Nonparametric estimation of a quantile density function by wavelet methods

Authors

Christophe Chesneau, Université de Caen Normandie
Isha Dewan, Indian Statistical Institute (Delhi Centre)
Hassan Doosti, Mashhad University of Medical Sciences

Article Type

Research Article

Publication Title

Computational Statistics and Data Analysis

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.

First Page

161

Last Page

174

DOI

10.1016/j.csda.2015.08.006

Publication Date

2-2-2016

Comments

Open Access; Green Open Access

Recommended Citation

Chesneau, Christophe; Dewan, Isha; and Doosti, Hassan, "Nonparametric estimation of a quantile density function by wavelet methods" (2016). Journal Articles. 4322.
https://digitalcommons.isical.ac.in/journal-articles/4322