Nonparametric estimation of a quantile density function by wavelet methods

Christophe Chesneau, Isha Dewan and Hassan Doosti

Computational Statistics & Data Analysis, 2016, vol. 94, issue C, 161-174

Abstract: In this paper nonparametric wavelet estimators of the quantile density function are proposed. Consistency of the wavelet estimators is established under the Lp risk. A simulation study illustrates the good performance of our estimators.

Keywords: Quantile density estimation; Rates of convergence; Wavelet methods (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:94:y:2016:i:c:p:161-174

DOI: 10.1016/j.csda.2015.08.006

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