L-1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator

doi:10.1016/j.spl.2013.06.035

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	L-1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator
	Zhao, Mu 1,2; Jiang, Hongmei 1; Zhou, Yong 3,4
刊名	STATISTICS & PROBABILITY LETTERS
	2013-10
卷号	83 期号:10 页码:2399-2406
关键词	Sample quantile estimator Kernel quantile estimator L-1-deficiency Optimal bandwidth
ISSN号	0167-7152
DOI	10.1016/j.spl.2013.06.035
英文摘要	The performance of the sample quantile estimator versus a kernel quantile estimator under the criterion of mean integrated absolute error (MIAE) for randomly right-censored data is considered in this paper. We show that the so called L-1-deficiency of the sample quantile estimator with respect to the kernel quantile estimator is convergent to infinity. The optimal bandwidth in the sense of MIAE is obtained. Some simulation studies and one real data analysis are used to illustrate the results. (C) 2013 Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000324078200038
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1920]
专题	上海财经大学
通讯作者	Jiang, Hongmei
作者单位	1.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA; 2.Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China; 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China; 4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Mu,Jiang, Hongmei,Zhou, Yong. L-1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator[J]. STATISTICS & PROBABILITY LETTERS,2013,83(10):2399-2406.
APA	Zhao, Mu,Jiang, Hongmei,&Zhou, Yong.(2013).L-1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator.STATISTICS & PROBABILITY LETTERS,83(10),2399-2406.
MLA	Zhao, Mu,et al."L-1-deficiency of the sample quantile estimator with respect to a kernel quantile estimator".STATISTICS & PROBABILITY LETTERS 83.10(2013):2399-2406.