Nonparametric estimation of quantiles using importance sampling and surrogate models

MaRDI QIDQ4602977zbMATH OpenFDO

Authors Reinhard Tent

Publication date 8 February 2018

zbMATH Keywords

importance samplingnonparametric estimationquantilessurrogate model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• Nonparametric estimation of time-variant densities and time-variant quantiles in a simulation model
• Nonparametric estimation of (conditional) quantiles and conditional distributions based on data with additional errors of measurement

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