Edgeworth expansion for the kernel quantile estimator
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-009-0241-5.pdf
Reference21 articles.
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3. Callaert H., Janssen P., Veraverbeke N. (1980) An Edgeworth expansion for U-statistics. The Annals of Statistics 8: 299–312
4. Dharmadhikari S., Fabian V., Jogdeo K. (1968) Bounds on the moments of martingales. The Annals of Mathematical Statistics 39: 1719–1723
5. DiDonato A., Morris A. (1987) ALGORITHM 654: FORTRAN subroutines for computing the incomplete gamma function ratios and their inverse. Association for Computing Machinery Transactions on Mathematical Software 13(3): 318–319
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