Conditional quantiles: an operator-theoretical approach

DOI10.3150/22-BEJ1546OpenAlexW4367318025MaRDI QIDQ6160983FDOQ6160983

Antonio F. Galvao, J. P. Zubelli, Luciano I. de Castro, B. Costa

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Conditional-quantiles-An-operator-theoretical-approach/10.3150/22-BEJ1546.full

zbMATH Keywords

conditional quantilesLeibniz's rulecontinuity for quantilesFatou's lemma for quantiles

Mathematics Subject Classification ID

Statistics (62-XX) Operator theory (47-XX)

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Cited In (2)

• Functional quantile autoregression
• Random distortion risk measures

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