Conditional quantile estimation using optimal quantization: a numerical study

MaRDI QIDQ3295366zbMATHFDO

Authors Isabelle Charlier, Davy Paindaveine, Jérôme Saracco

Publication date 8 July 2020

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)

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(5)

• scientific article; zbMATH DE number 2152215 (Why is no real title available?)
• A note on estimation with quantized data
• Conditional quantile estimation through optimal quantization
• Estimating conditional quantiles with the help of the pinball loss
• Conditional quantile estimation based on optimal quantization: from theory to practice

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