High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
DOI10.1080/07474938.2014.956612zbMATH Open1491.62037OpenAlexW2132317897MaRDI QIDQ5863567FDOQ5863567
Authors: Carlos Martins-Filho, Feng Yao, Maximo Torero 
Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.956612
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Cited In (7)
- The Special Issue in Honor of Aman Ullah: An Overview
- A nonparametric approach for quantile regression
- Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Extremal Random Forests
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Random weighting-based quantile estimation via importance resampling
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