Nonparametric estimation of a quantile density function by wavelet methods

Christophe Chesneau*, Isha Dewan, Hassan Doosti

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Abstract

In this paper nonparametric wavelet estimators of the quantile density function are proposed. Consistency of the wavelet estimators is established under the Lp risk. A simulation study illustrates the good performance of our estimators.

Original languageEnglish
Pages (from-to)161-174
Number of pages14
JournalComputational Statistics and Data Analysis
Volume94
DOIs
Publication statusPublished - 2 Feb 2016
Externally publishedYes

Keywords

  • quantile density estimation
  • rates of convergence
  • wavelet methods

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