A smooth conditional quantile estimator and related applications of conditional empirical processes (Q1176227)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A smooth conditional quantile estimator and related applications of conditional empirical processes |
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A smooth conditional quantile estimator and related applications of conditional empirical processes (English)
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25 June 1992
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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.
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conditional quantile regression
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conditional quantile process
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estimation of conditional functionals
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conditional distribution
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quantile function
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