Conditional quantile estimation using optimal quantization: a numerical study

zbMATH Open1436.62131MaRDI QIDQ3295366FDOQ3295366

Authors: Isabelle Charlier, Davy Paindaveine, Jérôme Saracco 

Publication date: 8 July 2020

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zbMATH Keywords

nonparametric estimationconditional quantileoptimal quantization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (5)

• Conditional quantile estimation through optimal quantization
• A note on estimation with quantized data
• Estimating conditional quantiles with the help of the pinball loss
• Title not available (Why is that?)
• Conditional quantile estimation based on optimal quantization: from theory to practice

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