Adaptive weighted Nadaraya-Watson estimation of the conditional quantiles by varying bandwidth

被引：3
|
作者：
Ahmed, Hazem I. El Shekh [1 ]
Salha, Raid B. [2 ]
EL-Sayed, Hossam O. [3 ]
机构：
[1] Al Quds Open Univ, Dept Math, Ramallah, Palestine
[2] Islamic Univ Gaza, Dept Math, Gaza City, Palestine
[3] UNRWA, Dept Educ, Gaza City, Palestine
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2020年 / 49卷 / 05期
关键词：
Asymptotic normality; Conditional distribution; Kernel estimation; Quantile regression; Weighted Nadaraya-Watson estimate;
D O I：
10.1080/03610918.2015.1048880
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we define the adaptive Weighted Nadaraya-Watson estimation (AWNW) of the conditional distribution function (cdf) for independent and identically distributed (iid) data using varying bandwidth. The asymptotic normality of the proposed estimator is investigated. The results of the simulation studies show that the proposed estimation have better performance than the Weighted Nadaraya-Watson estimation with fixed bandwidth.
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页码：1105 / 1117
页数：13
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