IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v33y1990i1p106-124.html
   My bibliography  Save this article

Estimation of the reciprocal of the density quantile function at a point

Author

Listed:
  • Babu, Gutti Jogesh
  • Radhakrishna Rao, C.

Abstract

Consistent estimators for the reciprocal of the density at a quantile point, which is the derivative of the quantile function, are considered. Rates of convergence of these estimators, depending on the smoothness properties of the density, are obtained. Two different, but natural, estimators of the reciprocal of the density at a quantile point, based on several samples from a location parameter family with unknown and possibly different location parameters are proposed. An important multivariate application is the estimation of the asymptotic dispersion matrix of several sample quantiles, as they involve reciprocals of the density at the corresponding population quantiles.

Suggested Citation

  • Babu, Gutti Jogesh & Radhakrishna Rao, C., 1990. "Estimation of the reciprocal of the density quantile function at a point," Journal of Multivariate Analysis, Elsevier, vol. 33(1), pages 106-124, April.
    • Handle: RePEc:eee:jmvana:v:33:y:1990:i:1:p:106-124
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(90)90008-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. G. Jogesh Babu & Ashish Mahabal, 2016. "Skysurveys, Light Curves and Statistical Challenges," International Statistical Review, International Statistical Institute, vol. 84(3), pages 506-527, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:33:y:1990:i:1:p:106-124. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.