New bandwidth selection for kernel quantile estimators
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Publication:764427
DOI10.1155/2012/138450zbMATH Open1233.62075OpenAlexW1994778080WikidataQ58910950 ScholiaQ58910950MaRDI QIDQ764427FDOQ764427
Authors: Ali Alkenani, Keming 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
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Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Kernel Quantile Estimators
- Nonparametric Statistical Data Modeling
- Relative deficiency of kernel type estimators of quantiles
- A Smooth Nonparametric Estimator of a Quantile Function
- Estimating densities, quantiles, quantile densities and density quantiles
Cited In (7)
- Improving bandwidth selection methods by adding quantitative constraints
- Kernel quantile estimator with ICI adaptive bandwidth selection technique
- An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
- The data-based choice of bandwidth for kernel quantile estimator of VaR
- Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
- A plug-in bandwidth selector for nonparametric quantile regression
- Kernel Quantile Estimators
Uses Software
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