Improving the rate convergence of nonparametric quantile

Zuhair Bahraoui, Fatima Bahraoui, M. Amin Bahraoui, Kaouthar El Fassi
2018 International Journal of Contemporary Mathematical Sciences  
We present a modification of Nadaraya's quantile [5] which has O(n −8/7 ) order of MSE. The simulation results corroborate that the improvement is great as we increase the sample size. Mathematics Subject Classification: 62G99, 62E99
doi:10.12988/ijcms.2018.81030 fatcat:53vdzoeoavbdfkbliszllg45ge