On the kernel estimation of the conditional median

Other Title(s)

حول تقدير النواة للوسيط الشرطي

Dissertant

al-Attal, Ammar Amir Salim

Thesis advisor

Salihah, Raid Bashir Ibrahim

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

Mathematics

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