On probabilistic properties of conditional medians and quantiles

DOI10.1016/J.SPL.2006.04.024MaRDI QIDQ2432782zbMATH OpenOpenAlexFDO

Authors Yashowanto N. Ghosh, Bhramar Mukherjee

Publication date 25 October 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2006.04.024

zbMATH Keywords

conditional expectationconditional quantileconditional variancemean absolute deviation

Mathematics Subject Classification ID

Distribution theory (60E99)

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Cites work

• Convergence properties of conditional medians
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 1082253 (Why is no real title available?)
• Nonparametric estimation of conditional quantiles using quantile regression trees
• Nonparametric prediction by conditional median and quantiles
• On conditional medians
• Prediction and nonparametric estimation for time series with heavy tails

Cited in

(8)

• Stability of conditional median under discretization of filtrations
• Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
• Asymptotic behavior of central order statistics from stationary processes
• Prediction and nonparametric estimation for time series with heavy tails
• On The ConditionalL₁-median and its estimation
• scientific article; zbMATH DE number 890822 (Why is no real title available?)
• Almost sure asymptotic properties of central order statistics from stationary processes
• An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles

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