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Title: Champernowne transformation in kernel quantile estimation for heavy-tailed distributions
Authors: Abdallah Sayah
Djabrane Yahia
, Abdelhakim Necir
Keywords: Bandwidth
Champernowne distribution
Heavy tails
Kernel estimator
Quantile function
Issue Date: 11-Apr-2013
Abstract: By transforming a data set with a modification of the Champernowne distribution function, a kernel quantile estimator for heavy-tailed distributions is given. The asymptotic mean squared error (AMSE) of the proposed estimator and related asymptotically optimal bandwidth are evaluated. Some simulations are drawn to show the performance of the obtained results.Link
Appears in Collections:Publications Internationales

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