Nonparametric quantile regression with heavy-tailed and strongly dependent errors
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Cited in
(11)- A simple nonparametric conditional quantile estimator for time series with thin tails
- High-quantile regression for tail-dependent time series
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- On conditional scale function: estimate and asymptotic properties
- On conditional scale functions: estimate and asymptotic properties
- Nonstationary nonlinear quantile regression
- Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
- On probabilistic properties of conditional medians and quantiles
- Fixed design regression quantiles for time series
- Prediction and nonparametric estimation for time series with heavy tails
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