On the estimation of the quantile density function

Michael Falk

Statistics & Probability Letters, 1986, vol. 4, issue 2, 69-73

Abstract: Under fairly general conditions, asymptotic normality is achieved for the histogram type estimator of the underlying quantile density function as well as for a kernel type competitor. This entails the comparison of the asymptotic relative efficiencies of these estimators.

Keywords: histogram; empirical; quantile; kernel; estimator; relative; efficiency; optimal; bandwidth (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (14)

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