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

DOI10.1016/J.CRMA.2006.12.006zbMATH Open1106.62045OpenAlexW2005221910MaRDI QIDQ868983FDOQ868983

Authors: 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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Kernel Quantile Estimators
• Title not available (Why is that?)
• Integrated square error properties of kernel estimators of regression functions

Cited In (4)

• A screening method for a nonparametric model
• Nonparametric regression for threshold data
• A simple nonparametric method to estimate the expected time to cross a threshold
• Nonparametric estimator of a quantile function for the probability of event with repeated data

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