On the kernel estimation of the conditional median
Other Title(s)
حول تقدير النواة للوسيط الشرطي
Dissertant
Thesis advisor
Comitee Members
al-Rifi, Muhammad Ishaq
Nashwan, Imad Ismail Husayn
University
Islamic University
Faculty
Faculty of Science
Department
Department of Mathematics
University Country
Palestine (Gaza Strip)
Degree
Master
Degree Date
2016
English Abstract
The conditional probability distribution function (cdf) plays a basic role in statistics.
It describes the relationship between the dependent variable Y and the independent variable X.
Some times the cdf is unknown, which makes the estimation of cdf is nec- essary.
In this context, the cdf function of quantiles is very important, specially the conditional median distribution function, when the conditional mean is not actually describing the relationship between the dependent variable Y and the independent variable X.
In this thesis, we estimate the conditional median distribution function using two types of kernel estimation,the Nadaraya-Watson kernel estimator(NW) and the Dou- ble Kernel estimator (DK).
For the both estimators, we investigate the main asymp- totic properties, consistency, unbiasedness and normality.
Finally, a comparison of two estimators using three Simulated data and one Real data, indicates that, the Double Kernel estimator is better than the Nadaraya- Watson estimator.
Main Subjects
No. of Pages
67
Table of Contents
Table of contents.
Abstract.
Abstract in Arabic.
Introduction.
Chapter One : Basics and concepts.
Chapter Two : Nadaraya-watson estimator.
Chapter Three : The double kernel estimator.
Chapter Four : Comparison and applications.
References.
American Psychological Association (APA)
al-Attal, Ammar Amir Salim. (2016). On the kernel estimation of the conditional median. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-727236
Modern Language Association (MLA)
al-Attal, Ammar Amir Salim. On the kernel estimation of the conditional median. (Master's theses Theses and Dissertations Master). Islamic University. (2016).
https://search.emarefa.net/detail/BIM-727236
American Medical Association (AMA)
al-Attal, Ammar Amir Salim. (2016). On the kernel estimation of the conditional median. (Master's theses Theses and Dissertations Master). Islamic University, Palestine (Gaza Strip)
https://search.emarefa.net/detail/BIM-727236
Language
English
Data Type
Arab Theses
Record ID
BIM-727236