Nonparametric estimation of quantile density function

Pooja Soni, Isha Dewan and Kanchan Jain

Computational Statistics & Data Analysis, 2012, vol. 56, issue 12, 3876-3886

Abstract: 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.

Keywords: Quantiles; Quantile density function; Kernel density estimators (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:12:p:3876-3886

DOI: 10.1016/j.csda.2012.04.014

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