A kernel estimator of a conditional quantile
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Publication:1126159
DOI10.1006/jmva.1996.0061zbMath0864.62016MaRDI QIDQ1126159
Publication date: 22 June 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0061
weak convergence; asymptotic normality; conditional quantile; law of the iterated logarithm; new kernel estimator; conditional empirical process
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
62J02: General nonlinear regression
60F15: Strong limit theorems
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