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

DOI10.1007/978-3-319-22476-3_4zbMATH Open1331.62228OpenAlexW42653138MaRDI QIDQ2787230FDOQ2787230

Publication date: 25 February 2016

Published in: Functional Statistics and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00956351/file/LouhichiGirard.pdf

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Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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
Uniform in bandwidth consistency of kernel-type function estimators
Title not available (Why is that?)
Title not available (Why is that?)
Consistency of a nonparametric conditional quantile estimator for random fields
Non-parametric estimation of conditional quantiles
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Title not available (Why is that?)
An empirical process approach to the uniform consistency of kernel-type function estimators
Conditional empirical processes
Kernel estimators of extreme level curves
On kernel smoothing for extremal quantile regression
Asymptotic normality of convergent estimates of conditional quantiles
Nonparametric quantile regression estimation for functional dependent data
Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
Local Likelihood Smoothing of Sample Extremes
Functional nonparametric estimation of conditional extreme quantiles
Title not available (Why is that?)
Functional kernel estimators of large conditional quantiles
A moving window approach for nonparametric estimation of the conditional tail index
Generalized Additive Modelling of Sample Extremes
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
Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
Local polynomial maximum likelihood estimation for Pareto-type distributions.
The Robbins-Siegmund series criterion for partial maxima

Cited In (11)

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 note on kernel estimation of the conditional quantile function in continuous time ergodic processes
A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
On kernel smoothing for extremal quantile regression
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Strong approximation theorems for integrated kernel quantiles

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