Estimating densities, quantiles, quantile densities and density quantiles

Jones, M. C. (1992). Estimating densities, quantiles, quantile densities and density quantiles. Annals of the Institute of Statistical Mathematics, 44(4) pp. 721–727.

DOI: https://doi.org/10.1007/BF00053400

Abstract

To estimate the quantile density function (the derivative of the quantile function) by kernel means, there are two alternative approaches. One is the derivative of the kernel quantile estimator, the other is essentially the reciprocal of the kernel density estimator. We give ways in which the former method has certain advantages over the latter. Various closely related smoothing issues are also discussed.

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About

• Item ORO ID
• 28296
• Item Type
• Journal Item
• ISSN
• 1572-9052
• Keywords
• kernel smoothing; reciprocal density; sparsity function
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1992 The Institute of Statistical Mathematics
• Depositing User
• Sarah Frain