ESTIMATING DENSITIES, QUANTILES, QUANTILE DENSITIES AND DENSITY QUANTILES

被引：70

作者：

JONES, MC ^{[1
]}

机构：

[1] OPEN UNIV,DEPT STAT,MILTON KEYNES MK7 6AA,BUCKS,ENGLAND

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1992年 / 44卷 / 04期

关键词：

KERNEL SMOOTHING; RECIPROCAL DENSITY; SPARSITY FUNCTION;

D O I：

10.1007/BF00053400

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

To estimate the quantile density function (the derivative of the quantile function) by kernel means, there are two alternative approaches. One is the derivative of the kernel quantile estimator, the other is essentially the reciprocal of the kernel density estimator. We give ways in which the former method has certain advantages over the latter. Various closely related smoothing issues axe also discussed.

引用

页码：721 / 727

页数：7

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