Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2022 15 (4)
- Authors
- Nassima Almi; Abdallah Sayah
- Contact information
- Nassima Almi: Laboratory of Applied Mathematics Mohamed Khider University Biskra, Algeria; ; Abdallah Sayah: Laboratory of Applied Mathematics Mohamed Khider University Biskra, Algeria;
- Keywords
- Kernel quantile estimation; Mean Square Error; Optimal Bandwidth; Boundary Quantiles
- Abstract
Most of existing quantile estimators have problems of inefficiency in extreme quantiles. To solve this problem, in this paper we suggested an alternative estimator and provided its asymptotic behaviour when quantile near the boundary value. A simulation studies and two real data applications were included to demonstrate the efficiency and reliability of our theoretical results
- Pages
- 510–522
- DOI
- 10.17516/1997-1397-2022-15-4-510-522
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/147480
Journal of Siberian Federal University. Mathematics & Physics / Estimating the Inverse Distribution Function at the Boundary
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