ZHOU Yong, ZHU Yukai, . Bahadur Representation On Smooth Nonparametric Estimator of a Quantile Function[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(2): 139-145.
Citation: ZHOU Yong, ZHU Yukai, . Bahadur Representation On Smooth Nonparametric Estimator of a Quantile Function[J]. Chinese Journal of Applied Probability and Statistics, 1996, 12(2): 139-145.

Bahadur Representation On Smooth Nonparametric Estimator of a Quantile Function

  • A smooth quantile estimator is proposed in this paper and the strong Bahadur representation of this estimator is obtained. From this result, we prove the law of iterated logarithm and weak convergence for the quanrile estimator.
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