Estimation of conditional quantile density function

DOI10.1080/10485259508832621MaRDI QIDQ3432415zbMATH OpenOpenAlexFDO

Authors Xiaojing Xiang

Publication date 16 April 2007

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832621

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Density estimation (62G07)

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Cites work

• A kernel estimator of a conditional quantile
• A note on strong approximations of multivariate empirical processes
• A smooth conditional quantile estimator and related applications of conditional empirical processes
• Asymptotics of conditional empirical processes
• Conditional empirical processes
• Consistent nonparametric regression. Discussion
• Kernel and nearest-neighbor estimation of a conditional quantile
• Nonparametric Statistical Data Modeling
• On an Analog of Regression Analysis
• Upper and lower classes for triangular arrays

Cited in

(17)

• On the estimation of the quantile density function
• A kernel estimator of a conditional quantile
• A law of the logarithm for kernel quantile density estimators
• Estimation of a quantile in some nonstandard cases
• Nonparametric estimation of quantile density function
• Estimating derivatives of function-valued parameters in a class of moment condition models
• Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
• scientific article; zbMATH DE number 4201389 (Why is no real title available?)
• Asymptotic normality of Powell's kernel estimator
• scientific article; zbMATH DE number 3996869 (Why is no real title available?)
• Nonparametric estimation of quantile density function for truncated and censored data
• On the error of kernel estimation for conditional PDF and its optimal bandwidth selection
• Asymptotic normality of the kernel estimator of conditional quantiles in a normed space
• Quasi-concave density estimation
• Estimating conditional quantiles with the help of the pinball loss
• A quantile-copula approach to conditional density estimation
• Kernel and nearest-neighbor estimation of a conditional quantile

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