ℒ1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator

2013 ◽  
Vol 83 (10) ◽  
pp. 2399-2406 ◽  
Author(s):  
Mu Zhao ◽  
Hongmei Jiang ◽  
Yong Zhou
2015 ◽  
Vol 2015 ◽  
pp. 1-6
Author(s):  
Xiaoxia He ◽  
Xi Liu ◽  
Chun Yao

We derive the moderate and large deviations principle for the smoothed sample quantile from a sequence of independent and identically distributed samples of sizen.


Biometrika ◽  
1999 ◽  
Vol 86 (4) ◽  
pp. 909-921 ◽  
Author(s):  
M. Kosorok

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