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 (Digital Object Identifier) Link:	http://dx.doi.org/doi:10.1007/BF00053400
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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.

Item Type:	Journal Article
Copyright Holders:	1992 The Institute of Statistical Mathematics
ISSN:	0020-3157
Keywords:	kernel smoothing; reciprocal density; sparsity function
Academic Unit/Department:	Mathematics, Computing and Technology > Mathematics and Statistics
Item ID:	28296
Depositing User:	Sarah Frain
Date Deposited:	23 Mar 2011 15:50
Last Modified:	23 Mar 2011 15:50
URI:	http://oro.open.ac.uk/id/eprint/28296

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