A Berry-Esséen-type theorem of quantile density estimators
A Berry-Esséen-type theorem showing the near-optimal quality of the normal distribution approximation to the distribution of smooth quantile density estimators is established in this paper. Under more restrictive conditions on the smoothing kernel, an n-1/2-error bound Berry-Esséen result is established as well.
Year of publication: |
1998
|
---|---|
Authors: | Cheng, Cheng |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 39.1998, 3, p. 255-262
|
Publisher: |
Elsevier |
Keywords: | Quantile density Berry-Esséen Strong approximation Smoothing Kernel |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Does Strengthening Self-Defense Law Deter Crime or Escalate Violence? Evidence from Castle Doctrine
Cheng, Cheng, (2012)
-
Ren, Xiaohang, (2020)
-
THE EFFECT OF LEGALIZING RETAIL MARIJUANA ON HOUSING VALUES : EVIDENCE FROM COLORADO
Cheng, Cheng, (2018)
- More ...