Kernel and nearest-neighbor estimation of a conditional quantile
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Publication:918594
DOI10.1214/aos/1176347757zbMath0706.62040OpenAlexW2027956056MaRDI QIDQ918594
Ashis K. Gangopadhyay, P. K. Bhattacharya
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347757
weak convergenceorder statisticsBrownian motionkernel estimatorsmoothing parameterinduced order statisticslocal approachnearest-neighbor estimatorsasymptotic linear modelsBahadur-type representationssample conditional quantiles
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02) Functional limit theorems; invariance principles (60F17)
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