Mean squared error properties of kernel estimates of regression quantiles
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The paper deals with nonparametric estimation of regression quantiles, i.e. quantiles of smooth conditional distribution functions, via the kernel method. Mean squared error properties of such estimates, for both fixed and random designs, are derived and discussed.
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Cites work
- Canonical kernels for density estimation
- Consistent nonparametric regression. Discussion
- Estimation Non-paramétrique de la Régression: Revue Bibliographique
- scientific article; zbMATH DE number 3852235 (Why is no real title available?)
- scientific article; zbMATH DE number 46694 (Why is no real title available?)
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- scientific article; zbMATH DE number 6902590 (Why is no real title available?)
- Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
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