Improved the bias in kernel quantile function estimation

Improved the bias in kernel quantile function estimation

In this paper, a new estimator for kernel quantile estimation is given to reduce the bias. The asymptotic properties of the proposed estimator was established and it turned out that the bias has been reduced to the fourth power of the bandwidth, while the bias of the estimators considered has the se...

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Bibliographic Details
Main Authors: Abdallah Sayah, Nassima Almi
Format: Article
Language:English
Published: AIMS Press 2023-01-01
Series:AIMS Mathematics
Subjects:
bias reduction
quantile function
kernel estimation
order statistics
bandwidth
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023092?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2023092?viewType=HTML

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