Champernowne transformation in kernel quantile estimation for heavy-tailed distributions

MaRDI QIDQ427971zbMATH OpenFDO

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

zbMATH Keywords

heavy tailsbandwidthkernel estimatorquantile functionchampernowne distribution

Mathematics Subject Classification ID

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

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Cited in

(4)

• scientific article; zbMATH DE number 7604850 (Why is no real title available?)
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation
• Inverse beta transformation in kernel density estimation
• A modified Champernowne transformation to improve boundary effect in kernel distribution estimation

Describes a project that uses

Uses Software

• KernSmooth

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