A kernel-type estimator for generalized quantiles

Noël Veraverbeke

Statistics & Probability Letters, 1987, vol. 5, issue 3, 175-180

Abstract: Let HF be the distribution function of h(X1,...,Xm), where h is a real valued function of m variables and X1,...,Xn (n [greater-or-equal, slanted] m) is an i.i.d. sample from a distribution function F. A kernel-type estimator is proposed for the generalized quantile H-1F (p) (0

Keywords: asymptotic; normality; generalized; quantiles; kernel; estimator; generalized; quantile-density; function; U-statistics (search for similar items in EconPapers)
Date: 1987
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