Nonparametric estimation of time-dependent quantiles in a simulation model

DOI10.5705/SS.202017.0276zbMath1444.62050OpenAlexW2809822438WikidataQ130158858 ScholiaQ130158858MaRDI QIDQ5220362

Felix Heimrich, Michael Kohler, L. Kristl

Publication date: 16 March 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/133b630dbdfdaf20b169544052814162d10dddbd

zbMATH Keywords

rate of convergenceimportance samplingconditional quantile estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

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