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Uniform Confidence Bands for Local Polynomial Quantile Estimators

Camille Sabbah (2014)

ESAIM: Probability and Statistics

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].

Weighted halfspace depth

Daniel Hlubinka, Lukáš Kotík, Ondřej Vencálek (2010)

Kybernetika

Generalised halfspace depth function is proposed. Basic properties of this depth function including the strong consistency are studied. We show, on several examples that our depth function may be considered to be more appropriate for nonsymetric distributions or for mixtures of distributions.

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