Conditional quantile estimation based on optimal quantization: from theory to practice

DOI10.1016/J.CSDA.2015.05.008MaRDI QIDQ1663189zbMATH OpenOpenAlexFDO

Authors Isabelle Charlier, Davy Paindaveine, Jérôme Saracco

Publication date 21 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://dipot.ulb.ac.be/dspace/bitstream/2013/174929/1/2014-39-CHARLIER_PAINDAVEINE_SARACCO-conditional.pdf

zbMATH Keywords

nonparametric regressionconditional quantilesoptimal quantization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cited in

(6)

• Conditional quantile estimation through optimal quantization
• Estimating conditional quantiles with the help of the pinball loss
• scientific article; zbMATH DE number 2152215 (Why is no real title available?)
• Multiple-output quantile regression through optimal quantization
• Quantiles for Counts
• Conditional quantile estimation using optimal quantization: a numerical study

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