On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles

Cites Work

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Extremal quantile regression
Statistics of Extremes
Consistent nonparametric regression. Discussion
Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
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Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
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Functional kernel estimators of large conditional quantiles
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Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
Frontier estimation via kernel regression on high power-transformed data
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Cited In (8)

Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
Title not available (Why is that?)
Extreme value inference for quantile regression with varying coefficients
L² consistency of the kernel quantile estimator
Additive models for extremal quantile regression with Pareto-type distributions
Title not available (Why is that?)
A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
Strong approximation theorems for integrated kernel quantiles

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