The Bernstein polynomial estimator of a smooth quantile function

Cheng Cheng

Statistics & Probability Letters, 1995, vol. 24, issue 4, 321-330

Abstract: An estimator of a smooth quantile function (q.f.) is constructed by Bernstein polynomial smoothing of the empirical quantile function. Asymptotic behavior of this estimator is demonstrated by a weighted Brownian bridge in-probability uniform approximation. Oscillation behavior of this estimator in finite samples is demonstrated by spectral decomposition and preservation of high-order convexity of the empirical quantile function.

Keywords: Quantile; function; Bernstein; polynomial; Smoothing; Approximation; Spectral; decomposition; Convexity (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00190-J
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:24:y:1995:i:4:p:321-330

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().