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THE UNIFORM CONSISTENCY OF THE SAMPLE KERNEL QUANTILE PROCESS

  • Bae, Jong-Sig (Department of Mathematics and Institute of Basic Science, Sung-Kyunkwan University) ;
  • Kim, Sung-Yeun (Department of Mathematics and Institute of Basic Science, Sung-Kyunkwan University)
  • Published : 2004.08.01

Abstract

We obtain a kernel quantile process based on the kernel quantile estimator and prove the uniform consistency of the kernel quantile process by developing that of the usual sample quantile process. We apply our result to the classical kernel type processes.

Keywords

References

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