scholarly journals Asymptotic Normality of the Kernel Quantile Estimator

1985 ◽  
Vol 13 (1) ◽  
pp. 428-433 ◽  
Author(s):  
Michael Falk
1998 ◽  
Vol 14 (4) ◽  
pp. 833-848
Author(s):  
Malcolm P. Quine ◽  
Władysław Szczotka
Keyword(s):  

1991 ◽  
Vol 28 (3) ◽  
pp. 529-538
Author(s):  
M. P. Quine

Points arrive in succession on an interval and immediately ‘cover' a region of length ½ to each side (less if they are close to the boundary or to a covered part). The location of a new point is uniformly distributed on the uncovered parts. We study the mean and variance of the total number of points ever formed, in particular as a → 0, in which case we also establish asymptotic normality.


2017 ◽  
Vol 9 (1) ◽  
pp. 162-175
Author(s):  
Diaa Eddine Hamdaoui ◽  
Amina Angelika Bouchentouf ◽  
Abbes Rabhi ◽  
Toufik Guendouzi

AbstractThis paper deals with the estimation of conditional distribution function based on the single-index model. The asymptotic normality of the conditional distribution estimator is established. Moreover, as an application, the asymptotic (1 − γ) confidence interval of the conditional distribution function is given for 0 < γ < 1.


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