Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes (Q5926203)

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scientific article; zbMATH DE number 1570738
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Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
scientific article; zbMATH DE number 1570738

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    Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes (English)
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    17 May 2001
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    conditional quantile
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    alpha-mixing
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    exponential inequality
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    Bahadur representation
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    uniform convergence
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    asymptotic normality
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    local polynomial fitting
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