Some refinements of the quasi-quantiles

Govind S. Mudholkar and Alan D. Hutson

Statistics & Probability Letters, 1997, vol. 32, issue 1, 67-74

Abstract: 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 [gamma](u) and [delta](u). The second order terms in the expansions of the expected value and variance are used to determine h(u), [gamma](u) and [delta](u) and thus refine quasi-quantiles.

Keywords: Asymptotic; expansion; Bias; Optimization; Variance (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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