A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227): Difference between revisions

Let \((X_ i,Y_ i)\), \(1\leq i\leq n\), be an independent sample of bivariate vectors with the same distribution as \((X,Y)\). The paper considers nonparametric estimation of the conditional distribution function and quantile function, respectively, of \(Y\) given \(X=x\). Results which are known for the kernel estimator are extended to a smoothed version.