Consistency of a nonparametric conditional quantile estimator for random fields
From MaRDI portal
Publication:2437882
Recommendations
- Consistency of a nonparametric conditional mode estimator for random fields
- On nonparametric conditional quantile estimation for non-stationary random fields
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Nonparametric estimation and inference on conditional quantile processes
- Non-parametric estimation of conditional quantiles
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS
- Consistent estimation of joint distributions for sufficiently mixing random fields
- Consistency of a nonparametric estimate of a density function for dependent variables
Cites work
- scientific article; zbMATH DE number 3934272 (Why is no real title available?)
- scientific article; zbMATH DE number 783366 (Why is no real title available?)
- Asymptotic behavior of regression quantiles in non-stationary, dependent cases
- Conditional empirical processes
- Conditional quantiles for dependent functional data with application to the climatic El Niño phenomenon
- Consistent nonparametric regression. Discussion
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Kernel density estimation for random fields. (Density estimation for random fields)
- Kernel density estimation for random fields: TheL1Theory
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Kernel density estimation on random fields
- Kernel regression estimation for continuous spatial processes
- Kernel regression estimation for random fields
- Local linear spatial quantile regression
- Local linear spatial regression
- Mixing: Properties and examples
- Moment inequalities for spatial processes
- New directions in spatial econometrics
- Non-parametric estimation of conditional quantiles
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
- Nonparametric prediction by conditional median and quantiles
- Nonparametric spatial prediction
- On the almost everywhere convergence of nonparametric regression function estimates
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Propriétés asymptotiques d'estimateurs convergents des quantiles conditionnels
- Quantile regression.
- REGRESSION QUANTILES FOR TIME SERIES
- Regression quantiles and related processes under long range dependent errors
- Resampling methods for spatial regression models under a class of stochastic designs
- Spatial kernel regression estimation: weak consistency
- Spatial nonparametric regression estimation: Non-isotropic case
- Texture synthesis and nonparametric resampling of random fields
Cited in
(12)- Consistency of a nonparametric conditional mode estimator for random fields
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
- Nonparametic estimation of the conditional mode in the spatial case
- Robust quantile estimation and prediction for spatial processes
- On nonparametric conditional quantile estimation for non-stationary random fields
- Nonparametric estimation of conditional quantiles for functional and spatial dependent variables
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
- Spatial conditional quantile regression: weak consistency of a kernel estimate
- Asymptotic properties of nonparametric quantile estimation with spatial dependency
- On the quantile regression when the regressor is functional: spatial data case
- On nonparametric conditional quantile estimation for non-stationary spatial processes
This page was built for publication: Consistency of a nonparametric conditional quantile estimator for random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2437882)
