Champernowne transformation in kernel quantile estimation for heavy-tailed distributions

zbMath1327.62225MaRDI QIDQ427971

J. Herrera, H. S. Yoon

Publication date: 18 June 2012

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: http://www.ajol.info/index.php/afst/article/view/71075

zbMATH Keywords

bandwidth; heavy tails; kernel estimator; quantile function; champernowne distribution

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Uses Software

• KernSmooth