Pages that link to "Item:Q3168531"

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

Displaying 14 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)
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data (Q6497054) (← links)