Mean squared error properties of kernel estimates of regression quantiles
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Cites work
- scientific article; zbMATH DE number 3852235 (Why is no real title available?)
- scientific article; zbMATH DE number 46694 (Why is no real title available?)
- Canonical kernels for density estimation
- Consistent nonparametric regression. Discussion
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
Cited in
(26)- Efficient estimation in local parametric regression analysis
- Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
- Conditional quantile estimation by local logistic regression
- Nonparametric conditional quantile estimation: a locally weighted quantile kernel approach
- A comparison of local constant and local linear regression quantile estimators
- A simple nonparametric conditional quantile estimator for time series with thin tails
- Quantile regression using RJMCMC algorithm
- Wasserstein-Fréchet integration of conditional distributions
- Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
- Nonparametric estimation of the regression function from quantized observations
- Kernel conditional quantile estimator under left truncation for functional regressors
- Nonparametric prediction by conditional median and quantiles
- Fixed design regression quantiles for time series
- Neural Networks for Partially Linear Quantile Regression
- Nonparametric circular quantile regression
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
- Quantile smoothing in financial time series
- MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES
- Regression quantiles in nonparametric regression
- Mean squared error properties of the kernel-based multi-stage median predictor for time series
- Smooth estimation of conditional quantile function with mixed covariates using Bernstein polynomials
- Sliced inverse regression in reference curves estimation
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- Backfitting and smooth backfitting for additive quantile models
- Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
- scientific article; zbMATH DE number 6902590 (Why is no real title available?)
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