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

DOI10.1016/J.CRMA.2006.12.006MaRDI QIDQ868983zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

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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