Please use this identifier to cite or link to this item:
http://archives.univ-biskra.dz/handle/123456789/4675| Title: | Kernel quantile estimtion for heavy-tailed distributions |
| Authors: | Sayah, Abdallah |
| Keywords: | Bandwidth Champernowne distribution Heavy tails Kernel estimator Quantile function |
| Issue Date: | 3-Dec-2014 |
| Series/Report no.: | Mathématique; |
| Abstract: | By transforming a data set with a modiÖcation 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. |
| URI: | http://archives.univ-biskra.dz/handle/123456789/4675 |
| Appears in Collections: | Faculté des Sciences Exactes et des Science de la Nature et de la vie (FSESNV) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Kernel quantile estimtion for heavy-tailed distributions.pdf | 451,55 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.