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 language | English |
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Pages (from-to) | 161-174 |
Number of pages | 14 |
Journal | Computational Statistics and Data Analysis |
Volume | 94 |
DOIs | |
Publication status | Published - 2 Feb 2016 |
Externally published | Yes |
Keywords
- quantile density estimation
- rates of convergence
- wavelet methods