| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525211 | Journal of Statistical Planning and Inference | 2005 | 13 Pages |
Abstract
We study the smooth quantile estimator QÌ(p),00 for a sequence of stationary strong mixing random variables. Under minimal assumptions on the underlying distribution function F and kernel k, we establish necessary and sufficient conditions on an for the Central Limit Theorem to hold for QÌ(p),0
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shan Sun, Minerva Cordero,