Uniform Confidence Bands for Local Polynomial Quantile Estimators∗. (25th July 2014)
- Record Type:
- Journal Article
- Title:
- Uniform Confidence Bands for Local Polynomial Quantile Estimators∗. (25th July 2014)
- Main Title:
- Uniform Confidence Bands for Local Polynomial Quantile Estimators∗
- Authors:
- Sabbah, Camille
- Abstract:
- Abstract : 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, Ann. Statist. 1 (1973) 1071–1095].
- Is Part Of:
- ESAIM. Volume 18(2014)
- Journal:
- ESAIM
- Issue:
- Volume 18(2014)
- Issue Display:
- Volume 18, Issue 2014 (2014)
- Year:
- 2014
- Volume:
- 18
- Issue:
- 2014
- Issue Sort Value:
- 2014-0018-2014-0000
- Page Start:
- 265
- Page End:
- 276
- Publication Date:
- 2014-07-25
- Subjects:
- Uniform confidence bands, -- conditional quantile estimation
Probabilities -- Periodicals
Mathematical statistics -- Periodicals
519.2 - Journal URLs:
- http://www.esaim-ps.org/action/displayJournal?jid=PSS ↗
http://www.edpsciences.org/ps/ ↗
http://www.emath.fr/Maths/Ps/ps.html ↗ - DOI:
- 10.1051/ps/2013035 ↗
- Languages:
- English
- ISSNs:
- 1292-8100
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 4794.xml