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Some refinements of the quasi-quantiles

✍ Scribed by Govind S. Mudholkar; Alan D. Hutson

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 346 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00057-0

No coin nor oath required. For personal study only.

✦ Synopsis

R.D. Reiss's (1980) proposal of quasi-quantiles, i.e. certain kernel estimators of population quantiles Q(u), is extended using a mixing function h(u) and an asymmetric bandwidth function defined by endpoints ~,(u) and 6(u). The second order terms in the expansions of the expected value and variance are used to determine h(u), y(u) and 6(u) and thus refine quasi-quantiles.

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