THE BERNSTEIN POLYNOMIAL ESTIMATOR OF A SMOOTH QUANTILE FUNCTION

被引：36

作者：

CHENG, C ^{[1
]}

机构：

[1] UPJOHN CO,UPJOHN LABS,COMPUTAT CHEM,KALAMAZOO,MI 49007

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 24卷 / 04期

关键词：

QUANTILE FUNCTION; BERNSTEIN POLYNOMIAL; SMOOTHING; APPROXIMATION; SPECTRAL DECOMPOSITION; CONVEXITY;

D O I：

10.1016/0167-7152(94)00190-J

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An estimator of a smooth quantile function (q.f.) is constructed by Bernstein polynomial smoothing of the empirical quantile function. Asymptotic behavior of this estimator is demonstrated by a weighted Brownian bridge in-probability uniform approximation. Oscillation behavior of this estimator in finite samples is demonstrated by spectral decomposition and preservation of high-order convexity of the empirical quantile function.

引用

页码：321 / 330

页数：10

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