New bandwidth selection for kernel quantile estimators

DOI10.1155/2012/138450zbMath1233.62075OpenAlexW1994778080WikidataQ58910950 ScholiaQ58910950MaRDI QIDQ764427

Ali Al-Kenani, Ke-ming Yu

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/138450

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement

Uses Software

• KernSmooth

Cites Work

• Relative deficiency of kernel type estimators of quantiles
• Estimating densities, quantiles, quantile densities and density quantiles
• Kernel Quantile Estimators
• A Smooth Nonparametric Estimator of a Quantile Function
• Nonparametric Statistical Data Modeling
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