Abstract

We introduce a nonparametric quantile estimation method by applying a level crossing empirical function which will be defined in this paper, and also introduce a computational method for the new estimator. A comparison of the new quantile estimation method with the usual kernel quantile estimation method based on the classical empirical distribution function is included. Computational results show that the new method is more efficient than the usual method in many cases.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call