Please cite this article as: Chesneau, C., Dewan, I., Doosti, H., Nonparametric estimation of a quantile density function by wavelet methods. Computational Statistics and Data Analysis (2015), http://dx.
AbstractIn this paper nonparametric wavelet estimators of the quantile density function are proposed.Consistency of the wavelet estimators is established under the L p risk. A simulation study illustrates the good performance of our estimators.