โ
J. K. Ghorai
๐
Article
๐
1991
๐
Springer Japan
๐
English
โ 571 KB
The problem of estimating a smooth quantile function, Q(.), at a fixed point p, 0 < p <: 1, is treated under a nonparametric smoothness condition on Q. The asymptotic relative deficiency of the sample quantile based on the maximum likelihood estimate of the survival function under the proportional h