Uniform Confidence Bands for Local Polynomial Quantile Estimators

DOI10.1051/PS/2013035MaRDI QIDQ5174354zbMATH OpenOpenAlexFDO

Authors Camille Sabbah

Publication date 17 February 2015

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://www.esaim-ps.org/10.1051/ps/2013035/pdf

zbMATH Keywords

conditional quantile estimationuniform confidence bands

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(4)

• Causal inference by quantile regression kink designs
• On the maximal deviation of kernel regression estimators with NMAR response variables
• Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
• Confidence bands in quantile regression

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