On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
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Cited in
(11)- Extreme value inference for quantile regression with varying coefficients
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
- L2 consistency of the kernel quantile estimator
- Additive models for extremal quantile regression with Pareto-type distributions
- Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates
- On kernel smoothing for extremal quantile regression
- scientific article; zbMATH DE number 7408843 (Why is no real title available?)
- A note on kernel estimation of the conditional quantile function in continuous time ergodic processes
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
- Strong approximation theorems for integrated kernel quantiles
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