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Journal of Siberian Federal University. Mathematics & Physics, 2022, Volume 15, Issue 4, Pages 510–522
DOI: https://doi.org/10.17516/1997-1397-2022-15-4-510-522 (Mi jsfu1017) 		 
Estimating the inverse distribution function at the boundary

Nassima Almi, Abdallah Sayah

Laboratory of Applied Mathematics, Mohamed Khider University, Biskra, Algeria
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DOI: https://doi.org/10.17516/1997-1397-2022-15-4-510-522
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.
Keywords: kernel quantile estimation, mean square error, optimal bandwidth, boundary quantiles.
Received: 31.01.2022
Received in revised form: 21.03.2022
Accepted: 06.05.2022
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: English
Citation: Nassima Almi, Abdallah Sayah, “Estimating the inverse distribution function at the boundary”, J. Sib. Fed. Univ. Math. Phys., 15:4 (2022), 510–522
Citation in format AMSBIB
\Bibitem{AlmSay22}
\by Nassima~Almi, Abdallah~Sayah
\paper Estimating the inverse distribution function at the boundary
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2022
\vol 15
\issue 4
\pages 510--522
\mathnet{http://mi.mathnet.ru/jsfu1017}
\crossref{https://doi.org/10.17516/1997-1397-2022-15-4-510-522}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4465862}
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    		Журнал Сибирского федерального университета. Серия "Математика и физика"
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