Nonparametric estimation of a quantile density function by wavelet methods
Résumé
In this paper nonparametric wavelet estimators of the quantile density function are proposed. Consisitency of the wavelet estimators is established under the Lp risk. A simulation study is done to compare our estimators to those proposed by Jones (1992) and Soni et al. (2012).
Domaines
Statistiques [math.ST]| Origine | Fichiers produits par l'(les) auteur(s) |
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