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A kernel-type estimator for generalized quantiles

Author

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  • Veraverbeke, Noël

Abstract

Let HF be the distribution function of h(X1,...,Xm), where h is a real valued function of m variables and X1,...,Xn (n [greater-or-equal, slanted] m) is an i.i.d. sample from a distribution function F. A kernel-type estimator is proposed for the generalized quantile H-1F (p) (0

Suggested Citation

  • Veraverbeke, Noël, 1987. "A kernel-type estimator for generalized quantiles," Statistics & Probability Letters, Elsevier, vol. 5(3), pages 175-180, April.
    • Handle: RePEc:eee:stapro:v:5:y:1987:i:3:p:175-180
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    Cited by:

    1. Ralescu, Stefan S. & Puri, Madan L., 1996. "Weak convergence of sequences of first passage processes and applications," Stochastic Processes and their Applications, Elsevier, vol. 62(2), pages 327-345, July.

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