Pages that link to "Item:Q3168531"

The following pages link to Nonparametric Quantile Regression Estimation for Functional Dependent Data (Q3168531):

Displayed 13 items.

• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) ‎ (← links)
• Note on conditional quantiles for functional ergodic data (Q282873) ‎ (← links)
• Asymptotic results of a nonparametric conditional cumulative distribution estimator in the single functional index modeling for time series data with applications (Q300515) ‎ (← links)
• On the quantile regression when the regressor is functional: spatial data case (Q654556) ‎ (← links)
• Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) ‎ (← links)
• Vector-on-function quantile regression for stationary ergodic processes (Q2355257) ‎ (← links)
• The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data (Q2657187) ‎ (← links)
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) ‎ (← links)
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model (Q2939950) ‎ (← links)
• Recursive kernel estimate of the conditional quantile for functional ergodic data (Q3178622) ‎ (← links)
• (Q5092927) ‎ (← links)
• Improved local quantile regression (Q5142252) ‎ (← links)
• Randomly censored quantile regression estimation using functional stationary ergodic data (Q5256278) ‎ (← links)