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
引用
收藏
页码：265 / 276
页数：12
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