scientific article; zbMATH DE number 2152698

MaRDI QIDQ4664267zbMATH OpenFDO

Authors Dana Draghicescu, Sucharita Gosh

Publication date 5 April 2005

zbMATH Keywords

kernel smoothingquantile estimationshort memorytime series

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

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Cited in

(9)

• A smooth nonparametric approach to determining cut-points of a continuous scale
• Modeling threshold exceedance probabilities of spatially correlated time series
• A note on quantile estimation for long-range dependent stochastic processes
• Optimal smoothing in nonparametric conditional quantile derivative function estimation
• Nonparametric estimation of quantiles for a class of stationary processes
• Kernel type smoothed quantile estimation under long memory
• An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
• Modifying the double smoothing bandwidth selector in nonparametric regression
• Nonparametric inference on smoothed quantile regression process

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