Nonparametric Estimation of Conditional Quantiles

By Alexander Kukush, Jan Beirlant, Yuri Goegebeur. 2005

47 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7c28f366244213c2fb7ad6737a923eb41f61cb45

Citations in the corpus

• On kernel smoothing for extremal quantile regression (2012, unknown): “Many papers are dedicated to the asymptotic properties of this type of estimator for fixed α ∈ (0,1): weak and strong consistency are proved, respectively, in [30] and [13], asymptotic normality being established in [3,28,31].”