Non-parametric estimation of conditional quantiles

DOI10.1016/0167-7152(89)90095-3zbMATH Open0678.62049OpenAlexW1983306107MaRDI QIDQ1124243FDOQ1124243

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90095-3

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scientific article; zbMATH DE number 3934219

asymptotic normality strong consistency kernel estimation quantile regression large sample methods nonparametric estimators of conditional quantiles two-dimensional random variable

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20)

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Monotone percentile regression
A note on uniform strong convergence of bivariate density estimates
On Confidence Bands for Quantiles of a Normal Population
Percentile Regression: A Parametric Approach

Cited In (67)

Non parametric learning approach to estimate conditional quantiles in the dependent functional data case
Neural Networks for Partially Linear Quantile Regression
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Correcting for Endogeneity in Models with Bunching
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
Design-adaptive nonparametric estimation of conditional quantile derivatives
kNN robustification equivariant nonparametric regression estimators for functional ergodic data
Local linear double and asymmetric kernel estimation of conditional quantiles
Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
Evaluating countries' performances by means of rank trajectories: functional measures of magnitude and evolution
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Nonparametric Estimation of Conditional Distributions
On the estimation of the functional Weibull tail-coefficient
Asymptotic properties of a conditional quantile estimator with randomly truncated data
Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
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Asymptotic normality of a nonparametric conditional quantile estimator for random fields
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
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Note on conditional quantiles for functional ergodic data
Nonparametric estimates for conditional quantiles of time series
Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles
Estimating some characteristics of the conditional distribution in nonparametric functional models
Nonparametric prediction by conditional median and quantiles
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Rate of uniform consistency for nonparametric estimates with functional variables
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Global nonparametric estimation of conditional quantile functions and their derivatives
Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
Consistency of a nonparametric conditional quantile estimator for random fields
Noninformative nonparametric quantile estimation for simple random samples
Asymptotic representation theory for nonstandard conditional quantiles
The conditional cumulative distribution function in single functional index model
A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
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Functional kernel estimators of large conditional quantiles
On kernel smoothing for extremal quantile regression
On Semiparametric Mode Regression Estimation
Quasi-maximum likelihood estimation for conditional quantiles
CLT for single functional index quantile regression under dependence structure
Asymptotic normality of convergent estimates of conditional quantiles
Nonparametric efficiency analysis: a multivariate conditional quantile approach
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
Mean squared error properties of the kernel-based multi-stage median predictor for time series
Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
Nonparametric Quantile Regression Estimation for Functional Dependent Data
Robust equivariant non parametric regression estimators for functional ergodic data
Sliced inverse regression in reference curves estimation
Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
Rank dynamics for functional data
Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
Recursive kernel estimate of the conditional quantile for functional ergodic data
A convergent algorithm for quantile regression with smoothing splines
A nonparametric comparison of conditional distributions with nonnegligible cure fractions
Kernel estimation of extreme regression risk measures
Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data

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