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Improved confidence intervals for quantiles

Maesono, Yoshihiko; Penev, Spiridon - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 167-189

We derive the Edgeworth expansion for the studentized version of the kernel quantile estimator. Inverting the expansion allows us to get very accurate confidence intervals for the pth quantile under general conditions. The results are applicable in practice to improve inference for quantiles...

Persistent link: https://www.econbiz.de/10010848652

On the tail index of a heavy tailed distribution

Qi, Yongcheng - In: Annals of the Institute of Statistical Mathematics 62 (2010) 2, pp. 277-298

Persistent link: https://www.econbiz.de/10008596118

Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

Ogasawara, Haruhiko - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 995-1017

Persistent link: https://www.econbiz.de/10008467097

Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit

Hosmane, Balakrishna - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 133-147

Persistent link: https://www.econbiz.de/10005169217

Edgeworth expansions for spectral mean estimates with applications to Whittle estimates

Janas, Daniel - In: Annals of the Institute of Statistical Mathematics 46 (1994) 4, pp. 667-682

Persistent link: https://www.econbiz.de/10005169251

Second order asymptotic optimality of estimators for a density with finite cusps

Akahira, Masaflimi - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 311-328

Persistent link: https://www.econbiz.de/10005169332

Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh

Akahira, Masafumi - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 365-380

Persistent link: https://www.econbiz.de/10005184646

Edgeworth expansion in censored linear regression model

Qin, Gensheng; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 597-617

Persistent link: https://www.econbiz.de/10005184685

A smoothed bootstrap estimator for a studentized sample quantile

Janas, Daniel - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 317-329

Persistent link: https://www.econbiz.de/10005184701

Normalizing transformations of some statistics of Gaussian ARMA processes

Taniguchi, M.; Krishnaiah, P.; Chao, R. - In: Annals of the Institute of Statistical Mathematics 41 (1989) 1, pp. 187-197

Persistent link: https://www.econbiz.de/10005616242