Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814): Difference between revisions

This paper studies a nonparametric regression estimator of conditional tails introduced by the first two authors and \textit{A. Schorgen} [Statistics 48, No. 4, 732--755 (2014; Zbl 1326.62088)]. The estimator is shown to be uniformly strongly consistent on compact sets in a semiparametric framework. Moreover its rate of convergence is given.