Nonparametric prediction by conditional median and quantiles

DOI10.1016/S0378-3758(02)00384-1zbMath1021.62075OpenAlexW1991332566MaRDI QIDQ1410280

Jérôme Saracco, Ali Gannoun, Ke-ming Yu

Publication date: 14 October 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00384-1

zbMATH Keywords

time seriesbandwidth selectionconditional quantilesconditional mediandouble kernel methodlocal constant method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• KernSmooth

Cites Work

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