Uniform consistency of generalized kernel estimators of quantile density

成果类型:
Article
署名作者:
Cheng, C
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
发表日期:
1995
页码:
2285-2291
关键词:
摘要:
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.