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http://hdl.handle.net/20.500.12358/24077
TitleSymmetrized Nearest Neighbor Kernel Estimator of the Conditional Quantiles
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Abstract

Stute (1986) has introduced the symmetrized nearest neighbor (SNN) kernel estimator to estimate the conditional quantiles in the univariate case. This estimator is here extended to the multivariate case. Two methods were proposed for the derivation of the asymptotic normality of the proposed estimators. The first method considers two different quantiles estimated at the same conditional point. In the other one, the conditional quantile estimated at  different conditional points is considered. The construction of the confidence bands as well as the problem of bandwidth selection to avoid the boundary effects were discussed. Empirical studies are performed to assess the performance of the SNN kernel estimator in finite samples. Simulation results attested a reasonably good performance of the proposed estimator.    

Authors
Mahdi, Esam
Salha, Raid B.
TypeJournal Article
Date2017
LanguageEnglish
Published inIUG Journal of Natural Studies
SeriesVolume: 25, Number: 1
Publisherالجامعة الإسلامية - غزة
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  • Staff Publications- Faculty of Science [1030]
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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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