Article ID Journal Published Year Pages File Type
6869429 Computational Statistics & Data Analysis 2016 28 Pages PDF
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
Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Preview
Nonparametric estimation of a quantile density function by wavelet methods
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