Babu, Gutti Jogesh; Radhakrishna Rao, C. - In: Journal of Multivariate Analysis 33 (1990) 1, pp. 106-124
Consistent estimators for the reciprocal of the density at a quantile point, which is the derivative of the quantile function, are considered. Rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. Two different, but natural, estimators of...