On probabilistic properties of conditional medians and quantiles
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Publication:2432782
DOI10.1016/J.SPL.2006.04.024zbMATH Open1101.60011OpenAlexW2080655252MaRDI QIDQ2432782FDOQ2432782
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
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Cites Work
- Title not available (Why is that?)
- Nonparametric prediction by conditional median and quantiles
- Nonparametric estimation of conditional quantiles using quantile regression trees
- Prediction and nonparametric estimation for time series with heavy tails
- Title not available (Why is that?)
- On conditional medians
- Convergence properties of conditional medians
Cited In (8)
- Stability of conditional median under discretization of filtrations
- Asymptotic behavior of central order statistics from stationary processes
- Almost sure asymptotic properties of central order statistics from stationary processes
- Title not available (Why is that?)
- Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
- Prediction and nonparametric estimation for time series with heavy tails
- On The ConditionalL1-median and its estimation
- An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
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