A Note on the Estimation of a Distribution Function and Quantiles by a Kernel Method
本文研究了通过积分核密度估计量来估计分布函数,并反演该估计量来估计分位数,分析了这两个估计量的二阶性质。
A distribution function is estimated by integrating a kernel estimator of the density. Quantiles are estimated by inverting the estimate of the distribution function. Second-order properties of both these estimators are studied.