The Bernstein polynomial estimator of a smooth quantile function
AbstractAn estimator of a smooth quantile function (q.f.) is constructed by Bernstein polynomial smoothing of the empirical quantile function. Asymptotic behavior of this estimator is demonstrated by a weighted Brownian bridge in-probability uniform approximation. Oscillation behavior of this estimator in finite samples is demonstrated by spectral decomposition and preservation of high-order convexity of the empirical quantile function.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 24 (1995)
Issue (Month): 4 (September)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Kaigh, W. D. & Sorto, Maria Alejandra, 1993. "Subsampling quantile estimator majorization inequalities," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 373-379, December.
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- Golyandina, Nina & Pepelyshev, Andrey & Steland, Ansgar, 2012. "New approaches to nonparametric density estimation and selection of smoothing parameters," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2206-2218.
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