On copula-based conditional quantile estimators

DOI10.1016/J.SPL.2017.04.014zbMath1380.62178OpenAlexW2606012499MaRDI QIDQ2407485

Taoufik Bouezmarni, Bouchra R. Nasri, Bruno Rémillard

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

copulabootstrapquantile regressionconditional quantile function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Nonparametric tolerance and confidence regions (62G15)

Related Items (4)

Copula-based link functions in binary regression models ⋮ Copula-based regression models with data missing at random ⋮ Single-index composite quantile regression for massive data ⋮ Semi-parametric copula-based models under non-stationarity

Cites Work

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• Statistical Methods for Financial Engineering
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• Generalized Additive Modelling of Sample Extremes

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