Nonparametric estimation of quantile density function

被引:28
|
作者
Soni, Pooja [1 ]
Dewan, Isha [2 ]
Jain, Kanchan [1 ]
机构
[1] Panjab Univ, Dept Stat, Chandigarh 160014, India
[2] Indian Stat Inst, Stat Math Unit, New Delhi 110016, India
关键词
Quantiles; Quantile density function; Kernel density estimators; TIME;
D O I
10.1016/j.csda.2012.04.014
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In the present article, a new nonparametric estimator of quantile density function is defined and its asymptotic properties are studied. The comparison of the proposed estimator has been made with estimators given by Jones (1992), graphically and in terms of mean square errors for the uncensored and censored cases. (C) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:3876 / 3886
页数:11
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