Efficient estimation of the reciprocal of the density quantile function at a point

Gutti Jogesh Babu

doi:10.1016/0167-7152(86)90076-3

Efficient estimation of the reciprocal of the density quantile function at a point

Gutti Jogesh Babu

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Abstract

Consistent estimators for the reciprocal of the density at a quantile point are considered. Optimal rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. An symptotically efficient estimator sequence, in the mean square error sense, is found from among this class; unlike density estimators, these density quantile estimators do not require knowledge of the actual values of the density and its derivatives.

Original language	English (US)
Pages (from-to)	133-139
Number of pages	7
Journal	Statistics and Probability Letters
Volume	4
Issue number	3
DOIs	https://doi.org/10.1016/0167-7152(86)90076-3
State	Published - Apr 1986

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(86)90076-3

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title = "Efficient estimation of the reciprocal of the density quantile function at a point",

abstract = "Consistent estimators for the reciprocal of the density at a quantile point are considered. Optimal rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. An symptotically efficient estimator sequence, in the mean square error sense, is found from among this class; unlike density estimators, these density quantile estimators do not require knowledge of the actual values of the density and its derivatives.",

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N2 - Consistent estimators for the reciprocal of the density at a quantile point are considered. Optimal rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. An symptotically efficient estimator sequence, in the mean square error sense, is found from among this class; unlike density estimators, these density quantile estimators do not require knowledge of the actual values of the density and its derivatives.

AB - Consistent estimators for the reciprocal of the density at a quantile point are considered. Optimal rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. An symptotically efficient estimator sequence, in the mean square error sense, is found from among this class; unlike density estimators, these density quantile estimators do not require knowledge of the actual values of the density and its derivatives.

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JO - Statistics and Probability Letters

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ER -

Efficient estimation of the reciprocal of the density quantile function at a point

Abstract

All Science Journal Classification (ASJC) codes

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