Adaptive weighted Nadaraya–Watson estimation of the conditional quantiles by varying bandwidth

DOI10.1080/03610918.2015.1048880MaRDI QIDQ5088031zbMATH OpenOpenAlexFDO

Authors Hazem I. El Shekh Ahmed, Raid B. Salha, Hossam O. El-Sayed

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1048880

zbMATH Keywords

asymptotic normalityconditional distributionkernel estimationquantile regressionweighted Nadaraya-Watson estimate

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Local Linear Quantile Regression
• Methods for Estimating a Conditional Distribution Function
• On the adaptive Nadaraya-Watson kernel regression estimators
• Quantile smoothing in financial time series
• REGRESSION QUANTILES FOR TIME SERIES

Cited in

(2)

• On a Nadaraya-Watson estimator with two bandwidths
• Lognormal kernel estimator of the hazard rate function

Describes a project that uses

Uses Software

• KernSmooth

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