Approximation rates of kernel estimator for the conditional t-quantile

zbMATH Open0979.62033MaRDI QIDQ2746540FDOQ2746540

Liugen Xue, Yuping Hu

Publication date: 18 February 2002

Published in: Acta Mathematica Scientia. Series A. (Chinese Edition) (Search for Journal in Brave)

Recommendations

• A kernel estimator of a conditional quantile
• Kernel and nearest-neighbor estimation of a conditional quantile
• Kernel methods for estimating derivatives of conditional quantiles
• A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
• Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
• A note on kernel estimation of the conditional quantile function in continuous time ergodic processes
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

zbMATH Keywords

kernel estimatorsbootstrap approximation ratesconditional t-quantiles

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cited In (2)

• Approximation rates of error distribution of double kernel estimates of conditional density
• Strong approximation theorems for integrated kernel quantiles

This page was built for publication: Approximation rates of kernel estimator for the conditional \(t\)-quantile

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2746540)