Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
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Publication:2293722
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Cites work
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- A resampling method based on pivotal estimating functions
- Asymptotic normality of nearest neighbor regression function estimates
- Calculating nonparametric confidence intervals for quantiles using fractional order statistics
- Comment
- Dimension reduction for conditional mean in regression
- Estimation of extreme conditional quantiles under a general tail-first-order condition
- Estimation of the conditional tail index using a smoothed local Hill estimator
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- Exploring Regression Structure Using Nonparametric Functional Estimation
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- scientific article; zbMATH DE number 3488357 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function
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- Model-based SIR for dimension reduction
- Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics
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- On kernel smoothing for extremal quantile regression
- On the estimation of the functional Weibull tail-coefficient
- Order Statistics
- Semiparametric quantile regression with high-dimensional covariates
- Sliced Inverse Regression for Dimension Reduction
- Tail dimension reduction for extreme quantile estimation
- Uniform in bandwidth consistency of kernel regression estimators at a fixed point
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Cited in
(6)- On the maximal deviation of kernel regression estimators with NMAR response variables
- Confidence Intervals for Maximin Effects in Inhomogeneous Large-Scale Data
- Non-parametric confidence intervals for covariance and correlation
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Nonparametric asymptotic confidence intervals for extreme quantiles
- Asymptotic confidence intervals for extreme quantiles in a maximum domain of attraction
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