Nonparametric estimation of quantile density function

DOI10.1016/j.csda.2012.04.014zbMath1255.62107OpenAlexW2057223042MaRDI QIDQ1927167

Kanchan Jain, Pooja Soni, Isha Dewan

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.04.014

zbMATH Keywords

kernel density estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

The ϕ-divergence family of measures based on quantile function, Nonparametric estimation of a quantile density function by wavelet methods, Nonparametric estimators for quantile density function under length-biased sampling, On the estimation of the quantile density function by orthogonal series, Nonparametric estimation of a quantile density function under L_p risk via block thresholding method, Further theoretical and practical insight to the do-validated bandwidth selector, Nonparametric tests for ordered quantiles, An empirical estimate of quantile density function in presence of censoring, Density estimation using bootstrap quantile variance and quantile-mean covariance, Nonparametric estimation of quantile-based entropy function, Flexible specification testing in quantile regression models, Nonparametric estimation of mean residual quantile function under right censoring, Wavelet-Based Quantile Density Function Estimation Under Random Censorship, Bivariate Quantile Functions and their Applications to Reliability Modelling, Asymptotic distribution and simultaneous confidence bands for ratios of quantile functions, Credible risk measures with applications in actuarial sciences and finance, Tests for successive differences of quantiles

Uses Software

• KernSmooth

Cites Work

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