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Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Bahadur representation Conditional quantile function Local polynomial estimation Econometrics of Auctions
2011/6/20
This paper investigates the bias and the weak Bahadur representation of a local
polynomial estimator of the conditional quantile function and its derivatives.
The bias and Bahadur remainder term are...
A New Approximation to the Normal Distribution Quantile Function
New Approximation Normal Distribution Quantile Function
2010/3/10
We present a new approximation to the normal distribution quan-
tile function. It has a similar form to the approximation of Beasley
and Springer [3], providing a maximum absolute error of less than...