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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.
Appears in Collections:Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie (FSESNV)

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