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

DOI10.1016/J.CSDA.2015.05.008zbMATH Open1470.62016OpenAlexW1821388077MaRDI QIDQ1663189FDOQ1663189

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 (3)

• Conditional quantile estimation through optimal quantization
• Estimating conditional quantiles with the help of the pinball loss
• Title not available (Why is that?)

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