Uniform Confidence Bands for Local Polynomial Quantile Estimators∗. (25th July 2014)

• Record Type: Journal Article
• Authors: Sabbah, Camille
• Is Part Of: ESAIM. Volume 18(2014)
• Page Start: 265
• Page End: 276
• Publication Date: 2014-07-25
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; 519.2
• DOI: 10.1051/ps/2013035
• Languages: English
• ISSNs: 1292-8100

Abstract

<abstract abstract-type="normal" xml:lang="en"> <title> <x content-type="archive" xml:space="preserve">Abstract</x> </title> <p>This paper deals with uniform consistency and uniform confidence bands for the quantile function and its derivatives. We describe a kernel local polynomial estimator of quantile function and give uniform consistency. Furthermore, we derive its maximal deviation limit distribution using an approximation in the spirit of Bickel and Rosenblatt [P.J. Bickel and M. Rosenblatt, <italic>Ann. Statist. </italic><bold>1 </bold>(1973) 1071â€"1095].</p> </abstract>