Quantile-respectful density estimation based on the Harrell-Davis quantile estimator
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866929303710597120 |
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| author | Akinshin, Andrey |
| author_facet | Akinshin, Andrey |
| contents | Traditional density and quantile estimators are often inconsistent with each other. Their simultaneous usage may lead to inconsistent results. To address this issue, we propose a novel smooth density estimator that is naturally consistent with the Harrell-Davis quantile estimator. We also provide a jittering implementation to support discrete-continuous mixture distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_03835 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Quantile-respectful density estimation based on the Harrell-Davis quantile estimator Akinshin, Andrey Methodology 62G05, 62G07 Traditional density and quantile estimators are often inconsistent with each other. Their simultaneous usage may lead to inconsistent results. To address this issue, we propose a novel smooth density estimator that is naturally consistent with the Harrell-Davis quantile estimator. We also provide a jittering implementation to support discrete-continuous mixture distributions. |
| title | Quantile-respectful density estimation based on the Harrell-Davis quantile estimator |
| topic | Methodology 62G05, 62G07 |
| url | https://arxiv.org/abs/2404.03835 |