Improved the bias in kernel quantile function estimation

AIMS Mathematics

article

Abdallah Sayah¹  Nassima Almi¹ 

[1] Department of Mathematics and Informatic, Mohamed Khider University

关键词: bias reduction;    quantile function;    kernel estimation;    order statistics;    bandwidth;   

DOI  :  10.3934/math.2023092

学科分类：地球科学(综合)

来源: AIMS Press

【 摘 要 】

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 second power of the bandwidth, while the variance remains at the same order. Futhermore, we calculate the optimal bandwidth which minimizes the asymptotic mean squared error. A simulation study and a real data example are carried out to illustrate the performance of the proposed estimator and compared with other existing approaches mentioned.

【 授权许可】

CC BY