Champernowne transformation in kernel quantile estimation for heavy-tailed distributions
From MaRDI portal
Publication:427971
zbMATH Open1327.62225MaRDI QIDQ427971FDOQ427971
Authors: A. Sayah, D. Yahia, A. Necir
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
Recommendations
- A modified Champernowne transformation to improve boundary effect in kernel distribution estimation
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- Inverse beta transformation in kernel density estimation
- Accuracy of transformed kernel density estimates for a heavy-tailed distribution
- Transformation kernel estimation of insurance claim cost distributions
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cited In (4)
Uses Software
This page was built for publication: Champernowne transformation in kernel quantile estimation for heavy-tailed distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q427971)