New Bandwidth Selection for Kernel Quantile Estimators
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-18, 18 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-02-01
Country of Publication
Egypt
No. of Pages
18
Main Subjects
Abstract EN
We propose a cross-validation method suitable for smoothing of kernel quantile estimators.
In particular, our proposed method selects the bandwidth parameter, which is known to play a crucial role in kernel smoothing, based on unbiased estimation of a mean integrated squared error curve of which the minimising value determines an optimal bandwidth.
This method is shown to lead to asymptotically optimal bandwidth choice and we also provide some general theory on the performance of optimal, data-based methods of bandwidth choice.
The numerical performances of the proposed methods are compared in simulations, and the new bandwidth selection is demonstrated to work very well.
American Psychological Association (APA)
al-Kenani, Ali& Yu, Keming. 2012. New Bandwidth Selection for Kernel Quantile Estimators. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-18.
https://search.emarefa.net/detail/BIM-448759
Modern Language Association (MLA)
al-Kenani, Ali& Yu, Keming. New Bandwidth Selection for Kernel Quantile Estimators. Journal of Probability and Statistics No. 2012 (2012), pp.1-18.
https://search.emarefa.net/detail/BIM-448759
American Medical Association (AMA)
al-Kenani, Ali& Yu, Keming. New Bandwidth Selection for Kernel Quantile Estimators. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-18.
https://search.emarefa.net/detail/BIM-448759
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-448759