# Uniform Confidence Bands for Local Polynomial Quantile Estimators

ESAIM: Probability and Statistics (2014)

- Volume: 18, page 265-276
- ISSN: 1292-8100

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topSabbah, Camille. "Uniform Confidence Bands for Local Polynomial Quantile Estimators." ESAIM: Probability and Statistics 18 (2014): 265-276. <http://eudml.org/doc/274373>.

@article{Sabbah2014,

abstract = {This paper deals with uniform consistency and uniform confidence bands for the quantile function and its derivatives. We describe a kernel local polynomial estimator of quantile function and give uniform consistency. Furthermore, we derive its maximal deviation limit distribution using an approximation in the spirit of Bickel and Rosenblatt [P.J. Bickel and M. Rosenblatt, Ann. Statist. 1 (1973) 1071–1095].},

author = {Sabbah, Camille},

journal = {ESAIM: Probability and Statistics},

keywords = {uniform confidence bands; conditional quantile estimation},

language = {eng},

pages = {265-276},

publisher = {EDP-Sciences},

title = {Uniform Confidence Bands for Local Polynomial Quantile Estimators},

url = {http://eudml.org/doc/274373},

volume = {18},

year = {2014},

}

TY - JOUR

AU - Sabbah, Camille

TI - Uniform Confidence Bands for Local Polynomial Quantile Estimators

JO - ESAIM: Probability and Statistics

PY - 2014

PB - EDP-Sciences

VL - 18

SP - 265

EP - 276

AB - This paper deals with uniform consistency and uniform confidence bands for the quantile function and its derivatives. We describe a kernel local polynomial estimator of quantile function and give uniform consistency. Furthermore, we derive its maximal deviation limit distribution using an approximation in the spirit of Bickel and Rosenblatt [P.J. Bickel and M. Rosenblatt, Ann. Statist. 1 (1973) 1071–1095].

LA - eng

KW - uniform confidence bands; conditional quantile estimation

UR - http://eudml.org/doc/274373

ER -

## References

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