Proceedings of the Korean Society of Computational and Applied Mathematics Conference (한국전산응용수학회:학술대회논문집)
- 2003.09a
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- Pages.14-14
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- 2003
A Kernel-function-based Approach to Sequential Estimation with $\beta$ -protection of Quantiles
Abstract
Given a sequence {
$\beta$-protection. Some asymptotic properties for the proposed procedure and of an involved stopping time are proved: asymptotic consistency, asymptotic efficiency and asymptotic normality. From one of the results an effect of smoothing based on kernel functions is discussed. The results are also extended to the contaminated case.e.e.
Keywords