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dc.contributor.authorSayah, Abdallah-
dc.description.abstractBy 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.en_US
dc.subjectChampernowne distributionen_US
dc.subjectHeavy tailsen_US
dc.subjectKernel estimatoren_US
dc.subjectQuantile functionen_US
dc.titleKernel quantile estimtion for heavy-tailed distributionsen_US
Appears in Collections:Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie (FSESNV)

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