Geodesic
Estimating the inverse distribution function at the boundary
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 15 (2022) no. 4, pp. 510-522

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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: mean square error, optimal bandwidth, boundary quantiles.
Mots-clés : kernel quantile estimation 
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     title = {Estimating the inverse distribution function at the boundary},
     journal = {\v{Z}urnal Sibirskogo federalʹnogo universiteta. Matematika i fizika},
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Nassima Almi; Abdallah Sayah. Estimating the inverse distribution function at the boundary. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 15 (2022) no. 4, pp. 510-522. http://geodesic.mathdoc.fr/item/JSFU_2022_15_4_a9/