A note on the estimation of a distribution function and quantiles by a kernel method

1981/01/01 by A. AZZALINI, Adelchi Azzalini · 321 citations
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Econometrics #Estimation #Estimator #Financial Risk and Volatility Modeling #Kernel (algebra) #Kernel density estimation #Mathematics #Pure mathematics #Quantile #Statistical Methods and Inference #Statistical and numerical algorithms #Statistics

paper · doi:10.1093/biomet/68.1.326

published in Biometrika 68(1), 326-328 (Oxford University Press)

openalex publication_date 1981/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

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.

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