The Bernstein polynomial estimator of a smooth quantile function
An 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.
Volume (Year): 24 (1995)
Issue (Month): 4 (September)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Munoz Perez, Jose & Fernandez Palacin, Ana, 1987. "Estimating the quantile function by Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 391-397, September.
- Kaigh, W. D. & Sorto, Maria Alejandra, 1993. "Subsampling quantile estimator majorization inequalities," Statistics & Probability Letters, Elsevier, vol. 18(5), pages 373-379, December.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:24:y:1995:i:4:p:321-330. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If references are entirely missing, you can add them using this form.