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 (17)

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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