On copula-based conditional quantile estimators

DOI10.1016/j.spl.2017.04.014zbMath1380.62178MaRDI QIDQ2407485

Bruno Rémillard, Taoufik Bouezmarni, Bouchra R. Nasri

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://espace.inrs.ca/5190/1/P3139.pdf

zbMATH Keywords

copula; bootstrap; quantile regression; conditional quantile function

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G05: Nonparametric estimation

62H20: Measures of association (correlation, canonical correlation, etc.)

62G15: Nonparametric tolerance and confidence regions