UNIFORM CONFIDENCE BANDS FOR LOCAL POLYNOMIAL QUANTILE ESTIMATORS

被引：1
|
作者：
Sabbah, Camille [1 ]
机构：
[1] Univ Lille Nord France, Lab EQUIPPE, F-59653 Villeneuve Dascq, France
来源：
ESAIM-PROBABILITY AND STATISTICS | 2014年 / 18卷
关键词：
Uniform confidence bands; conditional quantile estimation; REGRESSION;
D O I：
10.1051/ps/2013035
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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
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页码：265 / 276
页数：12
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