Nonparametric prediction by conditional median and quantiles (Q1410280): Difference between revisions

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+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
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+Normalité asymptotique d'estimateurs convergents du mode conditionnel
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+Asymptotic normality of convergent estimates of conditional quantiles
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+Asymptotic distribution of smoothers based on local means and local medians under dependence
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+Nonparametric statistics for stochastic processes
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+Robust Locally Weighted Regression and Smoothing Scatterplots
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+Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Design-adaptive Nonparametric Regression
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+Local linear regression smoothers and their minimax efficiencies
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+Variable bandwidth and local linear regression smoothers
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+Robust Statistics
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+Non-parametric estimation of conditional quantiles
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+Consistent nonparametric regression. Discussion
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+Asymptotic properties of kernel estimators based on local medians
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+A comparison of local constant and local linear regression quantile estimators
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+Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence
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+Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
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+https://doi.org/10.1016/s0378-3758(02)00384-1
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+W1991332566
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