Kernel quantile estimator with ICI adaptive bandwidth selection technique

doi:10.1007/s10114-014-1233-9

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	Kernel quantile estimator with ICI adaptive bandwidth selection technique
	Fan, Jie Yu ; Tang, Man Lai ; Tian, Mao Zai
	2014-04
发表期刊	ACTA MATHEMATICA SINICA-ENGLISH SERIES
卷号	30 期号:4 页码:710-722
摘要	In this article, we consider a class of kernel quantile estimators which is the linear combination of order statistics. This class of kernel quantile estimators can be regarded as an extension of some existing estimators. The exact mean square error expression for this class of estimators will be provided when data are uniformly distributed. The implementation of these estimators depends mostly on the bandwidth selection. We then develop an adaptive method for bandwidth selection based on the intersection confidence intervals (ICI) principle. Monte Carlo studies demonstrate that our proposed approach is comparatively remarkable. We illustrate our method with a real data set.
关键词	Adaptive bandwidth selection ICI principle kernel estimator quantiles
DOI	10.1007/s10114-014-1233-9
收录类别	SCI ; SCOPUS ; SCIE ; CSCD
ISSN	1439-8516
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000332947500015
出版者	SPRINGER HEIDELBERG
原始文献类型	Article
EISSN	1439-7617
引用统计	被引频次：1[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/13612
专题	兰州财经大学
作者单位	1.Univ Pittsburgh, Dept Stat, Pittsburgh, PA USA; 2.Hang Seng Management Coll, Dept Math & Stat, Hong Kong, Hong Kong, Peoples R China; 3.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730101, Peoples R China; 4.Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing 100872, Peoples R China
推荐引用方式 GB/T 7714	Fan, Jie Yu,Tang, Man Lai,Tian, Mao Zai. Kernel quantile estimator with ICI adaptive bandwidth selection technique[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2014,30(4):710-722.
APA	Fan, Jie Yu,Tang, Man Lai,&Tian, Mao Zai.(2014).Kernel quantile estimator with ICI adaptive bandwidth selection technique.ACTA MATHEMATICA SINICA-ENGLISH SERIES,30(4),710-722.
MLA	Fan, Jie Yu,et al."Kernel quantile estimator with ICI adaptive bandwidth selection technique".ACTA MATHEMATICA SINICA-ENGLISH SERIES 30.4(2014):710-722.

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