Kernel Quantile Estimators
核分位数估计量
For an estimator of quantiles, the efficiency of the sample quantile can be improved by considering linear combinations of order statistics, that is, L estimators. A variety of such methods have appeared in the literature; an important aspect of this article is that asymptotically several of these are shown to be kernel estimators with a Guassian kernel, and the bandwidths are identified. It is seen that some implicit choices of the smoothing parameter are asymptotically…