Quantile-respectful density estimation based on the Harrell-Davis quantile estimator
Methodology
2024-04-08 v1
Abstract
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.
Cite
@article{arxiv.2404.03835,
title = {Quantile-respectful density estimation based on the Harrell-Davis quantile estimator},
author = {Andrey Akinshin},
journal= {arXiv preprint arXiv:2404.03835},
year = {2024}
}
Comments
20 pages, 11 figures, the paper source code is available at https://github.com/AndreyAkinshin/paper-qrdehd