Nonparametric estimation of the quantiles for a probability of threshold crossing with dependent data

DOI10.1016/j.crma.2006.12.006zbMath1106.62045OpenAlexW2005221910MaRDI QIDQ868983

Claire Pinçon, Odile Pons

Publication date: 26 February 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.12.006

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Integrated square error properties of kernel estimators of regression functions
• Kernel Quantile Estimators