Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates

DOI10.1214/20-EJS1678zbMath1435.62162MaRDI QIDQ2293722

Laurent Gardes

Publication date: 5 February 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1580266939

zbMATH Keywords

dimension reductionconfidence intervalextreme conditional quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Nonparametric asymptotic confidence intervals for extreme quantiles ⋮ On the maximal deviation of kernel regression estimators with NMAR response variables

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