A remainder estimate for the normal approximation of perturbed sample quantiles

Stefan S. Ralescu

Statistics & Probability Letters, 1992, vol. 14, issue 4, 293-298

Abstract: For a smooth statistical model, the rate of convergence in distribution of the kernel-smoothed quantile estimator to the normal law is considered. Under suitable assumptions, a Berry--Esséen type result with a rate O(n log n) is established.

Keywords: Perturbed; sample; quantile; kernel; estimate; central; limit; theorem; convergence; rate (search for similar items in EconPapers)
Date: 1992
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