Almost-sure uniform error bounds of general smooth estimators of quantile density functions

Cheng Cheng

Statistics & Probability Letters, 2002, vol. 59, issue 2, 183-194

Abstract: Based on a careful analysis of the asymptotic almost-sure behavior of certain generalized Kiefer processes, asymptotic almost-sure uniform upper bounds of estimation error are established for a broad class of quantile density function estimators useful in survival analysis. The error bounds are given with explicit rate of convergence.

Keywords: Quantile; density; Law; of; logarithm; Hazard; rate; function; Kiefer; process; Smoothing (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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