Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479)
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scientific article; zbMATH DE number 6131982
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| default for all languages | No label defined |
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| English | Nonparametric quantile regression with heavy-tailed and strongly dependent errors |
scientific article; zbMATH DE number 6131982 |
Statements
Nonparametric quantile regression with heavy-tailed and strongly dependent errors (English)
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28 January 2013
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conditional quantile
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random design
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check function
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local linear regression
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stable distribution
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linear process
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long-range dependence
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martingale central limit theorem
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0.8344789147377014
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0.830717921257019
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0.822959303855896
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0.8201034665107727
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0.8195668458938599
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