A remainder estimate for the normal approximation of perturbed sample quantiles

For a smooth statistical model, the rate of convergence in distribution of the kernel-smoothed quantile estimator to the normal law is considered. Under suitable assumptions, a Berry--Esséen type result with a rate O(n log n) is established.

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Year of publication:	1992
Authors:	Ralescu, Stefan S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 4, p. 293-298
Publisher:	Elsevier
Keywords:	Perturbed sample quantile kernel estimate central limit theorem convergence rate

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211866