An algorithm of nonparametric quantile regression (Q6106268)

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scientific article; zbMATH DE number 7702567
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An algorithm of nonparametric quantile regression
scientific article; zbMATH DE number 7702567

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    An algorithm of nonparametric quantile regression (English)
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    27 June 2023
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    conditional quantile
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    extreme value distribution
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    generalized Pareto distribution
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    kernel estimation
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    linear programming
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    nonparametric quantile regression
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