Almost-sure uniform error bounds of general smooth estimators of quantile density functions

Based on a careful analysis of the asymptotic almost-sure behavior of certain generalized Kiefer processes, asymptotic almost-sure uniform upper bounds of estimation error are established for a broad class of quantile density function estimators useful in survival analysis. The error bounds are given with explicit rate of convergence.

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Year of publication:	2002
Authors:	Cheng, Cheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 59.2002, 2, p. 183-194
Publisher:	Elsevier
Keywords:	Quantile density Law of logarithm Hazard rate function Kiefer process Smoothing

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

Persistent link: https://www.econbiz.de/10005138256