Pages that link to "Item:Q2716936"
From MaRDI portal
The following pages link to Asymptotic normality of convergent estimates of conditional quantiles (Q2716936):
Displaying 29 items.
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Estimation of extreme conditional quantiles under a general tail-first-order condition (Q778874) (← links)
- Sliced inverse regression in reference curves estimation (Q956902) (← links)
- Estimating some characteristics of the conditional distribution in nonparametric functional models (Q995836) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- Mean squared error properties of the kernel-based multi-stage median predictor for time series (Q1612971) (← links)
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier (Q1615819) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Fixed design regression quantiles for time series (Q1771423) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- On nonparametric conditional quantile estimation for non-stationary random fields (Q2138275) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality (Q2796935) (← links)
- Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation (Q3017870) (← links)
- TR Multivariate Conditional Median Estimation (Q3447072) (← links)
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series (Q3532761) (← links)
- On Semiparametric Mode Regression Estimation (Q3566559) (← links)
- Regression quantiles with errors-in-variables (Q3648632) (← links)
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES (Q4540568) (← links)
- Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors (Q4923215) (← links)
- Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile (Q5075711) (← links)
- Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)
- Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
