Symmetrized nearest neighbor kernel estimator of the conditional quantiles
Joint Authors
Mahdi, Isam Bashir
Salha, Raid Bashir
Source
IUG Journal of Natural Studies
Issue
Vol. 25, Issue 1 (30 Jun. 2017), pp.60-68, 9 p.
Publisher
The Islamic University-Gaza Deanship of Research and Graduate Affairs
Publication Date
2017-06-30
Country of Publication
Palestine (Gaza Strip)
No. of Pages
9
Main Subjects
Abstract EN
Stute (1986) has introduced the symmetrized nearest neighbor (SNN) kernel estimator to estimate the conditional quantiles in the univariate case.
This estimator is here extended to the multivariate case.
Two methods were proposed for the derivation of the asymptotic normality of the proposed estimators.
The first method considers two different quantiles estimated at the same conditional point.
In the other one, the conditional quantile estimated at different conditional points is considered.
The construction of the confidence bands as well as the problem of bandwidth selection to avoid the boundary effects were discussed.
Empirical studies are performed to assess the performance of the SNN kernel estimator in finite samples.
Simulation results attested a reasonably good performance of the proposed estimator.
American Psychological Association (APA)
Salha, Raid Bashir& Mahdi, Isam Bashir. 2017. Symmetrized nearest neighbor kernel estimator of the conditional quantiles. IUG Journal of Natural Studies،Vol. 25, no. 1, pp.60-68.
https://search.emarefa.net/detail/BIM-735591
Modern Language Association (MLA)
Salha, Raid Bashir& Mahdi, Isam Bashir. Symmetrized nearest neighbor kernel estimator of the conditional quantiles. IUG Journal of Natural Studies Vol. 25, no. 1 (2017), pp.60-68.
https://search.emarefa.net/detail/BIM-735591
American Medical Association (AMA)
Salha, Raid Bashir& Mahdi, Isam Bashir. Symmetrized nearest neighbor kernel estimator of the conditional quantiles. IUG Journal of Natural Studies. 2017. Vol. 25, no. 1, pp.60-68.
https://search.emarefa.net/detail/BIM-735591
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 68
Record ID
BIM-735591